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MMIUX vs. PRCOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIUX vs. PRCOX - 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 T. Rowe Price U.S. Equity Research Fund (PRCOX). 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*

PRCOX

1D
0.28%
1M
5.68%
YTD
12.08%
6M
12.15%
1Y
28.46%
3Y*
23.19%
5Y*
14.72%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIUX vs. PRCOX - 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%
PRCOX
T. Rowe Price U.S. Equity Research Fund
12.08%16.34%26.41%29.82%-18.80%28.06%19.82%18.87%

Correlation

The correlation between MMIUX and PRCOX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.60

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

0.69

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

0.73

Over the past year, the correlation between MMIUX and PRCOX has dropped to 0.29 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

MMIUX vs. PRCOX — Risk / Return Rank

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

MMIUX

PRCOX
PRCOX Risk / Return Rank: 6969
Overall Rank
PRCOX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PRCOX Sortino Ratio Rank: 6767
Sortino Ratio Rank
PRCOX Omega Ratio Rank: 6363
Omega Ratio Rank
PRCOX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PRCOX Martin Ratio Rank: 7878
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. PRCOX - 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 T. Rowe Price U.S. Equity Research Fund (PRCOX). 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. PRCOX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMIUXPRCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Drawdowns

MMIUX vs. PRCOX - Drawdown Comparison


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Drawdown Indicators


MMIUXPRCOXDifference

Max Drawdown

Largest peak-to-trough decline

-53.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.42%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-9.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

MMIUX vs. PRCOX - Volatility Comparison


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Volatility by Period


MMIUXPRCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

MMIUX vs. PRCOX - Expense Ratio Comparison

MMIUX has a 0.00% expense ratio, which is lower than PRCOX's 0.42% expense ratio.


Dividends

MMIUX vs. PRCOX - Dividend Comparison

MMIUX has not paid dividends to shareholders, while PRCOX's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM20252024202320222021202020192018201720162015
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%
PRCOX
T. Rowe Price U.S. Equity Research Fund
1.05%1.17%0.64%1.17%1.28%3.71%1.04%1.39%5.60%7.02%7.28%8.76%

Frequently Asked Questions


MMIUX and PRCOX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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