MURLX vs. MAGKX

Last updated Apr 1, 2026

Compare and contrast key facts about Mutual of America 2040 Retirement Fund (MURLX) and Mutual of America Small Cap Growth Fund (MAGKX).

MURLX is managed by Mutual of America. It was launched on Nov 29, 2021. MAGKX is managed by Mutual of America. It was launched on Nov 29, 2021.

Performance

MURLX vs. MAGKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America 2040 Retirement Fund (MURLX) and Mutual of America Small Cap Growth Fund (MAGKX). The values are adjusted to include any dividend payments, if applicable.

MURLX vs. MAGKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MURLX Mutual of America 2040 Retirement Fund	-3.53%	17.01%	13.28%	14.86%	-15.95%	16.84%	889.04%
MAGKX Mutual of America Small Cap Growth Fund	-3.04%	8.45%	9.91%	15.22%	-28.37%	9.68%	1,092.52%

Returns By Period

In the year-to-date period, MURLX achieves a -3.53% return, which is significantly lower than MAGKX's -3.04% return.

MURLX

• 1D: -1.27%
• 1M: -7.47%
• YTD: -3.53%
• 6M: -1.08%
• 1Y: 13.68%
• 3Y*: 11.72%
• 5Y*: 6.20%
• 10Y*: —

MAGKX

• 1D: -3.37%
• 1M: -9.75%
• YTD: -3.04%
• 6M: -2.56%
• 1Y: 14.28%
• 3Y*: 7.69%
• 5Y*: -0.22%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MURLX vs. MAGKX - Expense Ratio Comparison

MURLX has a 0.08% expense ratio, which is lower than MAGKX's 0.83% expense ratio.

MAGKX

Mutual of America Small Cap Growth Fund

MURLX

Mutual of America 2040 Retirement Fund

Return for Risk

MURLX vs. MAGKX — Risk / Return Rank

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

MURLX

MURLX Risk / Return Rank: 49
MURLX Sharpe Ratio Rank: 58
MURLX Sortino Ratio Rank: 62
MURLX Omega Ratio Rank: 59
MURLX Calmar Ratio Rank: 29
MURLX Martin Ratio Rank: 38

MAGKX

MAGKX Risk / Return Rank: 24
MAGKX Sharpe Ratio Rank: 32
MAGKX Sortino Ratio Rank: 36
MAGKX Omega Ratio Rank: 29
MAGKX Calmar Ratio Rank: 12
MAGKX Martin Ratio Rank: 13

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.

MURLX vs. MAGKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America 2040 Retirement Fund (MURLX) and Mutual of America Small Cap Growth Fund (MAGKX). 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.

	MURLX	MAGKX	Difference
Sharpe ratio Return per unit of total volatility	1.08	0.76	+0.31
Sortino ratio Return per unit of downside risk	1.62	1.23	+0.39
Omega ratio Gain probability vs. loss probability	1.23	1.16	+0.07
Calmar ratio Return relative to maximum drawdown	0.85	0.31	+0.55
Martin ratio Return relative to average drawdown	4.02	1.18	+2.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MURLX vs. MAGKX - Sharpe Ratio Comparison

The current MURLX Sharpe Ratio is 1.08, which is higher than the MAGKX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of MURLX and MAGKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MURLX	MAGKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	0.76	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	-0.01	+0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.15	+0.01

Correlation

The correlation between MURLX and MAGKX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

MURLX vs. MAGKX - Dividend Comparison

MURLX's dividend yield for the trailing twelve months is around 8.93%, more than MAGKX's 0.97% yield.

	TTM	2025	2024	2023	2022	2021
MURLX Mutual of America 2040 Retirement Fund	8.93%	8.62%	8.02%	3.04%	11.39%	4.17%
MAGKX Mutual of America Small Cap Growth Fund	0.97%	0.94%	1.62%	0.00%	5.47%	17.84%

Drawdowns

MURLX vs. MAGKX - Drawdown Comparison

The maximum MURLX drawdown since its inception was -31.54%, smaller than the maximum MAGKX drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for MURLX and MAGKX.

Drawdown Indicators

	MURLX	MAGKX	Difference
Max Drawdown Largest peak-to-trough decline	-31.54%	-41.67%	+10.13%
Max Drawdown (1Y) Largest decline over 1 year	-9.75%	-13.20%	+3.45%
Max Drawdown (5Y) Largest decline over 5 years	-23.06%	-41.67%	+18.61%
Current Drawdown Current decline from peak	-7.75%	-17.21%	+9.46%
Average Drawdown Average peak-to-trough decline	-5.54%	-20.36%	+14.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	4.56%	-2.03%

Volatility

MURLX vs. MAGKX - Volatility Comparison

The current volatility for Mutual of America 2040 Retirement Fund (MURLX) is 3.24%, while Mutual of America Small Cap Growth Fund (MAGKX) has a volatility of 5.59%. This indicates that MURLX experiences smaller price fluctuations and is considered to be less risky than MAGKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MURLX	MAGKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	5.59%	-2.35%
Volatility (6M) Calculated over the trailing 6-month period	7.66%	14.05%	-6.39%
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	23.18%	-8.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	27.73%	-11.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	387.95%	391.93%	-3.98%