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MMFTX vs. VVIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MMFTX and VVIAX 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.


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.

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Key characteristics

Sharpe Ratio

MMFTX:

0.21

VVIAX:

0.67

Sortino Ratio

MMFTX:

0.29

VVIAX:

0.97

Omega Ratio

MMFTX:

1.05

VVIAX:

1.13

Calmar Ratio

MMFTX:

0.09

VVIAX:

0.68

Martin Ratio

MMFTX:

0.38

VVIAX:

2.43

Ulcer Index

MMFTX:

6.53%

VVIAX:

4.04%

Daily Std Dev

MMFTX:

17.75%

VVIAX:

15.73%

Max Drawdown

MMFTX:

-33.59%

VVIAX:

-59.32%

Current Drawdown

MMFTX:

-15.61%

VVIAX:

-4.55%

Returns By Period

In the year-to-date period, MMFTX achieves a 4.22% return, which is significantly higher than VVIAX's 1.88% return.


MMFTX

YTD

4.22%

1M

4.41%

6M

-5.73%

1Y

3.66%

3Y*

1.69%

5Y*

5.03%

10Y*

N/A

VVIAX

YTD

1.88%

1M

3.24%

6M

-4.55%

1Y

8.92%

3Y*

8.68%

5Y*

13.87%

10Y*

9.97%

*Annualized

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MMFTX vs. VVIAX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 1717
Overall Rank
The Sharpe Ratio Rank of MMFTX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of MMFTX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of MMFTX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of MMFTX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MMFTX is 1717
Martin Ratio Rank

VVIAX
The Risk-Adjusted Performance Rank of VVIAX is 5252
Overall Rank
The Sharpe Ratio Rank of VVIAX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VVIAX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VVIAX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VVIAX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VVIAX is 5353
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.


The current MMFTX Sharpe Ratio is 0.21, which is lower than the VVIAX Sharpe Ratio of 0.67. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MMFTX vs. VVIAX - Dividend Comparison

MMFTX's dividend yield for the trailing twelve months is around 9.20%, more than VVIAX's 2.28% yield.


TTM20242023202220212020201920182017201620152014
MMFTX
MassMutual Select T. Rowe Price Retirement 2045 Fund
9.20%9.58%9.15%13.97%8.59%2.57%2.55%1.72%0.00%0.00%0.00%0.00%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.28%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MMFTX vs. VVIAX - Volatility Comparison

The current volatility for MassMutual Select T. Rowe Price Retirement 2045 Fund (MMFTX) is 3.51%, while Vanguard Value Index Fund Admiral Shares (VVIAX) has a volatility of 4.32%. This indicates that MMFTX experiences smaller price fluctuations and is considered to be less risky than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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