MUROX vs. MSCI

Last updated Apr 1, 2026

Compare and contrast key facts about Mutual of America 2055 Retirement Fund (MUROX) and MSCI Inc. (MSCI).

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

Performance

MUROX vs. MSCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America 2055 Retirement Fund (MUROX) and MSCI Inc. (MSCI). The values are adjusted to include any dividend payments, if applicable.

MUROX vs. MSCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MUROX Mutual of America 2055 Retirement Fund	-3.97%	18.33%	14.65%	15.94%	-16.52%	18.58%	943.28%
MSCI MSCI Inc.	-6.05%	-3.17%	7.31%	22.90%	-23.34%	38.14%	69.23%

Returns By Period

In the year-to-date period, MUROX achieves a -3.97% return, which is significantly higher than MSCI's -6.05% return.

MUROX

• 1D: -1.59%
• 1M: -8.50%
• YTD: -3.97%
• 6M: -1.38%
• 1Y: 14.97%
• 3Y*: 12.69%
• 5Y*: 6.79%
• 10Y*: —

MSCI

• 1D: -0.39%
• 1M: -6.44%
• YTD: -6.05%
• 6M: -2.15%
• 1Y: -4.08%
• 3Y*: -0.18%
• 5Y*: 5.74%
• 10Y*: 23.16%

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

Return for Risk

MUROX vs. MSCI — Risk / Return Rank

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

MUROX

MUROX Risk / Return Rank: 44
MUROX Sharpe Ratio Rank: 50
MUROX Sortino Ratio Rank: 49
MUROX Omega Ratio Rank: 57
MUROX Calmar Ratio Rank: 27
MUROX Martin Ratio Rank: 35

MSCI

MSCI Risk / Return Rank: 32
MSCI Sharpe Ratio Rank: 34
MSCI Sortino Ratio Rank: 29
MSCI Omega Ratio Rank: 29
MSCI Calmar Ratio Rank: 34
MSCI Martin Ratio Rank: 32

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.

MUROX vs. MSCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America 2055 Retirement Fund (MUROX) and MSCI Inc. (MSCI). 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.

	MUROX	MSCI	Difference
Sharpe ratio Return per unit of total volatility	0.98	-0.14	+1.12
Sortino ratio Return per unit of downside risk	1.42	0.02	+1.41
Omega ratio Gain probability vs. loss probability	1.23	1.00	+0.23
Calmar ratio Return relative to maximum drawdown	0.79	-0.21	+1.00
Martin ratio Return relative to average drawdown	3.76	-0.58	+4.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MUROX vs. MSCI - Sharpe Ratio Comparison

The current MUROX Sharpe Ratio is 0.98, which is higher than the MSCI Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of MUROX and MSCI, 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

	MUROX	MSCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	-0.14	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.19	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.53	-0.36

Correlation

The correlation between MUROX and MSCI is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MUROX vs. MSCI - Dividend Comparison

MUROX's dividend yield for the trailing twelve months is around 8.27%, more than MSCI's 1.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MUROX Mutual of America 2055 Retirement Fund	8.27%	7.95%	6.25%	2.08%	10.92%	3.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSCI MSCI Inc.	1.39%	1.25%	1.07%	0.98%	0.98%	0.59%	0.65%	0.98%	1.30%	1.04%	1.27%	1.11%

Drawdowns

MUROX vs. MSCI - Drawdown Comparison

The maximum MUROX drawdown since its inception was -33.58%, smaller than the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for MUROX and MSCI.

Drawdown Indicators

	MUROX	MSCI	Difference
Max Drawdown Largest peak-to-trough decline	-33.58%	-69.06%	+35.48%
Max Drawdown (1Y) Largest decline over 1 year	-11.14%	-18.07%	+6.93%
Max Drawdown (5Y) Largest decline over 5 years	-23.84%	-43.74%	+19.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.74%	—
Current Drawdown Current decline from peak	-8.77%	-16.53%	+7.76%
Average Drawdown Average peak-to-trough decline	-5.71%	-13.12%	+7.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	6.54%	-3.67%

Volatility

MUROX vs. MSCI - Volatility Comparison

The current volatility for Mutual of America 2055 Retirement Fund (MUROX) is 3.75%, while MSCI Inc. (MSCI) has a volatility of 6.47%. This indicates that MUROX experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MUROX	MSCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	6.47%	-2.72%
Volatility (6M) Calculated over the trailing 6-month period	8.85%	21.10%	-12.25%
Volatility (1Y) Calculated over the trailing 1-year period	17.33%	30.05%	-12.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.53%	30.53%	-13.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	385.39%	31.03%	+354.36%