MDDAX vs. VDIGX
Compare and contrast key facts about MassMutual Diversified Value Fund (MDDAX) and Vanguard Dividend Growth Fund (VDIGX).
MDDAX is managed by MassMutual. It was launched on Oct 15, 2004. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Performance
MDDAX vs. VDIGX - Performance Comparison
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MDDAX vs. VDIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDDAX MassMutual Diversified Value Fund | 1.32% | 16.56% | 16.62% | 8.97% | -2.70% | 28.07% | -1.14% | 32.34% | -8.88% | 15.88% |
VDIGX Vanguard Dividend Growth Fund | -6.99% | 11.11% | 20.84% | 8.11% | -4.89% | 24.86% | 12.04% | 30.94% | 0.08% | 19.32% |
Returns By Period
In the year-to-date period, MDDAX achieves a 1.32% return, which is significantly higher than VDIGX's -6.99% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: MDDAX at 11.31% and VDIGX at 11.31%.
MDDAX
- 1D
- 0.12%
- 1M
- -5.07%
- YTD
- 1.32%
- 6M
- 5.14%
- 1Y
- 14.16%
- 3Y*
- 14.77%
- 5Y*
- 10.48%
- 10Y*
- 11.31%
VDIGX
- 1D
- 0.14%
- 1M
- -8.69%
- YTD
- -6.99%
- 6M
- -4.14%
- 1Y
- 0.66%
- 3Y*
- 10.48%
- 5Y*
- 8.98%
- 10Y*
- 11.31%
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MDDAX vs. VDIGX - Expense Ratio Comparison
MDDAX has a 1.12% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Return for Risk
MDDAX vs. VDIGX — Risk / Return Rank
MDDAX
VDIGX
MDDAX vs. VDIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Diversified Value Fund (MDDAX) and Vanguard Dividend Growth Fund (VDIGX). 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.
| MDDAX | VDIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.12 | +0.89 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.29 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.04 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.30 | +0.98 |
Martin ratioReturn relative to average drawdown | 5.15 | 1.17 | +3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDDAX | VDIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.12 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.65 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.72 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.60 | -0.19 |
Correlation
The correlation between MDDAX and VDIGX is 0.90, 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
MDDAX vs. VDIGX - Dividend Comparison
MDDAX's dividend yield for the trailing twelve months is around 32.02%, more than VDIGX's 26.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDDAX MassMutual Diversified Value Fund | 32.02% | 32.44% | 40.33% | 4.62% | 12.85% | 12.66% | 1.64% | 11.68% | 18.94% | 37.06% | 5.94% | 1.22% |
VDIGX Vanguard Dividend Growth Fund | 26.40% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |
Drawdowns
MDDAX vs. VDIGX - Drawdown Comparison
The maximum MDDAX drawdown since its inception was -63.45%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for MDDAX and VDIGX.
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Drawdown Indicators
| MDDAX | VDIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.45% | -45.23% | -18.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -9.57% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.00% | -16.18% | -7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -38.72% | -32.98% | -5.74% |
Current DrawdownCurrent decline from peak | -6.44% | -8.96% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -6.67% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.41% | +0.32% |
Volatility
MDDAX vs. VDIGX - Volatility Comparison
The current volatility for MassMutual Diversified Value Fund (MDDAX) is 3.18%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 3.40%. This indicates that MDDAX experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDDAX | VDIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 3.40% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 7.39% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 14.39% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 13.82% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 15.68% | +3.04% |