MSEJX vs. SPY

In the year-to-date period, MSEJX achieves a -34.51% return, which is significantly lower than SPY's 0.87% return.

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MSEJX has a 0.22% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for MM Equity Asset Fund (MSEJX) and SPDR S&P 500 ETF (SPY). 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 current MSEJX Sharpe Ratio is -0.92, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MSEJX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSEJX's dividend yield for the trailing twelve months is around 182.79%, more than SPY's 1.22% yield.

The maximum MSEJX drawdown since its inception was -56.10%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MSEJX and SPY.

The current volatility for MM Equity Asset Fund (MSEJX) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that MSEJX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.