MEFAX vs. MIEYX
Compare and contrast key facts about MassMutual Mid Cap Growth Fund (MEFAX) and MM S&P 500 Index Fund (MIEYX).
MEFAX is managed by MassMutual. It was launched on May 31, 2000. MIEYX is a passively managed fund by MassMutual that tracks the performance of the S&P 500 Index. It was launched on Feb 27, 1998.
Performance
MEFAX vs. MIEYX - Performance Comparison
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MEFAX vs. MIEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEFAX MassMutual Mid Cap Growth Fund | -3.31% | 3.19% | 10.80% | 19.11% | -24.58% | 13.75% | 25.52% | 40.75% | -3.88% | 24.12% |
MIEYX MM S&P 500 Index Fund | -4.44% | 17.27% | 24.36% | 25.76% | -18.63% | 28.02% | 17.87% | 30.98% | -5.26% | 18.90% |
Returns By Period
In the year-to-date period, MEFAX achieves a -3.31% return, which is significantly higher than MIEYX's -4.44% return. Over the past 10 years, MEFAX has underperformed MIEYX with an annualized return of 9.67%, while MIEYX has yielded a comparatively higher 13.03% annualized return.
MEFAX
- 1D
- 3.10%
- 1M
- -6.87%
- YTD
- -3.31%
- 6M
- -2.93%
- 1Y
- 8.61%
- 3Y*
- 7.11%
- 5Y*
- 1.63%
- 10Y*
- 9.67%
MIEYX
- 1D
- 2.93%
- 1M
- -5.05%
- YTD
- -4.44%
- 6M
- -2.35%
- 1Y
- 16.73%
- 3Y*
- 17.76%
- 5Y*
- 11.21%
- 10Y*
- 13.03%
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MEFAX vs. MIEYX - Expense Ratio Comparison
MEFAX has a 1.20% expense ratio, which is higher than MIEYX's 0.46% expense ratio.
Return for Risk
MEFAX vs. MIEYX — Risk / Return Rank
MEFAX
MIEYX
MEFAX vs. MIEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Mid Cap Growth Fund (MEFAX) and MM S&P 500 Index Fund (MIEYX). 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.
| MEFAX | MIEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.95 | -0.50 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.45 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.47 | -0.79 |
Martin ratioReturn relative to average drawdown | 2.75 | 7.02 | -4.27 |
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
| MEFAX | MIEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.95 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.44 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.58 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.37 | 0.00 |
Correlation
The correlation between MEFAX and MIEYX is 0.91, 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
MEFAX vs. MIEYX - Dividend Comparison
MEFAX's dividend yield for the trailing twelve months is around 35.33%, more than MIEYX's 18.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEFAX MassMutual Mid Cap Growth Fund | 35.33% | 34.16% | 21.40% | 7.62% | 20.71% | 29.49% | 6.92% | 12.81% | 12.06% | 7.66% | 5.32% | 10.27% |
MIEYX MM S&P 500 Index Fund | 18.45% | 17.63% | 32.89% | 7.13% | 33.24% | 13.29% | 16.29% | 6.38% | 19.14% | 21.81% | 4.19% | 2.29% |
Drawdowns
MEFAX vs. MIEYX - Drawdown Comparison
The maximum MEFAX drawdown since its inception was -56.04%, roughly equal to the maximum MIEYX drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for MEFAX and MIEYX.
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Drawdown Indicators
| MEFAX | MIEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.04% | -55.63% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -12.18% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -45.14% | -36.63% | -8.51% |
Max Drawdown (10Y)Largest decline over 10 years | -45.14% | -36.63% | -8.51% |
Current DrawdownCurrent decline from peak | -21.23% | -16.34% | -4.89% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -12.60% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.54% | +0.69% |
Volatility
MEFAX vs. MIEYX - Volatility Comparison
MassMutual Mid Cap Growth Fund (MEFAX) has a higher volatility of 6.41% compared to MM S&P 500 Index Fund (MIEYX) at 5.36%. This indicates that MEFAX's price experiences larger fluctuations and is considered to be riskier than MIEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEFAX | MIEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 5.36% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 9.54% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 18.33% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.45% | 25.51% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.90% | 22.55% | +1.35% |