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Mutual of America Investment Corporation - 2050 Re...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Inception Date
Nov 30, 2021
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mutual of America Investment Corporation - 2050 Retirement Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX) has returned -3.91% so far this year and 14.60% over the past 12 months.


Mutual of America Investment Corporation - 2050 Retirement Fund

1D
-1.51%
1M
-8.24%
YTD
-3.91%
6M
-1.40%
1Y
14.60%
3Y*
12.40%
5Y*
6.63%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2020, MURNX's average daily return is +0.69%, while the average monthly return is +11.82%. At this rate, your investment would double in approximately 0.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Sep 2020 with a return of +831.3%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MURNX closed higher 51% of trading days. The best single day was Sep 25, 2020 with a return of +912.1%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.30%1.38%-8.24%-3.91%
20254.48%-4.34%-1.09%0.22%4.80%3.97%1.02%2.73%2.56%1.08%0.62%0.90%17.89%
20240.35%3.97%3.37%-3.92%4.53%0.22%2.59%1.84%1.34%-1.90%4.85%-3.27%14.37%
20236.36%-2.28%1.64%1.05%-1.41%5.11%2.96%-2.13%-4.06%-4.78%7.92%5.35%15.78%
2022-4.92%-1.55%1.37%-5.03%-1.69%-10.94%5.99%-7.71%6.17%6.48%-4.01%-16.25%
20212.12%2.35%2.78%4.78%0.25%0.10%1.38%1.66%-2.78%1.92%-0.34%2.51%17.85%

Benchmark Metrics

Mutual of America Investment Corporation - 2050 Retirement Fund has an annualized alpha of 371.85%, beta of 1.42, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 03, 2020.

  • This fund captured 80.54% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -195.37%) — a profile typical of hedging or uncorrelated assets.
  • R² of 0.01 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
371.85%
Beta
1.42
0.01
Upside Capture
80.54%
Downside Capture
-195.37%

Expense Ratio

MURNX has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

MURNX ranks 44 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MURNX Risk / Return Rank: 4444
Overall Rank
MURNX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MURNX Sortino Ratio Rank: 5858
Sortino Ratio Rank
MURNX Omega Ratio Rank: 5656
Omega Ratio Rank
MURNX Calmar Ratio Rank: 2323
Calmar Ratio Rank
MURNX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX) and compare them to a chosen benchmark (S&P 500 Index).


MURNXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.90

+0.14

Sortino ratio

Return per unit of downside risk

1.57

1.39

+0.18

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

0.71

1.40

-0.69

Martin ratio

Return relative to average drawdown

3.35

6.61

-3.26

Explore MURNX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Mutual of America Investment Corporation - 2050 Retirement Fund provided a 9.68% dividend yield over the last twelve months, with an annual payout of $1.83 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$1.83$1.83$1.19$0.61$1.72$0.76

Dividend yield

9.68%9.30%6.49%3.56%11.26%3.72%

Monthly Dividends

The table displays the monthly dividend distributions for Mutual of America Investment Corporation - 2050 Retirement Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.08$0.00$1.58$1.83
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.71$1.19
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.06$0.00$0.66$1.72
2021$0.76$0.76

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Mutual of America Investment Corporation - 2050 Retirement Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Mutual of America Investment Corporation - 2050 Retirement Fund was 32.96%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.

The current Mutual of America Investment Corporation - 2050 Retirement Fund drawdown is 8.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.96%Feb 21, 202022Mar 23, 2020113Sep 2, 2020135
-23.75%Jan 5, 2022128Oct 12, 2022329Feb 22, 2024457
-15.36%Feb 18, 202535Apr 8, 202541Jun 6, 202576
-8.5%Feb 26, 202618Mar 30, 2026
-7.26%Sep 3, 202014Sep 23, 20202Sep 25, 202016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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