MSTDX vs. MMGEX
Compare and contrast key facts about MassMutual Short Duration Bond Fund (MSTDX) and MassMutual Small Cap Growth Equity Fund (MMGEX).
MSTDX is managed by MassMutual. It was launched on Sep 30, 1994. MMGEX is managed by MassMutual. It was launched on May 3, 1999.
Performance
MSTDX vs. MMGEX - Performance Comparison
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MSTDX vs. MMGEX - 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% |
MMGEX MassMutual Small Cap Growth Equity Fund | -1.89% | 10.66% | 14.79% | 16.35% | -26.21% | 8.52% | 40.08% | 61.40% | -5.46% | 24.28% |
Returns By Period
In the year-to-date period, MSTDX achieves a -0.18% return, which is significantly higher than MMGEX's -1.89% return. Over the past 10 years, MSTDX has underperformed MMGEX with an annualized return of 2.04%, while MMGEX has yielded a comparatively higher 13.31% 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%
MMGEX
- 1D
- -2.15%
- 1M
- -9.01%
- YTD
- -1.89%
- 6M
- 2.33%
- 1Y
- 20.94%
- 3Y*
- 11.61%
- 5Y*
- 2.17%
- 10Y*
- 13.31%
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MSTDX vs. MMGEX - Expense Ratio Comparison
MSTDX has a 0.51% expense ratio, which is lower than MMGEX's 1.41% expense ratio.
Return for Risk
MSTDX vs. MMGEX — Risk / Return Rank
MSTDX
MMGEX
MSTDX vs. MMGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Short Duration Bond Fund (MSTDX) and MassMutual Small Cap Growth Equity Fund (MMGEX). 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 | MMGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 0.88 | +1.61 |
Sortino ratioReturn per unit of downside risk | 4.45 | 1.35 | +3.10 |
Omega ratioGain probability vs. loss probability | 1.65 | 1.18 | +0.47 |
Calmar ratioReturn relative to maximum drawdown | 4.45 | 1.31 | +3.14 |
Martin ratioReturn relative to average drawdown | 16.77 | 5.65 | +11.12 |
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 | MMGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 0.88 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.07 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 0.46 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.29 | +0.95 |
Correlation
The correlation between MSTDX and MMGEX is -0.09. 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. MMGEX - Dividend Comparison
MSTDX's dividend yield for the trailing twelve months is around 4.09%, less than MMGEX's 38.67% 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% |
MMGEX MassMutual Small Cap Growth Equity Fund | 38.67% | 37.94% | 8.94% | 0.00% | 0.00% | 44.40% | 10.36% | 32.83% | 29.40% | 6.91% | 0.00% | 33.83% |
Drawdowns
MSTDX vs. MMGEX - Drawdown Comparison
The maximum MSTDX drawdown since its inception was -13.31%, smaller than the maximum MMGEX drawdown of -63.65%. Use the drawdown chart below to compare losses from any high point for MSTDX and MMGEX.
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Drawdown Indicators
| MSTDX | MMGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.31% | -63.65% | +50.34% |
Max Drawdown (1Y)Largest decline over 1 year | -1.06% | -13.78% | +12.72% |
Max Drawdown (5Y)Largest decline over 5 years | -13.31% | -51.21% | +37.90% |
Max Drawdown (10Y)Largest decline over 10 years | -13.31% | -51.21% | +37.90% |
Current DrawdownCurrent decline from peak | -0.96% | -23.06% | +22.10% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -23.52% | +22.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 3.20% | -2.92% |
Volatility
MSTDX vs. MMGEX - Volatility Comparison
The current volatility for MassMutual Short Duration Bond Fund (MSTDX) is 0.48%, while MassMutual Small Cap Growth Equity Fund (MMGEX) has a volatility of 8.49%. This indicates that MSTDX experiences smaller price fluctuations and is considered to be less risky than MMGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTDX | MMGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 8.49% | -8.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 14.88% | -13.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 23.38% | -21.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.29% | 32.35% | -30.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.04% | 28.90% | -26.86% |