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MUROX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MUROX and VOO is 0.94, 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.


Performance

MUROX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America 2055 Retirement Fund (MUROX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MUROX:

0.71

VOO:

0.74

Sortino Ratio

MUROX:

1.01

VOO:

1.04

Omega Ratio

MUROX:

1.14

VOO:

1.15

Calmar Ratio

MUROX:

0.69

VOO:

0.68

Martin Ratio

MUROX:

2.93

VOO:

2.58

Ulcer Index

MUROX:

3.66%

VOO:

4.93%

Daily Std Dev

MUROX:

16.65%

VOO:

19.54%

Max Drawdown

MUROX:

-33.58%

VOO:

-33.99%

Current Drawdown

MUROX:

-0.97%

VOO:

-3.55%

Returns By Period

In the year-to-date period, MUROX achieves a 3.93% return, which is significantly higher than VOO's 0.90% return.


MUROX

YTD

3.93%

1M

4.64%

6M

0.37%

1Y

10.72%

3Y*

11.13%

5Y*

13.25%

10Y*

N/A

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Vanguard S&P 500 ETF

MUROX vs. VOO - Expense Ratio Comparison

MUROX has a 0.11% expense ratio, which is higher than VOO's 0.03% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MUROX vs. VOO — Risk-Adjusted Performance Rank

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

MUROX
The Risk-Adjusted Performance Rank of MUROX is 5656
Overall Rank
The Sharpe Ratio Rank of MUROX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of MUROX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of MUROX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of MUROX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of MUROX is 6464
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MUROX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America 2055 Retirement Fund (MUROX) and Vanguard S&P 500 ETF (VOO). 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.


The current MUROX Sharpe Ratio is 0.71, which is comparable to the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of MUROX and VOO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MUROX vs. VOO - Dividend Comparison

MUROX's dividend yield for the trailing twelve months is around 6.85%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
MUROX
Mutual of America 2055 Retirement Fund
6.85%7.12%4.92%12.01%5.70%7.98%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MUROX vs. VOO - Drawdown Comparison

The maximum MUROX drawdown since its inception was -33.58%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MUROX and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MUROX vs. VOO - Volatility Comparison

The current volatility for Mutual of America 2055 Retirement Fund (MUROX) is 3.88%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that MUROX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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