PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MMFTX vs. VVIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MMFTX and VVIAX 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.


-0.50.00.51.00.8

Performance

MMFTX vs. VVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Select T. Rowe Price Retirement 2045 Fund (MMFTX) and Vanguard Value Index Fund Admiral Shares (VVIAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.75%
7.21%
MMFTX
VVIAX

Key characteristics

Sharpe Ratio

MMFTX:

0.69

VVIAX:

1.82

Sortino Ratio

MMFTX:

0.89

VVIAX:

2.58

Omega Ratio

MMFTX:

1.16

VVIAX:

1.32

Calmar Ratio

MMFTX:

0.42

VVIAX:

2.59

Martin Ratio

MMFTX:

2.50

VVIAX:

7.81

Ulcer Index

MMFTX:

3.75%

VVIAX:

2.45%

Daily Std Dev

MMFTX:

13.60%

VVIAX:

10.53%

Max Drawdown

MMFTX:

-33.59%

VVIAX:

-59.32%

Current Drawdown

MMFTX:

-14.82%

VVIAX:

-0.84%

Returns By Period

In the year-to-date period, MMFTX achieves a 5.19% return, which is significantly lower than VVIAX's 5.83% return.


MMFTX

YTD

5.19%

1M

3.38%

6M

-0.76%

1Y

10.00%

5Y*

3.30%

10Y*

N/A

VVIAX

YTD

5.83%

1M

2.55%

6M

7.21%

1Y

19.48%

5Y*

11.20%

10Y*

10.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MMFTX vs. VVIAX - Expense Ratio Comparison

MMFTX has a 0.42% expense ratio, which is higher than VVIAX's 0.05% expense ratio.


MMFTX
MassMutual Select T. Rowe Price Retirement 2045 Fund
Expense ratio chart for MMFTX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VVIAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

MMFTX vs. VVIAX — Risk-Adjusted Performance Rank

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

MMFTX
The Risk-Adjusted Performance Rank of MMFTX is 3333
Overall Rank
The Sharpe Ratio Rank of MMFTX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of MMFTX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of MMFTX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of MMFTX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of MMFTX is 3737
Martin Ratio Rank

VVIAX
The Risk-Adjusted Performance Rank of VVIAX is 8484
Overall Rank
The Sharpe Ratio Rank of VVIAX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VVIAX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VVIAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VVIAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VVIAX is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MMFTX vs. VVIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Select T. Rowe Price Retirement 2045 Fund (MMFTX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for MMFTX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.691.82
The chart of Sortino ratio for MMFTX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.000.892.58
The chart of Omega ratio for MMFTX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.32
The chart of Calmar ratio for MMFTX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.422.59
The chart of Martin ratio for MMFTX, currently valued at 2.50, compared to the broader market0.0020.0040.0060.0080.002.507.81
MMFTX
VVIAX

The current MMFTX Sharpe Ratio is 0.69, which is lower than the VVIAX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of MMFTX and VVIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.69
1.82
MMFTX
VVIAX

Dividends

MMFTX vs. VVIAX - Dividend Comparison

MMFTX's dividend yield for the trailing twelve months is around 3.17%, more than VVIAX's 2.18% yield.


TTM20242023202220212020201920182017201620152014
MMFTX
MassMutual Select T. Rowe Price Retirement 2045 Fund
3.17%3.34%1.79%1.55%4.18%1.27%1.80%1.72%0.00%0.00%0.00%0.00%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.18%2.30%2.45%2.51%2.14%2.54%2.49%2.72%2.29%2.45%2.60%2.22%

Drawdowns

MMFTX vs. VVIAX - Drawdown Comparison

The maximum MMFTX drawdown since its inception was -33.59%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for MMFTX and VVIAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.82%
-0.84%
MMFTX
VVIAX

Volatility

MMFTX vs. VVIAX - Volatility Comparison

MassMutual Select T. Rowe Price Retirement 2045 Fund (MMFTX) and Vanguard Value Index Fund Admiral Shares (VVIAX) have volatilities of 2.67% and 2.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.67%
2.67%
MMFTX
VVIAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab