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MGFAX vs. MIEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGFAX vs. MIEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Global Fund (MGFAX) and MM S&P 500 Index Fund (MIEYX). The values are adjusted to include any dividend payments, if applicable.

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MGFAX vs. MIEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGFAX
MassMutual Global Fund
-13.50%14.37%15.01%33.87%-32.08%19.60%27.18%30.67%-14.19%35.30%
MIEYX
MM S&P 500 Index Fund
-7.16%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, MGFAX achieves a -13.50% return, which is significantly lower than MIEYX's -7.16% return. Over the past 10 years, MGFAX has underperformed MIEYX with an annualized return of 9.83%, while MIEYX has yielded a comparatively higher 12.71% annualized return.


MGFAX

1D
-0.48%
1M
-10.80%
YTD
-13.50%
6M
-10.60%
1Y
4.81%
3Y*
10.23%
5Y*
4.17%
10Y*
9.83%

MIEYX

1D
-0.38%
1M
-7.69%
YTD
-7.16%
6M
-4.84%
1Y
13.91%
3Y*
16.63%
5Y*
10.82%
10Y*
12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGFAX vs. MIEYX - Expense Ratio Comparison

MGFAX has a 1.41% expense ratio, which is higher than MIEYX's 0.46% expense ratio.


Return for Risk

MGFAX vs. MIEYX — Risk / Return Rank

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

MGFAX
MGFAX Risk / Return Rank: 99
Overall Rank
MGFAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MGFAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MGFAX Omega Ratio Rank: 1010
Omega Ratio Rank
MGFAX Calmar Ratio Rank: 88
Calmar Ratio Rank
MGFAX Martin Ratio Rank: 99
Martin Ratio Rank

MIEYX
MIEYX Risk / Return Rank: 4242
Overall Rank
MIEYX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MIEYX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MIEYX Omega Ratio Rank: 4545
Omega Ratio Rank
MIEYX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MIEYX Martin Ratio Rank: 4949
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.

MGFAX vs. MIEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Global Fund (MGFAX) 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.


MGFAXMIEYXDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.80

-0.57

Sortino ratio

Return per unit of downside risk

0.47

1.25

-0.78

Omega ratio

Gain probability vs. loss probability

1.06

1.19

-0.13

Calmar ratio

Return relative to maximum drawdown

0.13

1.00

-0.88

Martin ratio

Return relative to average drawdown

0.49

4.87

-4.38

MGFAX vs. MIEYX - Sharpe Ratio Comparison

The current MGFAX Sharpe Ratio is 0.23, which is lower than the MIEYX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MGFAX and MIEYX, 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


MGFAXMIEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.80

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.43

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.57

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.37

-0.09

Correlation

The correlation between MGFAX and MIEYX is 0.89, 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

MGFAX vs. MIEYX - Dividend Comparison

MGFAX's dividend yield for the trailing twelve months is around 50.47%, more than MIEYX's 18.99% yield.


TTM20252024202320222021202020192018201720162015
MGFAX
MassMutual Global Fund
50.47%43.66%16.85%30.43%28.11%15.89%5.05%0.36%27.78%12.10%3.75%8.25%
MIEYX
MM S&P 500 Index Fund
18.99%17.63%32.89%7.13%33.24%13.29%16.29%6.38%19.14%21.81%4.19%2.29%

Drawdowns

MGFAX vs. MIEYX - Drawdown Comparison

The maximum MGFAX drawdown since its inception was -62.06%, which is greater than MIEYX's maximum drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for MGFAX and MIEYX.


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Drawdown Indicators


MGFAXMIEYXDifference

Max Drawdown

Largest peak-to-trough decline

-62.06%

-55.63%

-6.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-12.18%

-4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-46.09%

-36.63%

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-46.09%

-36.63%

-9.46%

Current Drawdown

Current decline from peak

-16.38%

-18.72%

+2.34%

Average Drawdown

Average peak-to-trough decline

-13.68%

-12.60%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

2.51%

+1.76%

Volatility

MGFAX vs. MIEYX - Volatility Comparison

MassMutual Global Fund (MGFAX) has a higher volatility of 5.70% compared to MM S&P 500 Index Fund (MIEYX) at 4.26%. This indicates that MGFAX'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


MGFAXMIEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

4.26%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

9.09%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

18.14%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.39%

25.48%

+7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.51%

22.54%

+4.97%