MURMX vs. MACAX
Compare and contrast key facts about Mutual of America 2045 Retirement Fund (MURMX) and Mutual of America Conservative Allocation Fund (MACAX).
MURMX is managed by Mutual of America. It was launched on Nov 29, 2021. MACAX is managed by Mutual of America. It was launched on Nov 29, 2021.
Performance
MURMX vs. MACAX - Performance Comparison
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MURMX vs. MACAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MURMX Mutual of America 2045 Retirement Fund | -3.82% | 17.76% | 13.85% | 15.43% | -16.20% | 17.37% | 998.46% |
MACAX Mutual of America Conservative Allocation Fund | -2.45% | 11.09% | 6.84% | 8.97% | -12.93% | 5.77% | 897.64% |
Returns By Period
In the year-to-date period, MURMX achieves a -3.82% return, which is significantly lower than MACAX's -2.45% return.
MURMX
- 1D
- -1.42%
- 1M
- -8.05%
- YTD
- -3.82%
- 6M
- -1.20%
- 1Y
- 14.32%
- 3Y*
- 12.11%
- 5Y*
- 6.46%
- 10Y*
- —
MACAX
- 1D
- -0.60%
- 1M
- -4.55%
- YTD
- -2.45%
- 6M
- -0.79%
- 1Y
- 7.61%
- 3Y*
- 6.74%
- 5Y*
- 2.85%
- 10Y*
- —
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MURMX vs. MACAX - Expense Ratio Comparison
Both MURMX and MACAX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
MURMX vs. MACAX — Risk / Return Rank
MURMX
MACAX
MURMX vs. MACAX - 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 Conservative Allocation Fund (MACAX). 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.
| MURMX | MACAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.23 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.83 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.12 | -0.37 |
Martin ratioReturn relative to average drawdown | 3.55 | 4.86 | -1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MURMX | MACAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.23 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.37 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.15 | +0.01 |
Correlation
The correlation between MURMX and MACAX is 0.89, 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
MURMX vs. MACAX - Dividend Comparison
MURMX's dividend yield for the trailing twelve months is around 9.14%, more than MACAX's 7.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MURMX Mutual of America 2045 Retirement Fund | 9.14% | 8.79% | 8.17% | 2.95% | 11.94% | 4.69% |
MACAX Mutual of America Conservative Allocation Fund | 7.37% | 7.19% | 4.33% | 1.83% | 7.35% | 4.06% |
Drawdowns
MURMX vs. MACAX - Drawdown Comparison
The maximum MURMX drawdown since its inception was -32.65%, which is greater than MACAX's maximum drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for MURMX and MACAX.
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Drawdown Indicators
| MURMX | MACAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.65% | -17.36% | -15.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.31% | -4.76% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -17.36% | -6.20% |
Current DrawdownCurrent decline from peak | -8.34% | -4.63% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -4.41% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.32% | +1.34% |
Volatility
MURMX vs. MACAX - Volatility Comparison
Mutual of America 2045 Retirement Fund (MURMX) has a higher volatility of 3.49% compared to Mutual of America Conservative Allocation Fund (MACAX) at 1.84%. This indicates that MURMX's price experiences larger fluctuations and is considered to be riskier than MACAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MURMX | MACAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 1.84% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 4.15% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 7.03% | +8.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 8.79% | +7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 386.54% | 402.11% | -15.57% |