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MIEYX vs. MSTDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIEYX vs. MSTDX - Performance Comparison

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

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MIEYX vs. MSTDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MSTDX
MassMutual Short Duration Bond Fund
-0.18%6.18%6.38%5.88%-11.19%1.79%2.29%4.49%1.68%2.61%

Returns By Period

In the year-to-date period, MIEYX achieves a -7.16% return, which is significantly lower than MSTDX's -0.18% return. Over the past 10 years, MIEYX has outperformed MSTDX with an annualized return of 12.71%, while MSTDX has yielded a comparatively lower 2.04% annualized return.


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%

MSTDX

1D
0.11%
1M
-0.96%
YTD
-0.18%
6M
0.79%
1Y
4.15%
3Y*
5.56%
5Y*
1.25%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIEYX vs. MSTDX - Expense Ratio Comparison

MIEYX has a 0.46% expense ratio, which is lower than MSTDX's 0.51% expense ratio.


Return for Risk

MIEYX vs. MSTDX — Risk / Return Rank

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

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

MSTDX
MSTDX Risk / Return Rank: 9797
Overall Rank
MSTDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MSTDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
MSTDX Omega Ratio Rank: 9797
Omega Ratio Rank
MSTDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MSTDX Martin Ratio Rank: 9797
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. MSTDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MM S&P 500 Index Fund (MIEYX) and MassMutual Short Duration Bond Fund (MSTDX). 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.


MIEYXMSTDXDifference

Sharpe ratio

Return per unit of total volatility

0.80

2.48

-1.68

Sortino ratio

Return per unit of downside risk

1.25

4.45

-3.20

Omega ratio

Gain probability vs. loss probability

1.19

1.65

-0.46

Calmar ratio

Return relative to maximum drawdown

1.00

4.45

-3.44

Martin ratio

Return relative to average drawdown

4.87

16.77

-11.90

MIEYX vs. MSTDX - Sharpe Ratio Comparison

The current MIEYX Sharpe Ratio is 0.80, which is lower than the MSTDX Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of MIEYX and MSTDX, 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


MIEYXMSTDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.48

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.55

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

1.00

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.24

-0.87

Correlation

The correlation between MIEYX and MSTDX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MIEYX vs. MSTDX - Dividend Comparison

MIEYX's dividend yield for the trailing twelve months is around 18.99%, more than MSTDX's 4.09% yield.


TTM20252024202320222021202020192018201720162015
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%
MSTDX
MassMutual Short Duration Bond Fund
4.09%4.36%2.63%2.48%1.46%1.90%4.44%3.35%3.82%2.51%2.36%2.57%

Drawdowns

MIEYX vs. MSTDX - Drawdown Comparison

The maximum MIEYX drawdown since its inception was -55.63%, which is greater than MSTDX's maximum drawdown of -13.31%. Use the drawdown chart below to compare losses from any high point for MIEYX and MSTDX.


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Drawdown Indicators


MIEYXMSTDXDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-13.31%

-42.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-1.06%

-11.12%

Max Drawdown (5Y)

Largest decline over 5 years

-36.63%

-13.31%

-23.32%

Max Drawdown (10Y)

Largest decline over 10 years

-36.63%

-13.31%

-23.32%

Current Drawdown

Current decline from peak

-18.72%

-0.96%

-17.76%

Average Drawdown

Average peak-to-trough decline

-12.60%

-1.43%

-11.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

0.28%

+2.23%

Volatility

MIEYX vs. MSTDX - Volatility Comparison

MM S&P 500 Index Fund (MIEYX) has a higher volatility of 4.26% compared to MassMutual Short Duration Bond Fund (MSTDX) at 0.48%. This indicates that MIEYX's price experiences larger fluctuations and is considered to be riskier than MSTDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIEYXMSTDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

0.48%

+3.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

1.21%

+7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

1.87%

+16.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.48%

2.29%

+23.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

2.04%

+20.50%