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MIEYX vs. VTHRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIEYX vs. VTHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MM S&P 500 Index Fund (MIEYX) and Vanguard Target Retirement 2030 Fund (VTHRX). The values are adjusted to include any dividend payments, if applicable.

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MIEYX vs. VTHRX - 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%
VTHRX
Vanguard Target Retirement 2030 Fund
-2.79%16.25%10.43%16.24%-16.28%11.37%14.11%21.08%-5.85%15.24%

Returns By Period

In the year-to-date period, MIEYX achieves a -7.16% return, which is significantly lower than VTHRX's -2.79% return. Over the past 10 years, MIEYX has outperformed VTHRX with an annualized return of 12.71%, while VTHRX has yielded a comparatively lower 8.00% 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%

VTHRX

1D
-0.05%
1M
-6.35%
YTD
-2.79%
6M
-0.54%
1Y
12.77%
3Y*
11.14%
5Y*
5.70%
10Y*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIEYX vs. VTHRX - Expense Ratio Comparison

MIEYX has a 0.46% expense ratio, which is higher than VTHRX's 0.08% expense ratio.


Return for Risk

MIEYX vs. VTHRX — 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

VTHRX
VTHRX Risk / Return Rank: 7474
Overall Rank
VTHRX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VTHRX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VTHRX Omega Ratio Rank: 7272
Omega Ratio Rank
VTHRX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VTHRX Martin Ratio Rank: 7676
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. VTHRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MM S&P 500 Index Fund (MIEYX) and Vanguard Target Retirement 2030 Fund (VTHRX). 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.


MIEYXVTHRXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.28

-0.48

Sortino ratio

Return per unit of downside risk

1.25

1.84

-0.59

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

1.00

1.64

-0.64

Martin ratio

Return relative to average drawdown

4.87

7.24

-2.37

MIEYX vs. VTHRX - Sharpe Ratio Comparison

The current MIEYX Sharpe Ratio is 0.80, which is lower than the VTHRX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of MIEYX and VTHRX, 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


MIEYXVTHRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.28

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.56

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.72

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.47

-0.10

Correlation

The correlation between MIEYX and VTHRX is 0.96, 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. VTHRX - Dividend Comparison

MIEYX's dividend yield for the trailing twelve months is around 18.99%, more than VTHRX's 4.15% 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%
VTHRX
Vanguard Target Retirement 2030 Fund
4.15%4.03%3.63%2.59%2.53%17.56%2.56%2.38%2.71%0.06%2.38%3.72%

Drawdowns

MIEYX vs. VTHRX - Drawdown Comparison

The maximum MIEYX drawdown since its inception was -55.63%, which is greater than VTHRX's maximum drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for MIEYX and VTHRX.


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Drawdown Indicators


MIEYXVTHRXDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-49.57%

-6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-7.25%

-4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-36.63%

-22.75%

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.63%

-24.86%

-11.77%

Current Drawdown

Current decline from peak

-18.72%

-6.56%

-12.16%

Average Drawdown

Average peak-to-trough decline

-12.60%

-6.23%

-6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.65%

+0.86%

Volatility

MIEYX vs. VTHRX - Volatility Comparison

MM S&P 500 Index Fund (MIEYX) has a higher volatility of 4.26% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 3.50%. This indicates that MIEYX's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIEYXVTHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

3.50%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

5.94%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

10.06%

+8.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.48%

10.30%

+15.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

11.22%

+11.32%