MMIUX vs. DFWVX

Last updated Aug 1, 2026

MMIUX (MassMutual Select T. Rowe Price International Equity Fund) and DFWVX (DFA World ex U.S. Value Portfolio Fund) are both Foreign Large Cap Equities funds. Their correlation of 0.87 means they have usually moved in the same direction. MMIUX charges 0.00%/yr vs 0.40%/yr for DFWVX.

Performance

MMIUX vs. DFWVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Select T. Rowe Price International Equity Fund (MMIUX) and DFA World ex U.S. Value Portfolio Fund (DFWVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MMIUX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DFWVX

• 1D: 2.76%
• 1M: 2.49%
• 6M: 8.78%
• YTD: 15.97%
• 1Y: 34.79%
• 3Y*: 20.89%
• 5Y*: 17.30%
• 10Y*: 29.13%
• ALL TIME*: 21.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFWVX DFA World ex U.S. Value Portfolio Fund	$0.00	$0.00	$0.00

MMIUX vs. DFWVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MMIUX MassMutual Select T. Rowe Price International Equity Fund	0.00%	21.71%	5.02%	15.96%	-13.89%	6.55%	10.17%	13.51%
DFWVX DFA World ex U.S. Value Portfolio Fund	15.97%	40.30%	6.66%	17.37%	-6.41%	32.65%	-0.40%	160.11%

Correlation

The correlation between MMIUX and DFWVX is 0.26, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.26
Correlation (3Y) Balances recent behavior with more history.	0.74
Correlation (5Y) Shows whether the relationship held over a longer period.	0.84
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019	0.87

Over the past year, the correlation between MMIUX and DFWVX has dropped to 0.26 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

Return for Risk

MMIUX vs. DFWVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MMIUX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DFWVX

DFWVX Risk / Return Rank: 90
DFWVX Sharpe Ratio Rank: 93
DFWVX Sortino Ratio Rank: 88
DFWVX Omega Ratio Rank: 87
DFWVX Calmar Ratio Rank: 91
DFWVX Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MMIUX vs. DFWVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Select T. Rowe Price International Equity Fund (MMIUX) and DFA World ex U.S. Value Portfolio Fund (DFWVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MMIUX	DFWVX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.40	—
Sortino ratio: Return per unit of downside risk	—	3.24	—
Omega ratio: Gain probability vs. loss probability	—	1.44	—
Calmar ratio: Return relative to maximum drawdown	—	3.41	—
Martin ratio: Return relative to average drawdown	—	12.00	—

Drawdowns

Drawdown Indicators

	MMIUX	DFWVX	Difference
Max Drawdown Largest peak-to-trough decline	—	-41.32%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.91%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.32%	—
Current Drawdown Current decline from peak	—	-1.14%	—
Average Drawdown Average peak-to-trough decline	—	-7.03%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.80%	—

Volatility

Volatility by Period

	MMIUX	DFWVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	14.11%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.22%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	34.79%	—

MMIUX vs. DFWVX - Expense Ratio Comparison

MMIUX has a 0.00% expense ratio, which is lower than DFWVX's 0.40% expense ratio.

Dividends

MMIUX vs. DFWVX - Dividend Comparison

MMIUX has not paid dividends to shareholders, while DFWVX's dividend yield for the trailing twelve months is around 3.33%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFWVX DFA World ex U.S. Value Portfolio Fund	3.33%	3.66%	4.28%	4.30%	3.75%	15.97%	2.43%	110.54%	5.26%	2.70%	2.92%	2.77%
MMIUX MassMutual Select T. Rowe Price International Equity Fund	0.00%	0.00%	9.06%	2.86%	3.03%	4.22%	1.56%	2.23%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MMIUX and DFWVX in my portfolio?

MMIUX and DFWVX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.