MURMX vs. MAAKX
MURMX (Mutual of America 2045 Retirement Fund) and MAAKX (Mutual of America All America Fund) are both mutual funds - MURMX is a Target Retirement Date fund managed by Mutual of America, while MAAKX is a Large Cap Blend Equities fund managed by Mutual of America. Over the past 5 years, MURMX returned 8.30%/yr vs 8.91%/yr for MAAKX. With a 0.96 correlation, they move nearly in lockstep. MURMX charges 0.08%/yr vs 0.54%/yr for MAAKX.
Performance
MURMX vs. MAAKX - Performance Comparison
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Returns By Period
In the year-to-date period, MURMX achieves a 9.47% return, which is significantly lower than MAAKX's 11.08% return.
MURMX
- 1D
- -0.06%
- 1M
- 1.46%
- YTD
- 9.47%
- 6M
- 8.55%
- 1Y
- 22.39%
- 3Y*
- 16.20%
- 5Y*
- 8.30%
- 10Y*
- —
MAAKX
- 1D
- -0.20%
- 1M
- 1.40%
- YTD
- 11.08%
- 6M
- 9.64%
- 1Y
- 22.86%
- 3Y*
- 16.30%
- 5Y*
- 8.91%
- 10Y*
- —
MURMX vs. MAAKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MURMX Mutual of America 2045 Retirement Fund | 9.47% | 17.76% | 13.85% | 15.43% | -16.20% | 17.37% | 891.67% |
MAAKX Mutual of America All America Fund | 11.08% | 12.04% | 18.57% | 16.94% | -18.15% | 24.66% | 890.98% |
Correlation
The correlation between MURMX and MAAKX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.96 |
The correlation between MURMX and MAAKX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
MURMX vs. MAAKX — Risk / Return Rank
MURMX
MAAKX
MURMX vs. MAAKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutual of America 2045 Retirement Fund (MURMX) and Mutual of America All America Fund (MAAKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MURMX | MAAKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 3.18 | -0.03 |
| Martin ratioReturn relative to average drawdown | 14.66 | 15.01 | -0.35 |
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Drawdowns
MURMX vs. MAAKX - Drawdown Comparison
The maximum MURMX drawdown since its inception was -32.65%, smaller than the maximum MAAKX drawdown of -35.71%. Use the drawdown chart below to compare losses from any high point for MURMX and MAAKX.
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Drawdown Indicators
| MURMX | MAAKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.65% | -35.71% | +3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -8.55% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -14.67% | -19.43% | +4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -23.93% | +0.37% |
Current DrawdownCurrent decline from peak | -0.30% | -0.61% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -6.18% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.76% | -0.04% |
Volatility
MURMX vs. MAAKX - Volatility Comparison
The current volatility for Mutual of America 2045 Retirement Fund (MURMX) is 3.76%, while Mutual of America All America Fund (MAAKX) has a volatility of 4.18%. This indicates that MURMX experiences smaller price fluctuations and is considered to be less risky than MAAKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MURMX | MAAKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 4.18% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 10.20% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 13.20% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 19.87% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 378.92% | 381.14% | -2.22% |
MURMX vs. MAAKX - Expense Ratio Comparison
MURMX has a 0.08% expense ratio, which is lower than MAAKX's 0.54% expense ratio.
Dividends
MURMX vs. MAAKX - Dividend Comparison
MURMX's dividend yield for the trailing twelve months is around 8.03%, less than MAAKX's 14.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
MAAKX Mutual of America All America Fund | 14.91% | 17.01% | 11.32% | 7.30% | 14.64% | 8.33% |
MURMX Mutual of America 2045 Retirement Fund | 8.03% | 8.79% | 8.17% | 2.95% | 11.94% | 4.69% |
Frequently Asked Questions
With a correlation of 0.97, MURMX and MAAKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MAAKX has higher volatility (4.18%) compared to MURMX (3.76%). In terms of maximum drawdown, MURMX dropped -32.65% vs MAAKX's -35.71%.
MURMX currently has the higher Sharpe Ratio (2.24 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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