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MURNX vs. MAMEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MURNX vs. MAMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX) and Mutual of America Mid-Cap Equity Index Fund (MAMEX). The values are adjusted to include any dividend payments, if applicable.

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MURNX vs. MAMEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MURNX
Mutual of America Investment Corporation - 2050 Retirement Fund
-3.91%17.89%14.37%15.78%-16.25%17.85%918.18%
MAMEX
Mutual of America Mid-Cap Equity Index Fund
-0.45%7.40%13.08%13.99%-13.59%23.35%925.33%

Returns By Period

In the year-to-date period, MURNX achieves a -3.91% return, which is significantly lower than MAMEX's -0.45% return.


MURNX

1D
-1.51%
1M
-8.24%
YTD
-3.91%
6M
-1.40%
1Y
14.60%
3Y*
12.40%
5Y*
6.63%
10Y*

MAMEX

1D
-2.44%
1M
-8.80%
YTD
-0.45%
6M
1.26%
1Y
13.94%
3Y*
10.08%
5Y*
5.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MURNX vs. MAMEX - Expense Ratio Comparison

MURNX has a 0.08% expense ratio, which is lower than MAMEX's 0.16% 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

MURNX vs. MAMEX — Risk / Return Rank

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

MURNX
MURNX Risk / Return Rank: 4646
Overall Rank
MURNX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MURNX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MURNX Omega Ratio Rank: 5858
Omega Ratio Rank
MURNX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MURNX Martin Ratio Rank: 3131
Martin Ratio Rank

MAMEX
MAMEX Risk / Return Rank: 2424
Overall Rank
MAMEX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MAMEX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MAMEX Omega Ratio Rank: 3131
Omega Ratio Rank
MAMEX Calmar Ratio Rank: 1313
Calmar Ratio Rank
MAMEX Martin Ratio Rank: 1414
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.

MURNX vs. MAMEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX) and Mutual of America Mid-Cap Equity Index Fund (MAMEX). 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.


MURNXMAMEXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.72

+0.31

Sortino ratio

Return per unit of downside risk

1.57

1.18

+0.39

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

0.71

0.35

+0.36

Martin ratio

Return relative to average drawdown

3.35

1.45

+1.90

MURNX vs. MAMEX - Sharpe Ratio Comparison

The current MURNX Sharpe Ratio is 1.04, which is higher than the MAMEX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MURNX and MAMEX, 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


MURNXMAMEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.72

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.27

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.16

0.00

Correlation

The correlation between MURNX and MAMEX is 0.92, 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

MURNX vs. MAMEX - Dividend Comparison

MURNX's dividend yield for the trailing twelve months is around 9.68%, less than MAMEX's 11.90% yield.


TTM20252024202320222021
MURNX
Mutual of America Investment Corporation - 2050 Retirement Fund
9.68%9.30%6.49%3.56%11.26%3.72%
MAMEX
Mutual of America Mid-Cap Equity Index Fund
11.90%11.85%9.07%7.67%14.01%12.96%

Drawdowns

MURNX vs. MAMEX - Drawdown Comparison

The maximum MURNX drawdown since its inception was -32.96%, smaller than the maximum MAMEX drawdown of -42.17%. Use the drawdown chart below to compare losses from any high point for MURNX and MAMEX.


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Drawdown Indicators


MURNXMAMEXDifference

Max Drawdown

Largest peak-to-trough decline

-32.96%

-42.17%

+9.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-14.16%

+3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-24.39%

+0.64%

Current Drawdown

Current decline from peak

-8.50%

-8.84%

+0.34%

Average Drawdown

Average peak-to-trough decline

-5.64%

-7.68%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

4.14%

-1.35%

Volatility

MURNX vs. MAMEX - Volatility Comparison

The current volatility for Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX) is 3.65%, while Mutual of America Mid-Cap Equity Index Fund (MAMEX) has a volatility of 4.62%. This indicates that MURNX experiences smaller price fluctuations and is considered to be less risky than MAMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MURNXMAMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

4.62%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

11.83%

-3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

21.79%

-5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

22.02%

-4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

387.62%

389.19%

-1.57%