PortfoliosLab logoPortfoliosLab logo
MMIUX vs. TIVFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIUX vs. TIVFX - 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 American Beacon Tocqueville International Value Fund (TIVFX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


MMIUX

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

TIVFX

1D
0.11%
1M
3.80%
YTD
35.17%
6M
39.21%
1Y
66.10%
3Y*
26.48%
5Y*
11.10%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIUX vs. TIVFX - 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%
TIVFX
American Beacon Tocqueville International Value Fund
35.17%36.15%3.73%15.43%-20.57%7.53%12.61%9.22%

Correlation

The correlation between MMIUX and TIVFX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.60

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

0.75

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

0.80

Over the past year, the correlation between MMIUX and TIVFX has dropped to 0.23 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MMIUX vs. TIVFX — Risk / Return Rank

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

MMIUX

TIVFX
TIVFX Risk / Return Rank: 9393
Overall Rank
TIVFX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9191
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 8888
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9595
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9494
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. TIVFX - 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 American Beacon Tocqueville International Value Fund (TIVFX). 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. TIVFX - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


MMIUXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

Drawdowns

MMIUX vs. TIVFX - Drawdown Comparison


Loading charts...

Drawdown Indicators


MMIUXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

Max Drawdown (5Y)

Largest decline over 5 years

-36.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.51%

Current Drawdown

Current decline from peak

-1.91%

Average Drawdown

Average peak-to-trough decline

-13.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

Volatility

MMIUX vs. TIVFX - Volatility Comparison


Loading charts...

Volatility by Period


MMIUXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

MMIUX vs. TIVFX - Expense Ratio Comparison

MMIUX has a 0.00% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Dividends

MMIUX vs. TIVFX - Dividend Comparison

MMIUX has not paid dividends to shareholders, while TIVFX's dividend yield for the trailing twelve months is around 6.53%.


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%
TIVFX
American Beacon Tocqueville International Value Fund
6.53%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Frequently Asked Questions


MMIUX and TIVFX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MMIUX and TIVFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer