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MOSAX vs. MIEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MOSAX vs. MIEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Overseas Fund (MOSAX) and MM S&P 500 Index Fund (MIEYX). The values are adjusted to include any dividend payments, if applicable.

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MOSAX vs. MIEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MOSAX
MOSAX Risk / Return Rank: 1717
Overall Rank
MOSAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MOSAX Sortino Ratio Rank: 1515
Sortino Ratio Rank
MOSAX Omega Ratio Rank: 1515
Omega Ratio Rank
MOSAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MOSAX Martin Ratio Rank: 1919
Martin Ratio Rank

MIEYX
MIEYX Risk / Return Rank: 4242
Overall Rank
MIEYX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MIEYX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MIEYX Omega Ratio Rank: 4545
Omega Ratio Rank
MIEYX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MIEYX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MOSAXMIEYXDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.80

-0.32

Sortino ratio

Return per unit of downside risk

0.72

1.25

-0.53

Omega ratio

Gain probability vs. loss probability

1.10

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

0.54

1.00

-0.46

Martin ratio

Return relative to average drawdown

2.00

4.87

-2.87

MOSAX vs. MIEYX - Sharpe Ratio Comparison

The current MOSAX Sharpe Ratio is 0.48, which is lower than the MIEYX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MOSAX and MIEYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MOSAXMIEYXDifference

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.


TTM20252024202320222021202020192018201720162015
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


MOSAXMIEYXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.41%

-18.72%

+7.31%

Average Drawdown

Average peak-to-trough decline

-11.67%

-12.60%

+0.93%

Ulcer Index

Depth 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


MOSAXMIEYXDifference

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%