MAAKX vs. MACHX
MAAKX (Mutual of America All America Fund) and MACHX (Mutual of America Composite Fund) are both mutual funds - MAAKX is a Large Cap Blend Equities fund managed by Mutual of America, while MACHX is a Diversified Portfolio fund managed by Mutual of America. Over the past 5 years, MAAKX returned 8.91%/yr vs 9.40%/yr for MACHX. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.54% expense ratio.
Performance
MAAKX vs. MACHX - Performance Comparison
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Returns By Period
In the year-to-date period, MAAKX achieves a 11.08% return, which is significantly higher than MACHX's 5.79% return.
MAAKX
- 1D
- -0.20%
- 1M
- 1.40%
- YTD
- 11.08%
- 6M
- 9.64%
- 1Y
- 22.86%
- 3Y*
- 16.30%
- 5Y*
- 8.91%
- 10Y*
- —
MACHX
- 1D
- -0.95%
- 1M
- -0.09%
- YTD
- 5.79%
- 6M
- 5.25%
- 1Y
- 18.71%
- 3Y*
- 16.17%
- 5Y*
- 9.40%
- 10Y*
- —
MAAKX vs. MACHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MAAKX Mutual of America All America Fund | 11.08% | 12.04% | 18.57% | 16.94% | -18.15% | 24.66% | 890.98% |
MACHX Mutual of America Composite Fund | 5.79% | 18.88% | 16.49% | 14.56% | -12.57% | 14.64% | 919.15% |
Correlation
The correlation between MAAKX and MACHX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.92 |
The correlation between MAAKX and MACHX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
MAAKX vs. MACHX — Risk / Return Rank
MAAKX
MACHX
MAAKX vs. MACHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutual of America All America Fund (MAAKX) and Mutual of America Composite Fund (MACHX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MAAKX | MACHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.45 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.54 | -0.36 |
| Martin ratioReturn relative to average drawdown | 15.01 | 16.92 | -1.91 |
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Drawdowns
MAAKX vs. MACHX - Drawdown Comparison
The maximum MAAKX drawdown since its inception was -35.71%, which is greater than MACHX's maximum drawdown of -21.24%. Use the drawdown chart below to compare losses from any high point for MAAKX and MACHX.
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Drawdown Indicators
| MAAKX | MACHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.71% | -21.24% | -14.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -6.17% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -14.97% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.93% | -18.57% | -5.36% |
Current DrawdownCurrent decline from peak | -0.61% | -1.85% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -4.14% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 1.24% | +0.52% |
Volatility
MAAKX vs. MACHX - Volatility Comparison
Mutual of America All America Fund (MAAKX) has a higher volatility of 4.18% compared to Mutual of America Composite Fund (MACHX) at 3.22%. This indicates that MAAKX's price experiences larger fluctuations and is considered to be riskier than MACHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAAKX | MACHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.22% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 7.31% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 8.98% | +4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.87% | 12.82% | +7.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 381.14% | 377.16% | +3.98% |
MAAKX vs. MACHX - Expense Ratio Comparison
Both MAAKX and MACHX have an expense ratio of 0.54%.
Dividends
MAAKX vs. MACHX - Dividend Comparison
MAAKX's dividend yield for the trailing twelve months is around 14.91%, more than MACHX's 10.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
MAAKX Mutual of America All America Fund | 14.91% | 17.01% | 11.32% | 7.30% | 14.64% | 8.33% |
MACHX Mutual of America Composite Fund | 10.16% | 11.75% | 8.06% | 6.00% | 6.23% | 3.64% |
Frequently Asked Questions
With a correlation of 0.92, MAAKX and MACHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MAAKX has higher volatility (4.18%) compared to MACHX (3.22%). In terms of maximum drawdown, MAAKX dropped -35.71% vs MACHX's -21.24%.
MACHX currently has the higher Sharpe Ratio (2.44 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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