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MEFAX vs. RIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEFAX vs. RIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Mid Cap Growth Fund (MEFAX) and Royce International Premier Fund Institutional Class (RIPIX). The values are adjusted to include any dividend payments, if applicable.

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MEFAX vs. RIPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MEFAX
MassMutual Mid Cap Growth Fund
-6.22%3.19%10.80%19.11%-24.58%13.75%25.52%40.75%-8.52%
RIPIX
Royce International Premier Fund Institutional Class
-9.90%9.89%-7.04%8.14%-26.99%6.22%16.11%34.69%-12.52%

Returns By Period

In the year-to-date period, MEFAX achieves a -6.22% return, which is significantly higher than RIPIX's -9.90% return.


MEFAX

1D
-0.53%
1M
-9.93%
YTD
-6.22%
6M
-6.00%
1Y
5.69%
3Y*
6.02%
5Y*
1.34%
10Y*
9.34%

RIPIX

1D
-0.44%
1M
-10.68%
YTD
-9.90%
6M
-12.89%
1Y
-0.99%
3Y*
-2.49%
5Y*
-4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEFAX vs. RIPIX - Expense Ratio Comparison

MEFAX has a 1.20% expense ratio, which is higher than RIPIX's 1.04% expense ratio.


Return for Risk

MEFAX vs. RIPIX — Risk / Return Rank

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

MEFAX
MEFAX Risk / Return Rank: 1212
Overall Rank
MEFAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MEFAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MEFAX Omega Ratio Rank: 1111
Omega Ratio Rank
MEFAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MEFAX Martin Ratio Rank: 1212
Martin Ratio Rank

RIPIX
RIPIX Risk / Return Rank: 44
Overall Rank
RIPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RIPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
RIPIX Omega Ratio Rank: 33
Omega Ratio Rank
RIPIX Calmar Ratio Rank: 44
Calmar Ratio Rank
RIPIX Martin Ratio Rank: 44
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.

MEFAX vs. RIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Mid Cap Growth Fund (MEFAX) and Royce International Premier Fund Institutional Class (RIPIX). 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.


MEFAXRIPIXDifference

Sharpe ratio

Return per unit of total volatility

0.28

-0.14

+0.42

Sortino ratio

Return per unit of downside risk

0.55

-0.09

+0.64

Omega ratio

Gain probability vs. loss probability

1.07

0.99

+0.09

Calmar ratio

Return relative to maximum drawdown

0.25

-0.19

+0.44

Martin ratio

Return relative to average drawdown

1.04

-0.51

+1.55

MEFAX vs. RIPIX - Sharpe Ratio Comparison

The current MEFAX Sharpe Ratio is 0.28, which is higher than the RIPIX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of MEFAX and RIPIX, 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


MEFAXRIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

-0.14

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.30

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.04

+0.33

Correlation

The correlation between MEFAX and RIPIX is 0.66, 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

MEFAX vs. RIPIX - Dividend Comparison

MEFAX's dividend yield for the trailing twelve months is around 36.42%, more than RIPIX's 1.62% yield.


TTM20252024202320222021202020192018201720162015
MEFAX
MassMutual Mid Cap Growth Fund
36.42%34.16%21.40%7.62%20.71%29.49%6.92%12.81%12.06%7.66%5.32%10.27%
RIPIX
Royce International Premier Fund Institutional Class
1.62%1.46%5.66%3.09%3.87%5.02%0.36%0.58%0.54%0.00%0.00%0.00%

Drawdowns

MEFAX vs. RIPIX - Drawdown Comparison

The maximum MEFAX drawdown since its inception was -56.04%, which is greater than RIPIX's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for MEFAX and RIPIX.


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Drawdown Indicators


MEFAXRIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.04%

-41.89%

-14.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-16.38%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-45.14%

-41.89%

-3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-45.14%

Current Drawdown

Current decline from peak

-23.60%

-33.58%

+9.98%

Average Drawdown

Average peak-to-trough decline

-11.39%

-17.83%

+6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

6.03%

-2.84%

Volatility

MEFAX vs. RIPIX - Volatility Comparison

MassMutual Mid Cap Growth Fund (MEFAX) and Royce International Premier Fund Institutional Class (RIPIX) have volatilities of 5.33% and 5.45%, 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


MEFAXRIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.45%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

9.22%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

13.61%

+6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

15.26%

+12.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.88%

16.14%

+7.74%