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MUROX vs. MURLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUROX vs. MURLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America 2055 Retirement Fund (MUROX) and Mutual of America 2040 Retirement Fund (MURLX). The values are adjusted to include any dividend payments, if applicable.

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MUROX vs. MURLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MUROX
Mutual of America 2055 Retirement Fund
-3.97%18.33%14.65%15.94%-16.52%18.58%943.28%
MURLX
Mutual of America 2040 Retirement Fund
-3.53%17.01%13.28%14.86%-15.95%16.84%889.04%

Returns By Period

In the year-to-date period, MUROX achieves a -3.97% return, which is significantly lower than MURLX's -3.53% return.


MUROX

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

MURLX

1D
-1.27%
1M
-7.47%
YTD
-3.53%
6M
-1.08%
1Y
13.68%
3Y*
11.72%
5Y*
6.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUROX vs. MURLX - Expense Ratio Comparison

MUROX has a 0.11% expense ratio, which is higher than MURLX's 0.08% expense ratio. However, 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

MUROX vs. MURLX — Risk / Return Rank

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

MUROX
MUROX Risk / Return Rank: 4444
Overall Rank
MUROX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MUROX Sortino Ratio Rank: 4949
Sortino Ratio Rank
MUROX Omega Ratio Rank: 5757
Omega Ratio Rank
MUROX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MUROX Martin Ratio Rank: 3535
Martin Ratio Rank

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
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. MURLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America 2055 Retirement Fund (MUROX) and Mutual of America 2040 Retirement Fund (MURLX). 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.


MUROXMURLXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.08

-0.10

Sortino ratio

Return per unit of downside risk

1.42

1.62

-0.20

Omega ratio

Gain probability vs. loss probability

1.23

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

0.79

0.85

-0.06

Martin ratio

Return relative to average drawdown

3.76

4.02

-0.26

MUROX vs. MURLX - Sharpe Ratio Comparison

The current MUROX Sharpe Ratio is 0.98, which is comparable to the MURLX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of MUROX and MURLX, 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


MUROXMURLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.08

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.44

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.16

+0.01

Correlation

The correlation between MUROX and MURLX is 0.98, 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

MUROX vs. MURLX - Dividend Comparison

MUROX's dividend yield for the trailing twelve months is around 8.27%, less than MURLX's 8.93% yield.


TTM20252024202320222021
MUROX
Mutual of America 2055 Retirement Fund
8.27%7.95%6.25%2.08%10.92%3.20%
MURLX
Mutual of America 2040 Retirement Fund
8.93%8.62%8.02%3.04%11.39%4.17%

Drawdowns

MUROX vs. MURLX - Drawdown Comparison

The maximum MUROX drawdown since its inception was -33.58%, which is greater than MURLX's maximum drawdown of -31.54%. Use the drawdown chart below to compare losses from any high point for MUROX and MURLX.


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Drawdown Indicators


MUROXMURLXDifference

Max Drawdown

Largest peak-to-trough decline

-33.58%

-31.54%

-2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-9.75%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-23.84%

-23.06%

-0.78%

Current Drawdown

Current decline from peak

-8.77%

-7.75%

-1.02%

Average Drawdown

Average peak-to-trough decline

-5.71%

-5.54%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.53%

+0.34%

Volatility

MUROX vs. MURLX - Volatility Comparison

Mutual of America 2055 Retirement Fund (MUROX) has a higher volatility of 3.75% compared to Mutual of America 2040 Retirement Fund (MURLX) at 3.24%. This indicates that MUROX's price experiences larger fluctuations and is considered to be riskier than MURLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUROXMURLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

3.24%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

7.66%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

14.33%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

16.02%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

385.39%

387.95%

-2.56%