MSTDX vs. MDDAX
Compare and contrast key facts about MassMutual Short Duration Bond Fund (MSTDX) and MassMutual Diversified Value Fund (MDDAX).
MSTDX is managed by MassMutual. It was launched on Sep 30, 1994. MDDAX is managed by MassMutual. It was launched on Oct 15, 2004.
Performance
MSTDX vs. MDDAX - Performance Comparison
Loading graphics...
MSTDX vs. MDDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSTDX MassMutual Short Duration Bond Fund | -0.18% | 6.18% | 6.38% | 5.88% | -11.19% | 1.79% | 2.29% | 4.49% | 1.68% | 2.61% |
MDDAX MassMutual Diversified Value Fund | 1.32% | 16.56% | 16.62% | 8.97% | -2.70% | 28.07% | -1.14% | 32.34% | -8.88% | 15.88% |
Returns By Period
In the year-to-date period, MSTDX achieves a -0.18% return, which is significantly lower than MDDAX's 1.32% return. Over the past 10 years, MSTDX has underperformed MDDAX with an annualized return of 2.04%, while MDDAX has yielded a comparatively higher 11.31% annualized return.
MSTDX
- 1D
- 0.11%
- 1M
- -0.96%
- YTD
- -0.18%
- 6M
- 0.79%
- 1Y
- 4.15%
- 3Y*
- 5.56%
- 5Y*
- 1.25%
- 10Y*
- 2.04%
MDDAX
- 1D
- 0.12%
- 1M
- -5.07%
- YTD
- 1.32%
- 6M
- 5.14%
- 1Y
- 14.16%
- 3Y*
- 14.77%
- 5Y*
- 10.48%
- 10Y*
- 11.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSTDX vs. MDDAX - Expense Ratio Comparison
MSTDX has a 0.51% expense ratio, which is lower than MDDAX's 1.12% expense ratio.
Return for Risk
MSTDX vs. MDDAX — Risk / Return Rank
MSTDX
MDDAX
MSTDX vs. MDDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Short Duration Bond Fund (MSTDX) and MassMutual Diversified Value Fund (MDDAX). 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.
| MSTDX | MDDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 1.02 | +1.47 |
Sortino ratioReturn per unit of downside risk | 4.45 | 1.49 | +2.97 |
Omega ratioGain probability vs. loss probability | 1.65 | 1.21 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 4.45 | 1.28 | +3.17 |
Martin ratioReturn relative to average drawdown | 16.77 | 5.15 | +11.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MSTDX | MDDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 1.02 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.62 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 0.61 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.41 | +0.83 |
Correlation
The correlation between MSTDX and MDDAX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MSTDX vs. MDDAX - Dividend Comparison
MSTDX's dividend yield for the trailing twelve months is around 4.09%, less than MDDAX's 32.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTDX MassMutual Short Duration Bond Fund | 4.09% | 4.36% | 2.63% | 2.48% | 1.46% | 1.90% | 4.44% | 3.35% | 3.82% | 2.51% | 2.36% | 2.57% |
MDDAX MassMutual Diversified Value Fund | 32.02% | 32.44% | 40.33% | 4.62% | 12.85% | 12.66% | 1.64% | 11.68% | 18.94% | 37.06% | 5.94% | 1.22% |
Drawdowns
MSTDX vs. MDDAX - Drawdown Comparison
The maximum MSTDX drawdown since its inception was -13.31%, smaller than the maximum MDDAX drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for MSTDX and MDDAX.
Loading graphics...
Drawdown Indicators
| MSTDX | MDDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.31% | -63.45% | +50.14% |
Max Drawdown (1Y)Largest decline over 1 year | -1.06% | -10.99% | +9.93% |
Max Drawdown (5Y)Largest decline over 5 years | -13.31% | -24.00% | +10.69% |
Max Drawdown (10Y)Largest decline over 10 years | -13.31% | -38.72% | +25.41% |
Current DrawdownCurrent decline from peak | -0.96% | -6.44% | +5.48% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -11.24% | +9.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 2.73% | -2.45% |
Volatility
MSTDX vs. MDDAX - Volatility Comparison
The current volatility for MassMutual Short Duration Bond Fund (MSTDX) is 0.48%, while MassMutual Diversified Value Fund (MDDAX) has a volatility of 3.18%. This indicates that MSTDX experiences smaller price fluctuations and is considered to be less risky than MDDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MSTDX | MDDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 3.18% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 7.98% | -6.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 15.30% | -13.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.29% | 16.98% | -14.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.04% | 18.72% | -16.68% |