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DLBMX vs. MOSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLBMX vs. MOSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Small Cap Opportunities Fund (DLBMX) and MassMutual Overseas Fund (MOSAX). The values are adjusted to include any dividend payments, if applicable.

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DLBMX vs. MOSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLBMX
MassMutual Small Cap Opportunities Fund
-4.32%8.07%12.30%17.43%-16.19%64.90%19.75%25.54%-11.14%13.90%
MOSAX
MassMutual Overseas Fund
-7.37%25.48%0.12%18.26%-15.35%12.61%8.51%28.26%-16.78%26.44%

Returns By Period

In the year-to-date period, DLBMX achieves a -4.32% return, which is significantly higher than MOSAX's -7.37% return. Over the past 10 years, DLBMX has outperformed MOSAX with an annualized return of 12.93%, while MOSAX has yielded a comparatively lower 7.44% annualized return.


DLBMX

1D
-1.26%
1M
-10.93%
YTD
-4.32%
6M
-2.11%
1Y
10.06%
3Y*
9.62%
5Y*
10.78%
10Y*
12.93%

MOSAX

1D
0.38%
1M
-11.41%
YTD
-7.37%
6M
-3.99%
1Y
8.70%
3Y*
7.26%
5Y*
4.73%
10Y*
7.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DLBMX vs. MOSAX - Expense Ratio Comparison

DLBMX has a 1.20% expense ratio, which is lower than MOSAX's 1.34% expense ratio.


Return for Risk

DLBMX vs. MOSAX — Risk / Return Rank

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

DLBMX
DLBMX Risk / Return Rank: 1717
Overall Rank
DLBMX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DLBMX Sortino Ratio Rank: 1717
Sortino Ratio Rank
DLBMX Omega Ratio Rank: 1616
Omega Ratio Rank
DLBMX Calmar Ratio Rank: 1717
Calmar Ratio Rank
DLBMX Martin Ratio Rank: 1919
Martin Ratio Rank

MOSAX
MOSAX Risk / Return Rank: 1717
Overall Rank
MOSAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MOSAX Sortino Ratio Rank: 1515
Sortino Ratio Rank
MOSAX Omega Ratio Rank: 1515
Omega Ratio Rank
MOSAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MOSAX Martin Ratio Rank: 1919
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.

DLBMX vs. MOSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Small Cap Opportunities Fund (DLBMX) and MassMutual Overseas Fund (MOSAX). 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.


DLBMXMOSAXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.48

-0.04

Sortino ratio

Return per unit of downside risk

0.77

0.72

+0.05

Omega ratio

Gain probability vs. loss probability

1.10

1.10

0.00

Calmar ratio

Return relative to maximum drawdown

0.50

0.54

-0.04

Martin ratio

Return relative to average drawdown

1.95

2.00

-0.05

DLBMX vs. MOSAX - Sharpe Ratio Comparison

The current DLBMX Sharpe Ratio is 0.44, which is comparable to the MOSAX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of DLBMX and MOSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DLBMXMOSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.48

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.27

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.41

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.26

+0.15

Correlation

The correlation between DLBMX and MOSAX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DLBMX vs. MOSAX - Dividend Comparison

DLBMX's dividend yield for the trailing twelve months is around 10.57%, less than MOSAX's 19.66% yield.


TTM20252024202320222021202020192018201720162015
DLBMX
MassMutual Small Cap Opportunities Fund
10.57%10.11%9.33%4.73%0.88%35.42%7.82%0.46%11.94%13.55%3.14%11.15%
MOSAX
MassMutual Overseas Fund
19.66%18.21%6.02%2.24%9.26%9.64%1.78%5.10%12.16%1.42%1.71%3.12%

Drawdowns

DLBMX vs. MOSAX - Drawdown Comparison

The maximum DLBMX drawdown since its inception was -65.12%, which is greater than MOSAX's maximum drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for DLBMX and MOSAX.


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Drawdown Indicators


DLBMXMOSAXDifference

Max Drawdown

Largest peak-to-trough decline

-65.12%

-58.43%

-6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-11.74%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-29.39%

-33.69%

+4.30%

Max Drawdown (10Y)

Largest decline over 10 years

-42.55%

-36.75%

-5.80%

Current Drawdown

Current decline from peak

-12.42%

-11.41%

-1.01%

Average Drawdown

Average peak-to-trough decline

-10.26%

-11.67%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.18%

+0.54%

Volatility

DLBMX vs. MOSAX - Volatility Comparison

MassMutual Small Cap Opportunities Fund (DLBMX) and MassMutual Overseas Fund (MOSAX) have volatilities of 6.37% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLBMXMOSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

6.11%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

9.57%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

22.21%

15.24%

+6.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.64%

17.54%

+14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.12%

18.18%

+9.94%