MIEYX vs. MSTDX
Compare and contrast key facts about MM S&P 500 Index Fund (MIEYX) and MassMutual Short Duration Bond Fund (MSTDX).
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. MSTDX is managed by MassMutual. It was launched on Sep 30, 1994.
Performance
MIEYX vs. MSTDX - Performance Comparison
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MIEYX vs. MSTDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
MIEYX
MSTDX
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.
| MIEYX | MSTDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 2.48 | -1.68 |
Sortino ratioReturn per unit of downside risk | 1.25 | 4.45 | -3.20 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.65 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 4.45 | -3.44 |
Martin ratioReturn relative to average drawdown | 4.87 | 16.77 | -11.90 |
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
| MIEYX | MSTDX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| MIEYX | MSTDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -18.72% | -0.96% | -17.76% |
Average DrawdownAverage peak-to-trough decline | -12.60% | -1.43% | -11.17% |
Ulcer IndexDepth 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
| MIEYX | MSTDX | Difference | |
|---|---|---|---|
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% |