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MMIUX vs. PRWCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIUX vs. PRWCX - 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 Capital Appreciation Fund (PRWCX). 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*

PRWCX

1D
-0.26%
1M
2.52%
YTD
5.76%
6M
5.87%
1Y
14.88%
3Y*
13.48%
5Y*
8.87%
10Y*
11.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIUX vs. PRWCX - 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%
PRWCX
T. Rowe Price Capital Appreciation Fund
5.76%12.45%12.50%18.85%-12.00%18.45%18.13%14.44%

Correlation

The correlation between MMIUX and PRWCX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.59

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

0.68

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

0.71

Over the past year, the correlation between MMIUX and PRWCX has dropped to 0.27 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

MMIUX vs. PRWCX — Risk / Return Rank

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

MMIUX

PRWCX
PRWCX Risk / Return Rank: 4949
Overall Rank
PRWCX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PRWCX Sortino Ratio Rank: 5050
Sortino Ratio Rank
PRWCX Omega Ratio Rank: 5050
Omega Ratio Rank
PRWCX Calmar Ratio Rank: 4141
Calmar Ratio Rank
PRWCX Martin Ratio Rank: 5353
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. PRWCX - 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 Capital Appreciation Fund (PRWCX). 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. PRWCX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMIUXPRWCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

Drawdowns

MMIUX vs. PRWCX - Drawdown Comparison


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Drawdown Indicators


MMIUXPRWCXDifference

Max Drawdown

Largest peak-to-trough decline

-41.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.32%

Max Drawdown (3Y)

Largest decline over 3 years

-15.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.07%

Max Drawdown (10Y)

Largest decline over 10 years

-26.86%

Current Drawdown

Current decline from peak

-0.42%

Average Drawdown

Average peak-to-trough decline

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

Volatility

MMIUX vs. PRWCX - Volatility Comparison


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Volatility by Period


MMIUXPRWCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

Volatility (6M)

Calculated over the trailing 6-month period

6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

7.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

MMIUX vs. PRWCX - Expense Ratio Comparison

MMIUX has a 0.00% expense ratio, which is lower than PRWCX's 0.68% expense ratio.


Dividends

MMIUX vs. PRWCX - Dividend Comparison

MMIUX has not paid dividends to shareholders, while PRWCX's dividend yield for the trailing twelve months is around 8.33%.


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%
PRWCX
T. Rowe Price Capital Appreciation Fund
8.33%8.81%10.38%4.15%9.44%9.23%7.97%5.83%7.46%6.82%3.51%9.86%

Frequently Asked Questions


MMIUX and PRWCX have a correlation of 0.27, 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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