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MSTDX vs. MIEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTDX vs. MIEYX - Performance Comparison

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

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MSTDX vs. MIEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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

In the year-to-date period, MSTDX achieves a -0.18% return, which is significantly higher than MIEYX's -7.16% return. Over the past 10 years, MSTDX has underperformed MIEYX with an annualized return of 2.04%, while MIEYX has yielded a comparatively higher 12.71% 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%

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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MSTDX vs. MIEYX - Expense Ratio Comparison

MSTDX has a 0.51% expense ratio, which is higher than MIEYX's 0.46% expense ratio.


Return for Risk

MSTDX vs. MIEYX — Risk / Return Rank

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

MSTDX
MSTDX Risk / Return Rank: 9797
Overall Rank
MSTDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MSTDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
MSTDX Omega Ratio Rank: 9797
Omega Ratio Rank
MSTDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MSTDX Martin Ratio Rank: 9797
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.

MSTDX vs. MIEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Short Duration Bond Fund (MSTDX) 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.


MSTDXMIEYXDifference

Sharpe ratio

Return per unit of total volatility

2.48

0.80

+1.68

Sortino ratio

Return per unit of downside risk

4.45

1.25

+3.20

Omega ratio

Gain probability vs. loss probability

1.65

1.19

+0.46

Calmar ratio

Return relative to maximum drawdown

4.45

1.00

+3.44

Martin ratio

Return relative to average drawdown

16.77

4.87

+11.90

MSTDX vs. MIEYX - Sharpe Ratio Comparison

The current MSTDX Sharpe Ratio is 2.48, which is higher than the MIEYX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MSTDX 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


MSTDXMIEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

0.80

+1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.43

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.57

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.37

+0.87

Correlation

The correlation between MSTDX and MIEYX is -0.08. 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. MIEYX - Dividend Comparison

MSTDX's dividend yield for the trailing twelve months is around 4.09%, less than MIEYX's 18.99% yield.


TTM20252024202320222021202020192018201720162015
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%
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

MSTDX vs. MIEYX - Drawdown Comparison

The maximum MSTDX drawdown since its inception was -13.31%, smaller than the maximum MIEYX drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for MSTDX and MIEYX.


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Drawdown Indicators


MSTDXMIEYXDifference

Max Drawdown

Largest peak-to-trough decline

-13.31%

-55.63%

+42.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.06%

-12.18%

+11.12%

Max Drawdown (5Y)

Largest decline over 5 years

-13.31%

-36.63%

+23.32%

Max Drawdown (10Y)

Largest decline over 10 years

-13.31%

-36.63%

+23.32%

Current Drawdown

Current decline from peak

-0.96%

-18.72%

+17.76%

Average Drawdown

Average peak-to-trough decline

-1.43%

-12.60%

+11.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

2.51%

-2.23%

Volatility

MSTDX vs. MIEYX - Volatility Comparison

The current volatility for MassMutual Short Duration Bond Fund (MSTDX) is 0.48%, while MM S&P 500 Index Fund (MIEYX) has a volatility of 4.26%. This indicates that MSTDX experiences smaller price fluctuations and is considered to be less risky 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


MSTDXMIEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

4.26%

-3.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

9.09%

-7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

18.14%

-16.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

25.48%

-23.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.04%

22.54%

-20.50%