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MSTDX vs. VIITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTDX vs. VIITX - Performance Comparison

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

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MSTDX vs. VIITX - 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%
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
-0.06%7.23%3.67%5.31%-7.99%-1.02%6.17%6.44%0.87%2.00%

Returns By Period

In the year-to-date period, MSTDX achieves a -0.18% return, which is significantly lower than VIITX's -0.06% return. Both investments have delivered pretty close results over the past 10 years, with MSTDX having a 2.04% annualized return and VIITX not far ahead at 2.13%.


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%

VIITX

1D
0.33%
1M
-1.48%
YTD
-0.06%
6M
1.26%
1Y
4.72%
3Y*
4.60%
5Y*
1.57%
10Y*
2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSTDX vs. VIITX - Expense Ratio Comparison

MSTDX has a 0.51% expense ratio, which is higher than VIITX's 0.02% expense ratio.


Return for Risk

MSTDX vs. VIITX — 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

VIITX
VIITX Risk / Return Rank: 8989
Overall Rank
VIITX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VIITX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VIITX Omega Ratio Rank: 8383
Omega Ratio Rank
VIITX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VIITX Martin Ratio Rank: 9191
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. VIITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Short Duration Bond Fund (MSTDX) and Vanguard Institutional Intermediate-Term Bond Fund (VIITX). 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.


MSTDXVIITXDifference

Sharpe ratio

Return per unit of total volatility

2.48

1.77

+0.71

Sortino ratio

Return per unit of downside risk

4.45

2.61

+1.84

Omega ratio

Gain probability vs. loss probability

1.65

1.33

+0.32

Calmar ratio

Return relative to maximum drawdown

4.45

2.76

+1.69

Martin ratio

Return relative to average drawdown

16.77

10.44

+6.33

MSTDX vs. VIITX - Sharpe Ratio Comparison

The current MSTDX Sharpe Ratio is 2.48, which is higher than the VIITX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of MSTDX and VIITX, 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


MSTDXVIITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

1.77

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.41

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.70

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.75

+0.49

Correlation

The correlation between MSTDX and VIITX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MSTDX vs. VIITX - Dividend Comparison

MSTDX's dividend yield for the trailing twelve months is around 4.09%, less than VIITX's 4.17% 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%
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
4.17%4.51%4.71%3.61%2.14%2.20%2.87%2.69%2.62%2.04%2.95%0.57%

Drawdowns

MSTDX vs. VIITX - Drawdown Comparison

The maximum MSTDX drawdown since its inception was -13.31%, which is greater than VIITX's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for MSTDX and VIITX.


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Drawdown Indicators


MSTDXVIITXDifference

Max Drawdown

Largest peak-to-trough decline

-13.31%

-11.86%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-1.06%

-1.89%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-13.31%

-11.86%

-1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-13.31%

-11.86%

-1.45%

Current Drawdown

Current decline from peak

-0.96%

-1.48%

+0.52%

Average Drawdown

Average peak-to-trough decline

-1.43%

-2.15%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.50%

-0.22%

Volatility

MSTDX vs. VIITX - Volatility Comparison

The current volatility for MassMutual Short Duration Bond Fund (MSTDX) is 0.48%, while Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a volatility of 1.16%. This indicates that MSTDX experiences smaller price fluctuations and is considered to be less risky than VIITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSTDXVIITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

1.16%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

1.71%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

2.74%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

3.82%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.04%

3.05%

-1.01%