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

Correlation

The correlation between MMTRX and MMTFX is 1.00, 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.


-0.50.00.51.01.0

Performance

MMTRX vs. MMTFX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-0.98%
-0.95%
MMTRX
MMTFX

Key characteristics

Sharpe Ratio

MMTRX:

0.71

MMTFX:

0.70

Sortino Ratio

MMTRX:

0.91

MMTFX:

0.89

Omega Ratio

MMTRX:

1.15

MMTFX:

1.15

Calmar Ratio

MMTRX:

0.79

MMTFX:

0.39

Martin Ratio

MMTRX:

4.94

MMTFX:

5.02

Ulcer Index

MMTRX:

1.38%

MMTFX:

1.20%

Daily Std Dev

MMTRX:

9.70%

MMTFX:

8.62%

Max Drawdown

MMTRX:

-28.45%

MMTFX:

-26.36%

Current Drawdown

MMTRX:

-7.57%

MMTFX:

-9.60%

Returns By Period

In the year-to-date period, MMTRX achieves a 6.17% return, which is significantly higher than MMTFX's 5.42% return.


MMTRX

YTD

6.17%

1M

-5.37%

6M

-0.98%

1Y

7.83%

5Y*

6.30%

10Y*

N/A

MMTFX

YTD

5.42%

1M

-5.01%

6M

-0.95%

1Y

6.81%

5Y*

3.36%

10Y*

N/A

Compare stocks, funds, or ETFs

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


MMTRX vs. MMTFX - Expense Ratio Comparison

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


MMTRX
MassMutual Select T. Rowe Price Retirement 2030 Fund
Expense ratio chart for MMTRX: current value at 0.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.37%
Expense ratio chart for MMTFX: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%

Risk-Adjusted Performance

MMTRX vs. MMTFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX) and MassMutual Select T. Rowe Price Retirement 2025 Fund (MMTFX). 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.


Sharpe ratio
The chart of Sharpe ratio for MMTRX, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.000.710.70
The chart of Sortino ratio for MMTRX, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.0010.000.910.89
The chart of Omega ratio for MMTRX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.15
The chart of Calmar ratio for MMTRX, currently valued at 0.79, compared to the broader market0.002.004.006.008.0010.0012.0014.000.790.39
The chart of Martin ratio for MMTRX, currently valued at 4.94, compared to the broader market0.0020.0040.0060.004.945.02
MMTRX
MMTFX

The current MMTRX Sharpe Ratio is 0.71, which is comparable to the MMTFX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MMTRX and MMTFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.71
0.70
MMTRX
MMTFX

Dividends

MMTRX vs. MMTFX - Dividend Comparison

Neither MMTRX nor MMTFX has paid dividends to shareholders.


TTM202320222021202020192018
MMTRX
MassMutual Select T. Rowe Price Retirement 2030 Fund
0.00%2.27%2.98%3.75%1.72%2.14%2.06%
MMTFX
MassMutual Select T. Rowe Price Retirement 2025 Fund
0.00%2.38%3.82%3.72%1.85%2.28%2.16%

Drawdowns

MMTRX vs. MMTFX - Drawdown Comparison

The maximum MMTRX drawdown since its inception was -28.45%, which is greater than MMTFX's maximum drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for MMTRX and MMTFX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.57%
-9.60%
MMTRX
MMTFX

Volatility

MMTRX vs. MMTFX - Volatility Comparison

MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX) has a higher volatility of 6.20% compared to MassMutual Select T. Rowe Price Retirement 2025 Fund (MMTFX) at 5.77%. This indicates that MMTRX's price experiences larger fluctuations and is considered to be riskier than MMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
6.20%
5.77%
MMTRX
MMTFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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