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MIEYX vs. DLBMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIEYX vs. DLBMX - Performance Comparison

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

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MIEYX vs. DLBMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DLBMX
MassMutual Small Cap Opportunities Fund
-1.03%8.07%12.30%17.43%-16.19%64.90%19.75%25.54%-11.14%13.90%

Returns By Period

In the year-to-date period, MIEYX achieves a -4.44% return, which is significantly lower than DLBMX's -1.03% return. Both investments have delivered pretty close results over the past 10 years, with MIEYX having a 13.03% annualized return and DLBMX not far ahead at 13.32%.


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%

DLBMX

1D
3.43%
1M
-8.29%
YTD
-1.03%
6M
1.42%
1Y
13.26%
3Y*
10.86%
5Y*
11.28%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIEYX vs. DLBMX - Expense Ratio Comparison

MIEYX has a 0.46% expense ratio, which is lower than DLBMX's 1.20% expense ratio.


Return for Risk

MIEYX vs. DLBMX — Risk / Return Rank

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

MIEYX
MIEYX Risk / Return Rank: 5454
Overall Rank
MIEYX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MIEYX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MIEYX Omega Ratio Rank: 5151
Omega Ratio Rank
MIEYX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MIEYX Martin Ratio Rank: 7070
Martin Ratio Rank

DLBMX
DLBMX Risk / Return Rank: 2222
Overall Rank
DLBMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DLBMX Sortino Ratio Rank: 2121
Sortino Ratio Rank
DLBMX Omega Ratio Rank: 1919
Omega Ratio Rank
DLBMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
DLBMX Martin Ratio Rank: 2727
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.

MIEYX vs. DLBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MM S&P 500 Index Fund (MIEYX) and MassMutual Small Cap Opportunities Fund (DLBMX). 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.


MIEYXDLBMXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.62

+0.33

Sortino ratio

Return per unit of downside risk

1.45

1.02

+0.43

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

1.47

0.92

+0.54

Martin ratio

Return relative to average drawdown

7.02

3.58

+3.45

MIEYX vs. DLBMX - Sharpe Ratio Comparison

The current MIEYX Sharpe Ratio is 0.95, which is higher than the DLBMX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MIEYX and DLBMX, 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


MIEYXDLBMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.62

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.36

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.47

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.41

-0.04

Correlation

The correlation between MIEYX and DLBMX is 0.82, 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

MIEYX vs. DLBMX - Dividend Comparison

MIEYX's dividend yield for the trailing twelve months is around 18.45%, more than DLBMX's 10.22% yield.


TTM20252024202320222021202020192018201720162015
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%
DLBMX
MassMutual Small Cap Opportunities Fund
10.22%10.11%9.33%4.73%0.88%35.42%7.82%0.46%11.94%13.55%3.14%11.15%

Drawdowns

MIEYX vs. DLBMX - Drawdown Comparison

The maximum MIEYX drawdown since its inception was -55.63%, smaller than the maximum DLBMX drawdown of -65.12%. Use the drawdown chart below to compare losses from any high point for MIEYX and DLBMX.


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Drawdown Indicators


MIEYXDLBMXDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-65.12%

+9.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-14.61%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-36.63%

-29.39%

-7.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.63%

-42.55%

+5.92%

Current Drawdown

Current decline from peak

-16.34%

-9.41%

-6.93%

Average Drawdown

Average peak-to-trough decline

-12.60%

-10.26%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

3.77%

-1.23%

Volatility

MIEYX vs. DLBMX - Volatility Comparison

The current volatility for MM S&P 500 Index Fund (MIEYX) is 5.36%, while MassMutual Small Cap Opportunities Fund (DLBMX) has a volatility of 7.43%. This indicates that MIEYX experiences smaller price fluctuations and is considered to be less risky than DLBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIEYXDLBMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

7.43%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

12.90%

-3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

22.42%

-4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.51%

31.67%

-6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.55%

28.14%

-5.59%