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MMIUX vs. TRLGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIUX vs. TRLGX - 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 Large-Cap Growth Fund (TRLGX). 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*

TRLGX

1D
-0.90%
1M
5.03%
YTD
5.12%
6M
4.79%
1Y
20.79%
3Y*
25.39%
5Y*
12.88%
10Y*
18.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIUX vs. TRLGX - 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%
TRLGX
T. Rowe Price Large-Cap Growth Fund
5.12%17.51%37.57%46.22%-35.26%23.24%39.57%13.59%

Correlation

The correlation between MMIUX and TRLGX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.51

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

0.61

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

0.65

Over the past year, the correlation between MMIUX and TRLGX has dropped to 0.25 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

MMIUX vs. TRLGX — Risk / Return Rank

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

MMIUX

TRLGX
TRLGX Risk / Return Rank: 1818
Overall Rank
TRLGX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 2121
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 2222
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1313
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. TRLGX - 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 Large-Cap Growth Fund (TRLGX). 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. TRLGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMIUXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

Drawdowns

MMIUX vs. TRLGX - Drawdown Comparison


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Drawdown Indicators


MMIUXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-55.56%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

Max Drawdown (3Y)

Largest decline over 3 years

-21.17%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

Current Drawdown

Current decline from peak

-0.90%

Average Drawdown

Average peak-to-trough decline

-8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

Volatility

MMIUX vs. TRLGX - Volatility Comparison


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Volatility by Period


MMIUXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

MMIUX vs. TRLGX - Expense Ratio Comparison

MMIUX has a 0.00% expense ratio, which is lower than TRLGX's 0.55% expense ratio.


Dividends

MMIUX vs. TRLGX - Dividend Comparison

MMIUX has not paid dividends to shareholders, while TRLGX's dividend yield for the trailing twelve months is around 13.02%.


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%
TRLGX
T. Rowe Price Large-Cap Growth Fund
13.02%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Frequently Asked Questions


MMIUX and TRLGX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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