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MAIFX vs. MAAKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAIFX vs. MAAKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America International Fund (MAIFX) and Mutual of America All America Fund (MAAKX). The values are adjusted to include any dividend payments, if applicable.

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MAIFX vs. MAAKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MAIFX
Mutual of America International Fund
1.45%37.23%3.22%16.96%-12.81%9.11%926.37%
MAAKX
Mutual of America All America Fund
-2.49%12.04%18.57%16.94%-18.15%24.66%890.98%

Returns By Period

In the year-to-date period, MAIFX achieves a 1.45% return, which is significantly higher than MAAKX's -2.49% return.


MAIFX

1D
2.86%
1M
-6.53%
YTD
1.45%
6M
6.08%
1Y
26.86%
3Y*
16.40%
5Y*
8.75%
10Y*

MAAKX

1D
2.81%
1M
-5.44%
YTD
-2.49%
6M
-1.56%
1Y
14.30%
3Y*
12.90%
5Y*
7.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAIFX vs. MAAKX - Expense Ratio Comparison

MAIFX has a 0.13% expense ratio, which is lower than MAAKX's 0.54% expense ratio.


Return for Risk

MAIFX vs. MAAKX — Risk / Return Rank

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

MAIFX
MAIFX Risk / Return Rank: 8585
Overall Rank
MAIFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MAIFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
MAIFX Omega Ratio Rank: 8282
Omega Ratio Rank
MAIFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
MAIFX Martin Ratio Rank: 8787
Martin Ratio Rank

MAAKX
MAAKX Risk / Return Rank: 2626
Overall Rank
MAAKX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MAAKX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MAAKX Omega Ratio Rank: 3737
Omega Ratio Rank
MAAKX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MAAKX Martin Ratio Rank: 1515
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.

MAIFX vs. MAAKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America International Fund (MAIFX) and Mutual of America All America Fund (MAAKX). 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.


MAIFXMAAKXDifference

Sharpe ratio

Return per unit of total volatility

1.70

0.86

+0.84

Sortino ratio

Return per unit of downside risk

2.35

1.35

+0.99

Omega ratio

Gain probability vs. loss probability

1.34

1.20

+0.14

Calmar ratio

Return relative to maximum drawdown

2.24

0.52

+1.72

Martin ratio

Return relative to average drawdown

9.55

2.25

+7.30

MAIFX vs. MAAKX - Sharpe Ratio Comparison

The current MAIFX Sharpe Ratio is 1.70, which is higher than the MAAKX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of MAIFX and MAAKX, 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


MAIFXMAAKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

0.86

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.40

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.16

+0.01

Correlation

The correlation between MAIFX and MAAKX is 0.77, 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.


Dividends

MAIFX vs. MAAKX - Dividend Comparison

MAIFX's dividend yield for the trailing twelve months is around 3.34%, less than MAAKX's 17.44% yield.


TTM20252024202320222021
MAIFX
Mutual of America International Fund
3.34%3.39%1.94%3.77%9.48%9.92%
MAAKX
Mutual of America All America Fund
17.44%17.01%11.32%7.30%14.64%8.33%

Drawdowns

MAIFX vs. MAAKX - Drawdown Comparison

The maximum MAIFX drawdown since its inception was -33.70%, smaller than the maximum MAAKX drawdown of -35.71%. Use the drawdown chart below to compare losses from any high point for MAIFX and MAAKX.


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Drawdown Indicators


MAIFXMAAKXDifference

Max Drawdown

Largest peak-to-trough decline

-33.70%

-35.71%

+2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-12.40%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-23.93%

-5.07%

Current Drawdown

Current decline from peak

-9.05%

-5.97%

-3.08%

Average Drawdown

Average peak-to-trough decline

-6.10%

-6.38%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.69%

-0.67%

Volatility

MAIFX vs. MAAKX - Volatility Comparison

Mutual of America International Fund (MAIFX) has a higher volatility of 6.83% compared to Mutual of America All America Fund (MAAKX) at 4.88%. This indicates that MAIFX's price experiences larger fluctuations and is considered to be riskier than MAAKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAIFXMAAKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

4.88%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

9.76%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

17.84%

18.89%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

19.88%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

385.47%

388.69%

-3.22%