MIEYX vs. TQSIX
Compare and contrast key facts about MM S&P 500 Index Fund (MIEYX) and T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX).
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. TQSIX is managed by T. Rowe Price. It was launched on Feb 26, 2016.
Performance
MIEYX vs. TQSIX - Performance Comparison
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MIEYX vs. TQSIX - 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% |
TQSIX T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund | -2.09% | 12.94% | 16.54% | 21.99% | -12.97% | 22.12% | 11.92% | 30.43% | -10.78% | 15.52% |
Returns By Period
In the year-to-date period, MIEYX achieves a -7.16% return, which is significantly lower than TQSIX's -2.09% return. Over the past 10 years, MIEYX has outperformed TQSIX with an annualized return of 12.71%, while TQSIX has yielded a comparatively lower 11.39% 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%
TQSIX
- 1D
- -1.55%
- 1M
- -9.20%
- YTD
- -2.09%
- 6M
- -0.11%
- 1Y
- 16.91%
- 3Y*
- 14.84%
- 5Y*
- 8.79%
- 10Y*
- 11.39%
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MIEYX vs. TQSIX - Expense Ratio Comparison
MIEYX has a 0.46% expense ratio, which is lower than TQSIX's 0.68% expense ratio.
Return for Risk
MIEYX vs. TQSIX — Risk / Return Rank
MIEYX
TQSIX
MIEYX vs. TQSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MM S&P 500 Index Fund (MIEYX) and T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX). 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 | TQSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.80 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.25 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.04 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.87 | 4.44 | +0.43 |
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 | TQSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.80 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.46 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.60 | -0.24 |
Correlation
The correlation between MIEYX and TQSIX is 0.85, 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. TQSIX - Dividend Comparison
MIEYX's dividend yield for the trailing twelve months is around 18.99%, more than TQSIX's 1.35% 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% |
TQSIX T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund | 1.35% | 1.32% | 6.61% | 3.55% | 6.35% | 1.58% | 0.81% | 1.24% | 2.28% | 0.42% | 0.88% | 0.00% |
Drawdowns
MIEYX vs. TQSIX - Drawdown Comparison
The maximum MIEYX drawdown since its inception was -55.63%, which is greater than TQSIX's maximum drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for MIEYX and TQSIX.
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Drawdown Indicators
| MIEYX | TQSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.63% | -40.65% | -14.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -14.06% | +1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -36.63% | -23.76% | -12.87% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -40.65% | +4.02% |
Current DrawdownCurrent decline from peak | -18.72% | -10.41% | -8.31% |
Average DrawdownAverage peak-to-trough decline | -12.60% | -5.17% | -7.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.29% | -0.78% |
Volatility
MIEYX vs. TQSIX - Volatility Comparison
The current volatility for MM S&P 500 Index Fund (MIEYX) is 4.26%, while T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) has a volatility of 6.46%. This indicates that MIEYX experiences smaller price fluctuations and is considered to be less risky than TQSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIEYX | TQSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 6.46% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 11.91% | -2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 20.88% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.48% | 19.37% | +6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 20.23% | +2.31% |