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MMSKX vs. RPXIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MMSKX and RPXIX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

MMSKX vs. RPXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Select T. Rowe Price Retirement 2060 Fund (MMSKX) and RiverPark Large Growth Fund (RPXIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MMSKX:

0.47

RPXIX:

0.70

Sortino Ratio

MMSKX:

0.63

RPXIX:

1.00

Omega Ratio

MMSKX:

1.09

RPXIX:

1.14

Calmar Ratio

MMSKX:

0.32

RPXIX:

0.53

Martin Ratio

MMSKX:

1.41

RPXIX:

2.23

Ulcer Index

MMSKX:

4.57%

RPXIX:

6.30%

Daily Std Dev

MMSKX:

16.82%

RPXIX:

23.20%

Max Drawdown

MMSKX:

-32.44%

RPXIX:

-54.53%

Current Drawdown

MMSKX:

-6.50%

RPXIX:

-10.46%

Returns By Period

In the year-to-date period, MMSKX achieves a 4.20% return, which is significantly higher than RPXIX's 0.25% return.


MMSKX

YTD

4.20%

1M

4.49%

6M

-2.13%

1Y

7.79%

3Y*

5.11%

5Y*

7.18%

10Y*

N/A

RPXIX

YTD

0.25%

1M

6.73%

6M

-2.44%

1Y

15.61%

3Y*

17.20%

5Y*

8.35%

10Y*

10.63%

*Annualized

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MMSKX vs. RPXIX - Expense Ratio Comparison

MMSKX has a 0.44% expense ratio, which is lower than RPXIX's 0.91% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MMSKX vs. RPXIX — Risk-Adjusted Performance Rank

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

MMSKX
The Risk-Adjusted Performance Rank of MMSKX is 3232
Overall Rank
The Sharpe Ratio Rank of MMSKX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of MMSKX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of MMSKX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of MMSKX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of MMSKX is 3434
Martin Ratio Rank

RPXIX
The Risk-Adjusted Performance Rank of RPXIX is 5050
Overall Rank
The Sharpe Ratio Rank of RPXIX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of RPXIX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of RPXIX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of RPXIX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of RPXIX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MMSKX vs. RPXIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Select T. Rowe Price Retirement 2060 Fund (MMSKX) and RiverPark Large Growth Fund (RPXIX). 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.


The current MMSKX Sharpe Ratio is 0.47, which is lower than the RPXIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MMSKX and RPXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MMSKX vs. RPXIX - Dividend Comparison

MMSKX's dividend yield for the trailing twelve months is around 5.25%, less than RPXIX's 7.20% yield.


TTM20242023202220212020201920182017201620152014
MMSKX
MassMutual Select T. Rowe Price Retirement 2060 Fund
5.25%5.47%7.12%9.79%8.12%2.77%2.51%1.88%0.00%0.00%0.00%0.00%
RPXIX
RiverPark Large Growth Fund
7.20%7.22%0.00%0.01%13.26%6.69%11.76%15.17%9.00%0.66%1.86%3.06%

Drawdowns

MMSKX vs. RPXIX - Drawdown Comparison

The maximum MMSKX drawdown since its inception was -32.44%, smaller than the maximum RPXIX drawdown of -54.53%. Use the drawdown chart below to compare losses from any high point for MMSKX and RPXIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MMSKX vs. RPXIX - Volatility Comparison

The current volatility for MassMutual Select T. Rowe Price Retirement 2060 Fund (MMSKX) is 3.67%, while RiverPark Large Growth Fund (RPXIX) has a volatility of 5.86%. This indicates that MMSKX experiences smaller price fluctuations and is considered to be less risky than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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