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

Correlation

The correlation between MMTRX and VYM is 0.80, 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.


-0.50.00.51.00.8

Performance

MMTRX vs. VYM - 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 Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
54.29%
86.50%
MMTRX
VYM

Key characteristics

Sharpe Ratio

MMTRX:

0.72

VYM:

1.70

Sortino Ratio

MMTRX:

0.92

VYM:

2.43

Omega Ratio

MMTRX:

1.15

VYM:

1.31

Calmar Ratio

MMTRX:

0.80

VYM:

3.08

Martin Ratio

MMTRX:

4.15

VYM:

9.88

Ulcer Index

MMTRX:

1.67%

VYM:

1.86%

Daily Std Dev

MMTRX:

9.66%

VYM:

10.80%

Max Drawdown

MMTRX:

-28.45%

VYM:

-56.98%

Current Drawdown

MMTRX:

-6.71%

VYM:

-3.77%

Returns By Period

In the year-to-date period, MMTRX achieves a 7.15% return, which is significantly lower than VYM's 18.59% return.


MMTRX

YTD

7.15%

1M

-5.68%

6M

0.07%

1Y

7.00%

5Y*

6.39%

10Y*

N/A

VYM

YTD

18.59%

1M

-3.57%

6M

10.32%

1Y

18.40%

5Y*

9.92%

10Y*

9.69%

*Annualized

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MMTRX vs. VYM - Expense Ratio Comparison

MMTRX has a 0.37% expense ratio, which is higher than VYM's 0.06% expense ratio.


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 VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

MMTRX vs. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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 chart of Sharpe ratio for MMTRX, currently valued at 0.72, compared to the broader market-1.000.001.002.003.000.721.70
The chart of Sortino ratio for MMTRX, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.000.922.43
The chart of Omega ratio for MMTRX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.31
The chart of Calmar ratio for MMTRX, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.0012.000.803.08
The chart of Martin ratio for MMTRX, currently valued at 4.15, compared to the broader market0.0010.0020.0030.0040.0050.0060.004.159.88
MMTRX
VYM

The current MMTRX Sharpe Ratio is 0.72, which is lower than the VYM Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of MMTRX and VYM, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.72
1.70
MMTRX
VYM

Dividends

MMTRX vs. VYM - Dividend Comparison

MMTRX has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.72%.


TTM20232022202120202019201820172016201520142013
MMTRX
MassMutual Select T. Rowe Price Retirement 2030 Fund
0.00%2.27%2.98%3.75%1.72%2.14%2.06%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.72%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

MMTRX vs. VYM - Drawdown Comparison

The maximum MMTRX drawdown since its inception was -28.45%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for MMTRX and VYM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.71%
-3.77%
MMTRX
VYM

Volatility

MMTRX vs. VYM - Volatility Comparison

MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX) has a higher volatility of 6.24% compared to Vanguard High Dividend Yield ETF (VYM) at 3.76%. This indicates that MMTRX's price experiences larger fluctuations and is considered to be riskier than VYM 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
6.24%
3.76%
MMTRX
VYM