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MURLX vs. MAIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MURLX vs. MAIFX - 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 International Fund (MAIFX). The values are adjusted to include any dividend payments, if applicable.

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MURLX vs. MAIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MURLX
Mutual of America 2040 Retirement Fund
-3.53%17.01%13.28%14.86%-15.95%16.84%889.04%
MAIFX
Mutual of America International Fund
-1.36%37.23%3.22%16.96%-12.81%9.11%926.37%

Returns By Period

In the year-to-date period, MURLX achieves a -3.53% return, which is significantly lower than MAIFX's -1.36% return.


MURLX

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

MAIFX

1D
-0.73%
1M
-11.07%
YTD
-1.36%
6M
3.58%
1Y
23.47%
3Y*
15.31%
5Y*
8.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MURLX vs. MAIFX - Expense Ratio Comparison

MURLX has a 0.08% expense ratio, which is lower than MAIFX's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MURLX vs. MAIFX — Risk / Return Rank

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

MURLX
MURLX Risk / Return Rank: 4949
Overall Rank
MURLX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MURLX Sortino Ratio Rank: 6262
Sortino Ratio Rank
MURLX Omega Ratio Rank: 5959
Omega Ratio Rank
MURLX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MURLX Martin Ratio Rank: 3838
Martin Ratio Rank

MAIFX
MAIFX Risk / Return Rank: 7878
Overall Rank
MAIFX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MAIFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
MAIFX Omega Ratio Rank: 7676
Omega Ratio Rank
MAIFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
MAIFX Martin Ratio Rank: 8080
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.

MURLX vs. MAIFX - 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 International Fund (MAIFX). 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.


MURLXMAIFXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.43

-0.35

Sortino ratio

Return per unit of downside risk

1.62

2.01

-0.38

Omega ratio

Gain probability vs. loss probability

1.23

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

0.85

1.81

-0.96

Martin ratio

Return relative to average drawdown

4.02

7.87

-3.85

MURLX vs. MAIFX - Sharpe Ratio Comparison

The current MURLX Sharpe Ratio is 1.08, which is comparable to the MAIFX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of MURLX and MAIFX, 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


MURLXMAIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.43

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.53

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.17

-0.01

Correlation

The correlation between MURLX and MAIFX is 0.83, 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. MAIFX - Dividend Comparison

MURLX's dividend yield for the trailing twelve months is around 8.93%, more than MAIFX's 3.44% yield.


TTM20252024202320222021
MURLX
Mutual of America 2040 Retirement Fund
8.93%8.62%8.02%3.04%11.39%4.17%
MAIFX
Mutual of America International Fund
3.44%3.39%1.94%3.77%9.48%9.92%

Drawdowns

MURLX vs. MAIFX - Drawdown Comparison

The maximum MURLX drawdown since its inception was -31.54%, smaller than the maximum MAIFX drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for MURLX and MAIFX.


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Drawdown Indicators


MURLXMAIFXDifference

Max Drawdown

Largest peak-to-trough decline

-31.54%

-33.70%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-11.57%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

-29.00%

+5.94%

Current Drawdown

Current decline from peak

-7.75%

-11.57%

+3.82%

Average Drawdown

Average peak-to-trough decline

-5.54%

-6.10%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.97%

-0.44%

Volatility

MURLX vs. MAIFX - Volatility Comparison

The current volatility for Mutual of America 2040 Retirement Fund (MURLX) is 3.24%, while Mutual of America International Fund (MAIFX) has a volatility of 6.05%. This indicates that MURLX experiences smaller price fluctuations and is considered to be less risky than MAIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MURLXMAIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

6.05%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

11.10%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

17.65%

-3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

18.15%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

387.95%

385.61%

+2.34%