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MMTFX vs. MMTRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MMTFX and MMTRX is 0.91, 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

MMTFX vs. MMTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Select T. Rowe Price Retirement 2025 Fund (MMTFX) and MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MMTFX:

0.96

MMTRX:

0.80

Sortino Ratio

MMTFX:

1.37

MMTRX:

1.16

Omega Ratio

MMTFX:

1.20

MMTRX:

1.17

Calmar Ratio

MMTFX:

0.42

MMTRX:

0.38

Martin Ratio

MMTFX:

4.41

MMTRX:

3.47

Ulcer Index

MMTFX:

2.00%

MMTRX:

2.54%

Daily Std Dev

MMTFX:

9.28%

MMTRX:

11.11%

Max Drawdown

MMTFX:

-31.23%

MMTRX:

-32.47%

Current Drawdown

MMTFX:

-13.53%

MMTRX:

-14.46%

Returns By Period

In the year-to-date period, MMTFX achieves a 3.69% return, which is significantly lower than MMTRX's 3.95% return.


MMTFX

YTD

3.69%

1M

2.02%

6M

0.82%

1Y

8.82%

3Y*

2.17%

5Y*

2.39%

10Y*

N/A

MMTRX

YTD

3.95%

1M

2.40%

6M

0.23%

1Y

8.82%

3Y*

1.96%

5Y*

2.95%

10Y*

N/A

*Annualized

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MMTFX vs. MMTRX - Expense Ratio Comparison

MMTFX has a 0.34% expense ratio, which is lower than MMTRX's 0.37% expense ratio.


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

Risk-Adjusted Performance

MMTFX vs. MMTRX — Risk-Adjusted Performance Rank

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

MMTFX
The Risk-Adjusted Performance Rank of MMTFX is 6464
Overall Rank
The Sharpe Ratio Rank of MMTFX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of MMTFX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MMTFX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of MMTFX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of MMTFX is 7878
Martin Ratio Rank

MMTRX
The Risk-Adjusted Performance Rank of MMTRX is 5555
Overall Rank
The Sharpe Ratio Rank of MMTRX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of MMTRX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of MMTRX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of MMTRX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of MMTRX is 6868
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.

MMTFX vs. MMTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Select T. Rowe Price Retirement 2025 Fund (MMTFX) and MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX). 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 MMTFX Sharpe Ratio is 0.96, which is comparable to the MMTRX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MMTFX and MMTRX, 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

MMTFX vs. MMTRX - Dividend Comparison

MMTFX's dividend yield for the trailing twelve months is around 3.80%, less than MMTRX's 3.95% yield.


TTM2024202320222021202020192018
MMTFX
MassMutual Select T. Rowe Price Retirement 2025 Fund
3.80%3.94%6.94%15.26%11.42%3.90%3.76%2.24%
MMTRX
MassMutual Select T. Rowe Price Retirement 2030 Fund
3.95%4.11%8.60%15.41%10.27%3.23%3.54%2.07%

Drawdowns

MMTFX vs. MMTRX - Drawdown Comparison

The maximum MMTFX drawdown since its inception was -31.23%, roughly equal to the maximum MMTRX drawdown of -32.47%. Use the drawdown chart below to compare losses from any high point for MMTFX and MMTRX.


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

Volatility

MMTFX vs. MMTRX - Volatility Comparison

The current volatility for MassMutual Select T. Rowe Price Retirement 2025 Fund (MMTFX) is 2.10%, while MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX) has a volatility of 2.50%. This indicates that MMTFX experiences smaller price fluctuations and is considered to be less risky than MMTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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