MMTRX vs. CGMU

In the year-to-date period, MMTRX achieves a 1.32% return, which is significantly higher than CGMU's -0.08% return.

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MMTRX has a 0.37% expense ratio, which is higher than CGMU's 0.27% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX) and Capital Group Municipal Income ETF (CGMU). 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 MMTRX Sharpe Ratio is 0.54, which is comparable to the CGMU Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of MMTRX and CGMU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MMTRX's dividend yield for the trailing twelve months is around 3.63%, more than CGMU's 3.27% yield.

The maximum MMTRX drawdown since its inception was -32.47%, which is greater than CGMU's maximum drawdown of -4.10%. Use the drawdown chart below to compare losses from any high point for MMTRX and CGMU. For additional features, visit the drawdowns tool.

MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX) has a higher volatility of 3.39% compared to Capital Group Municipal Income ETF (CGMU) at 1.31%. This indicates that MMTRX's price experiences larger fluctuations and is considered to be riskier than CGMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.