MMGEX vs. MIEYX
Compare and contrast key facts about MassMutual Small Cap Growth Equity Fund (MMGEX) and MM S&P 500 Index Fund (MIEYX).
MMGEX is managed by MassMutual. It was launched on May 3, 1999. 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.
Performance
MMGEX vs. MIEYX - Performance Comparison
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MMGEX vs. MIEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MMGEX MassMutual Small Cap Growth Equity Fund | -1.89% | 10.66% | 14.79% | 16.35% | -26.21% | 8.52% | 40.08% | 61.40% | -5.46% | 24.28% |
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% |
Returns By Period
In the year-to-date period, MMGEX achieves a -1.89% return, which is significantly higher than MIEYX's -7.16% return. Both investments have delivered pretty close results over the past 10 years, with MMGEX having a 13.31% annualized return and MIEYX not far behind at 12.71%.
MMGEX
- 1D
- -2.15%
- 1M
- -9.01%
- YTD
- -1.89%
- 6M
- 2.33%
- 1Y
- 20.94%
- 3Y*
- 11.61%
- 5Y*
- 2.17%
- 10Y*
- 13.31%
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%
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MMGEX vs. MIEYX - Expense Ratio Comparison
MMGEX has a 1.41% expense ratio, which is higher than MIEYX's 0.46% expense ratio.
Return for Risk
MMGEX vs. MIEYX — Risk / Return Rank
MMGEX
MIEYX
MMGEX vs. MIEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Small Cap Growth Equity Fund (MMGEX) and MM S&P 500 Index Fund (MIEYX). 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.
| MMGEX | MIEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.80 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.25 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.00 | +0.31 |
Martin ratioReturn relative to average drawdown | 5.65 | 4.87 | +0.78 |
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
| MMGEX | MIEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.80 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.43 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.57 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.37 | -0.08 |
Correlation
The correlation between MMGEX and MIEYX is 0.84, 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
MMGEX vs. MIEYX - Dividend Comparison
MMGEX's dividend yield for the trailing twelve months is around 38.67%, more than MIEYX's 18.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMGEX MassMutual Small Cap Growth Equity Fund | 38.67% | 37.94% | 8.94% | 0.00% | 0.00% | 44.40% | 10.36% | 32.83% | 29.40% | 6.91% | 0.00% | 33.83% |
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% |
Drawdowns
MMGEX vs. MIEYX - Drawdown Comparison
The maximum MMGEX drawdown since its inception was -63.65%, which is greater than MIEYX's maximum drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for MMGEX and MIEYX.
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Drawdown Indicators
| MMGEX | MIEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.65% | -55.63% | -8.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -12.18% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -51.21% | -36.63% | -14.58% |
Max Drawdown (10Y)Largest decline over 10 years | -51.21% | -36.63% | -14.58% |
Current DrawdownCurrent decline from peak | -23.06% | -18.72% | -4.34% |
Average DrawdownAverage peak-to-trough decline | -23.52% | -12.60% | -10.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.51% | +0.69% |
Volatility
MMGEX vs. MIEYX - Volatility Comparison
MassMutual Small Cap Growth Equity Fund (MMGEX) has a higher volatility of 8.49% compared to MM S&P 500 Index Fund (MIEYX) at 4.26%. This indicates that MMGEX's price experiences larger fluctuations and is considered to be riskier than MIEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMGEX | MIEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.49% | 4.26% | +4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 9.09% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.38% | 18.14% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.35% | 25.48% | +6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.90% | 22.54% | +6.36% |