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MMIUX vs. EPDPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIUX vs. EPDPX - 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 EuroPac International Dividend Income Fund Class A (EPDPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MMIUX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

EPDPX

1D
0.91%
1M
2.64%
YTD
13.86%
6M
16.83%
1Y
44.98%
3Y*
24.35%
5Y*
13.89%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIUX vs. EPDPX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
EPDPX
EuroPac International Dividend Income Fund Class A
13.86%61.93%0.72%7.46%1.27%7.78%8.83%5.41%

Correlation

The correlation between MMIUX and EPDPX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2019

0.69

Over the past year, the correlation between MMIUX and EPDPX has dropped to 0.17 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

MMIUX vs. EPDPX — Risk / Return Rank

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

MMIUX

EPDPX
EPDPX Risk / Return Rank: 8787
Overall Rank
EPDPX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EPDPX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EPDPX Omega Ratio Rank: 8686
Omega Ratio Rank
EPDPX Calmar Ratio Rank: 8686
Calmar Ratio Rank
EPDPX Martin Ratio Rank: 8282
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.

MMIUX vs. EPDPX - 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 EuroPac International Dividend Income Fund Class A (EPDPX). 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.


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

MMIUX vs. EPDPX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMIUXEPDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Drawdowns

MMIUX vs. EPDPX - Drawdown Comparison


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Drawdown Indicators


MMIUXEPDPXDifference

Max Drawdown

Largest peak-to-trough decline

-39.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

Max Drawdown (3Y)

Largest decline over 3 years

-13.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.34%

Current Drawdown

Current decline from peak

-2.59%

Average Drawdown

Average peak-to-trough decline

-11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

Volatility

MMIUX vs. EPDPX - Volatility Comparison


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Volatility by Period


MMIUXEPDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

MMIUX vs. EPDPX - Expense Ratio Comparison

MMIUX has a 0.00% expense ratio, which is lower than EPDPX's 1.52% expense ratio.


Dividends

MMIUX vs. EPDPX - Dividend Comparison

MMIUX has not paid dividends to shareholders, while EPDPX's dividend yield for the trailing twelve months is around 5.88%.


PositionTTM20252024202320222021202020192018201720162015
EPDPX
EuroPac International Dividend Income Fund Class A
5.88%6.55%3.82%3.08%2.56%2.07%1.70%2.43%2.66%2.69%2.24%3.58%
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


MMIUX and EPDPX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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