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DEIGX vs. VVIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DEIGX and VVIAX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

DEIGX vs. VVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Disciplined Growth Fund (DEIGX) and Vanguard Value Index Fund Admiral Shares (VVIAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-5.38%
6.20%
DEIGX
VVIAX

Key characteristics

Sharpe Ratio

DEIGX:

0.42

VVIAX:

1.90

Sortino Ratio

DEIGX:

0.62

VVIAX:

2.69

Omega Ratio

DEIGX:

1.12

VVIAX:

1.34

Calmar Ratio

DEIGX:

0.25

VVIAX:

2.72

Martin Ratio

DEIGX:

1.34

VVIAX:

8.19

Ulcer Index

DEIGX:

7.55%

VVIAX:

2.45%

Daily Std Dev

DEIGX:

24.34%

VVIAX:

10.57%

Max Drawdown

DEIGX:

-59.76%

VVIAX:

-59.32%

Current Drawdown

DEIGX:

-34.95%

VVIAX:

-1.84%

Returns By Period

In the year-to-date period, DEIGX achieves a 2.51% return, which is significantly lower than VVIAX's 4.77% return. Over the past 10 years, DEIGX has underperformed VVIAX with an annualized return of -0.22%, while VVIAX has yielded a comparatively higher 10.43% annualized return.


DEIGX

YTD

2.51%

1M

1.15%

6M

-4.35%

1Y

9.38%

5Y*

-0.08%

10Y*

-0.22%

VVIAX

YTD

4.77%

1M

1.53%

6M

6.93%

1Y

18.20%

5Y*

10.92%

10Y*

10.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DEIGX vs. VVIAX - Expense Ratio Comparison

DEIGX has a 0.77% expense ratio, which is higher than VVIAX's 0.05% expense ratio.


DEIGX
MassMutual Disciplined Growth Fund
Expense ratio chart for DEIGX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
Expense ratio chart for VVIAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

DEIGX vs. VVIAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEIGX
The Risk-Adjusted Performance Rank of DEIGX is 1515
Overall Rank
The Sharpe Ratio Rank of DEIGX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DEIGX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DEIGX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of DEIGX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of DEIGX is 1515
Martin Ratio Rank

VVIAX
The Risk-Adjusted Performance Rank of VVIAX is 8383
Overall Rank
The Sharpe Ratio Rank of VVIAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VVIAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VVIAX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VVIAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VVIAX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DEIGX vs. VVIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Disciplined Growth Fund (DEIGX) and Vanguard Value Index Fund Admiral Shares (VVIAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for DEIGX, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.421.90
The chart of Sortino ratio for DEIGX, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.0012.000.622.69
The chart of Omega ratio for DEIGX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.34
The chart of Calmar ratio for DEIGX, currently valued at 0.25, compared to the broader market0.005.0010.0015.0020.000.252.72
The chart of Martin ratio for DEIGX, currently valued at 1.34, compared to the broader market0.0020.0040.0060.0080.001.348.19
DEIGX
VVIAX

The current DEIGX Sharpe Ratio is 0.42, which is lower than the VVIAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DEIGX and VVIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.42
1.90
DEIGX
VVIAX

Dividends

DEIGX vs. VVIAX - Dividend Comparison

DEIGX has not paid dividends to shareholders, while VVIAX's dividend yield for the trailing twelve months is around 2.20%.


TTM20242023202220212020201920182017201620152014
DEIGX
MassMutual Disciplined Growth Fund
0.00%0.00%0.00%0.00%0.00%0.30%0.67%1.31%0.80%1.30%1.04%1.00%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.20%2.30%2.45%2.51%2.14%2.54%2.49%2.72%2.29%2.45%2.60%2.22%

Drawdowns

DEIGX vs. VVIAX - Drawdown Comparison

The maximum DEIGX drawdown since its inception was -59.76%, roughly equal to the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for DEIGX and VVIAX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-34.95%
-1.84%
DEIGX
VVIAX

Volatility

DEIGX vs. VVIAX - Volatility Comparison

MassMutual Disciplined Growth Fund (DEIGX) has a higher volatility of 5.85% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 2.71%. This indicates that DEIGX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
5.85%
2.71%
DEIGX
VVIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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