MOGAX vs. VUAG.L
Compare and contrast key facts about MassMutual 60/40 Allocation Fund (MOGAX) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
MOGAX is managed by MassMutual. It was launched on Jun 19, 2011. VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MOGAX or VUAG.L.
Key characteristics
| MOGAX | VUAG.L | |
|---|---|---|
| YTD Return | 9.93% | 14.46% |
| 1Y Return | 17.61% | 20.79% |
| 3Y Return (Ann) | 0.16% | 11.12% |
| 5Y Return (Ann) | 5.73% | 13.59% |
| Sharpe Ratio | 2.10 | 0.60 |
| Daily Std Dev | 8.27% | 33.17% |
| Max Drawdown | -25.70% | -25.61% |
| Current Drawdown | -2.66% | -4.48% |
Correlation
The correlation between MOGAX and VUAG.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MOGAX vs. VUAG.L - Performance Comparison
In the year-to-date period, MOGAX achieves a 9.93% return, which is significantly lower than VUAG.L's 14.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MOGAX vs. VUAG.L - Expense Ratio Comparison
MOGAX has a 0.61% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.
Risk-Adjusted Performance
MOGAX vs. VUAG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual 60/40 Allocation Fund (MOGAX) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). 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
MOGAX vs. VUAG.L - Dividend Comparison
MOGAX's dividend yield for the trailing twelve months is around 3.58%, while VUAG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOGAX MassMutual 60/40 Allocation Fund | 3.58% | 3.93% | 1.84% | 13.14% | 3.65% | 13.70% | 15.46% | 4.16% | 1.55% | 3.51% | 12.66% | 8.22% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MOGAX vs. VUAG.L - Drawdown Comparison
The maximum MOGAX drawdown since its inception was -25.70%, roughly equal to the maximum VUAG.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for MOGAX and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
MOGAX vs. VUAG.L - Volatility Comparison
The current volatility for MassMutual 60/40 Allocation Fund (MOGAX) is 2.11%, while Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) has a volatility of 4.48%. This indicates that MOGAX experiences smaller price fluctuations and is considered to be less risky than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.