MOSAX vs. MIEYX
Compare and contrast key facts about MassMutual Overseas Fund (MOSAX) and MM S&P 500 Index Fund (MIEYX).
MOSAX is managed by MassMutual. It was launched on Apr 30, 2001. MIEYX is a passively managed fund by MassMutual that tracks the performance of the S&P 500 Index. It was launched on Feb 27, 1998.
Performance
MOSAX vs. MIEYX - Performance Comparison
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MOSAX vs. MIEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOSAX MassMutual Overseas Fund | -7.37% | 25.48% | 0.12% | 18.26% | -15.35% | 12.61% | 8.51% | 28.26% | -16.78% | 26.44% |
MIEYX MM S&P 500 Index Fund | -7.16% | 17.27% | 24.36% | 25.76% | -18.63% | 28.02% | 17.87% | 30.98% | -5.26% | 18.90% |
Returns By Period
The year-to-date returns for both investments are quite close, with MOSAX having a -7.37% return and MIEYX slightly higher at -7.16%. Over the past 10 years, MOSAX has underperformed MIEYX with an annualized return of 7.44%, while MIEYX has yielded a comparatively higher 12.71% annualized return.
MOSAX
- 1D
- 0.38%
- 1M
- -11.41%
- YTD
- -7.37%
- 6M
- -3.99%
- 1Y
- 8.70%
- 3Y*
- 7.26%
- 5Y*
- 4.73%
- 10Y*
- 7.44%
MIEYX
- 1D
- -0.38%
- 1M
- -7.69%
- YTD
- -7.16%
- 6M
- -4.84%
- 1Y
- 13.91%
- 3Y*
- 16.63%
- 5Y*
- 10.82%
- 10Y*
- 12.71%
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MOSAX vs. MIEYX - Expense Ratio Comparison
MOSAX has a 1.34% expense ratio, which is higher than MIEYX's 0.46% expense ratio.
Return for Risk
MOSAX vs. MIEYX — Risk / Return Rank
MOSAX
MIEYX
MOSAX vs. MIEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Overseas Fund (MOSAX) and MM S&P 500 Index Fund (MIEYX). 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.
| MOSAX | MIEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.80 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.25 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.00 | -0.46 |
Martin ratioReturn relative to average drawdown | 2.00 | 4.87 | -2.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOSAX | MIEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.80 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.43 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.57 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.37 | -0.11 |
Correlation
The correlation between MOSAX and MIEYX is 0.73, 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.
Dividends
MOSAX vs. MIEYX - Dividend Comparison
MOSAX's dividend yield for the trailing twelve months is around 19.66%, more than MIEYX's 18.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOSAX MassMutual Overseas Fund | 19.66% | 18.21% | 6.02% | 2.24% | 9.26% | 9.64% | 1.78% | 5.10% | 12.16% | 1.42% | 1.71% | 3.12% |
MIEYX MM S&P 500 Index Fund | 18.99% | 17.63% | 32.89% | 7.13% | 33.24% | 13.29% | 16.29% | 6.38% | 19.14% | 21.81% | 4.19% | 2.29% |
Drawdowns
MOSAX vs. MIEYX - Drawdown Comparison
The maximum MOSAX drawdown since its inception was -58.43%, which is greater than MIEYX's maximum drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for MOSAX and MIEYX.
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Drawdown Indicators
| MOSAX | MIEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.43% | -55.63% | -2.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -12.18% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -33.69% | -36.63% | +2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -36.75% | -36.63% | -0.12% |
Current DrawdownCurrent decline from peak | -11.41% | -18.72% | +7.31% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -12.60% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.51% | +0.67% |
Volatility
MOSAX vs. MIEYX - Volatility Comparison
MassMutual Overseas Fund (MOSAX) has a higher volatility of 6.11% compared to MM S&P 500 Index Fund (MIEYX) at 4.26%. This indicates that MOSAX's price experiences larger fluctuations and is considered to be riskier than MIEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MOSAX | MIEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 4.26% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.09% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.24% | 18.14% | -2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 25.48% | -7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 22.54% | -4.36% |