MMTRX vs. VYM
Compare and contrast key facts about MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX) and Vanguard High Dividend Yield ETF (VYM).
MMTRX is managed by T. Rowe Price. It was launched on Feb 15, 2018. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMTRX or VYM.
Key characteristics
| MMTRX | VYM | |
|---|---|---|
| YTD Return | 13.03% | 20.51% |
| 1Y Return | 22.47% | 32.54% |
| 3Y Return (Ann) | 2.59% | 9.41% |
| 5Y Return (Ann) | 8.38% | 11.17% |
| Sharpe Ratio | 1.52 | 3.02 |
| Sortino Ratio | 2.28 | 4.30 |
| Omega Ratio | 1.46 | 1.56 |
| Calmar Ratio | 1.85 | 5.00 |
| Martin Ratio | 6.55 | 19.86 |
| Ulcer Index | 3.43% | 1.63% |
| Daily Std Dev | 14.80% | 10.70% |
| Max Drawdown | -28.45% | -56.98% |
| Current Drawdown | -0.68% | -0.79% |
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.
Performance
MMTRX vs. VYM - Performance Comparison
In the year-to-date period, MMTRX achieves a 13.03% return, which is significantly lower than VYM's 20.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
MMTRX vs. VYM - Dividend Comparison
MMTRX's dividend yield for the trailing twelve months is around 2.01%, less than VYM's 2.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMTRX MassMutual Select T. Rowe Price Retirement 2030 Fund | 2.01% | 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 | 2.76% | 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.
Volatility
MMTRX vs. VYM - Volatility Comparison
The current volatility for MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX) is 2.22%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.85%. This indicates that MMTRX experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.