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MSTDX vs. MOSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTDX vs. MOSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Short Duration Bond Fund (MSTDX) and MassMutual Overseas Fund (MOSAX). The values are adjusted to include any dividend payments, if applicable.

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MSTDX vs. MOSAX - 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%
MOSAX
MassMutual Overseas Fund
-7.37%25.48%0.12%18.26%-15.35%12.61%8.51%28.26%-16.78%26.44%

Returns By Period

In the year-to-date period, MSTDX achieves a -0.18% return, which is significantly higher than MOSAX's -7.37% return. Over the past 10 years, MSTDX has underperformed MOSAX with an annualized return of 2.04%, while MOSAX has yielded a comparatively higher 7.44% 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%

MOSAX

1D
0.38%
1M
-11.41%
YTD
-7.37%
6M
-3.99%
1Y
8.70%
3Y*
7.26%
5Y*
4.73%
10Y*
7.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSTDX vs. MOSAX - Expense Ratio Comparison

MSTDX has a 0.51% expense ratio, which is lower than MOSAX's 1.34% expense ratio.


Return for Risk

MSTDX vs. MOSAX — 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

MOSAX
MOSAX Risk / Return Rank: 1717
Overall Rank
MOSAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MOSAX Sortino Ratio Rank: 1515
Sortino Ratio Rank
MOSAX Omega Ratio Rank: 1515
Omega Ratio Rank
MOSAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MOSAX Martin Ratio Rank: 1919
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. MOSAX - Risk-Adjusted Trends Comparison

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


MSTDXMOSAXDifference

Sharpe ratio

Return per unit of total volatility

2.48

0.48

+2.00

Sortino ratio

Return per unit of downside risk

4.45

0.72

+3.73

Omega ratio

Gain probability vs. loss probability

1.65

1.10

+0.55

Calmar ratio

Return relative to maximum drawdown

4.45

0.54

+3.91

Martin ratio

Return relative to average drawdown

16.77

2.00

+14.77

MSTDX vs. MOSAX - Sharpe Ratio Comparison

The current MSTDX Sharpe Ratio is 2.48, which is higher than the MOSAX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of MSTDX and MOSAX, 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


MSTDXMOSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

0.48

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.27

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.41

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.26

+0.98

Correlation

The correlation between MSTDX and MOSAX is -0.03. 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. MOSAX - Dividend Comparison

MSTDX's dividend yield for the trailing twelve months is around 4.09%, less than MOSAX's 19.66% 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%
MOSAX
MassMutual Overseas Fund
19.66%18.21%6.02%2.24%9.26%9.64%1.78%5.10%12.16%1.42%1.71%3.12%

Drawdowns

MSTDX vs. MOSAX - Drawdown Comparison

The maximum MSTDX drawdown since its inception was -13.31%, smaller than the maximum MOSAX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for MSTDX and MOSAX.


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Drawdown Indicators


MSTDXMOSAXDifference

Max Drawdown

Largest peak-to-trough decline

-13.31%

-58.43%

+45.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.06%

-11.74%

+10.68%

Max Drawdown (5Y)

Largest decline over 5 years

-13.31%

-33.69%

+20.38%

Max Drawdown (10Y)

Largest decline over 10 years

-13.31%

-36.75%

+23.44%

Current Drawdown

Current decline from peak

-0.96%

-11.41%

+10.45%

Average Drawdown

Average peak-to-trough decline

-1.43%

-11.67%

+10.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

3.18%

-2.90%

Volatility

MSTDX vs. MOSAX - Volatility Comparison

The current volatility for MassMutual Short Duration Bond Fund (MSTDX) is 0.48%, while MassMutual Overseas Fund (MOSAX) has a volatility of 6.11%. This indicates that MSTDX experiences smaller price fluctuations and is considered to be less risky than MOSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSTDXMOSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

6.11%

-5.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

9.57%

-8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

15.24%

-13.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

17.54%

-15.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.04%

18.18%

-16.14%