MSTDX vs. MIEYX
Compare and contrast key facts about MassMutual Short Duration Bond Fund (MSTDX) and MM S&P 500 Index Fund (MIEYX).
MSTDX is managed by MassMutual. It was launched on Sep 30, 1994. 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
MSTDX vs. MIEYX - Performance Comparison
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MSTDX vs. MIEYX - 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% |
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%
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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
MSTDX
MIEYX
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.
| MSTDX | MIEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 0.80 | +1.68 |
Sortino ratioReturn per unit of downside risk | 4.45 | 1.25 | +3.20 |
Omega ratioGain probability vs. loss probability | 1.65 | 1.19 | +0.46 |
Calmar ratioReturn relative to maximum drawdown | 4.45 | 1.00 | +3.44 |
Martin ratioReturn relative to average drawdown | 16.77 | 4.87 | +11.90 |
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
| MSTDX | MIEYX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| MSTDX | MIEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.96% | -18.72% | +17.76% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -12.60% | +11.17% |
Ulcer IndexDepth 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
| MSTDX | MIEYX | Difference | |
|---|---|---|---|
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% |