Find A Portfolio/Ticker
Comparison Box
MLVSX: MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS R5 (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/28/2000 |
Last Dividend Date: | 01/24/2018 |
12-Mo. Yield | 0.42% |
Expenses | 0.77% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 09/09/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 04/28/2000 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 3.3 | 2.0 | -0.8 | 6.7 | 5.1 | 0.0 | 5.4 | 13.1 | 4.5 | -17.5 | -12.4 | 21.2 | -22.4 | -4.9 | 11.6 | 30.3 | -42.3 | -2.2 | 13.8 | 8.6 | 11.3 | 29.3 | -17.2 | -11.7 | -0.6 |
Sharpe Ratio | NA | -10.04 | -1.33 | -1.54 | -0.86 | NA | -1.01 | 0.0 | -7.81 | -0.66 | -1.75 | -1.7 | -1.51 | 0.21 | -1.09 | -0.99 | -0.38 | 0.37 | -1.39 | -1.41 | -0.9 | -1.29 | -0.89 | 0.69 | -1.7 | -1.82 | -1.43 |
Draw Down(%) | NA | 0.5 | 8.4 | 41.1 | 48.2 | NA | 63.2 | 0.0 | 0.5 | 6.2 | 13.3 | 21.5 | 21.4 | 8.9 | 32.7 | 22.4 | 15.1 | 30.6 | 51.9 | 13.4 | 7.3 | 6.5 | 6.7 | 11.4 | 27.6 | 27.0 | 13.0 |
Standard Deviation(%) | NA | 1.8 | 11.0 | 15.8 | 21.7 | NA | 21.4 | NA | 2.1 | 9.3 | 16.9 | 21.2 | 20.5 | 12.9 | 37.7 | 23.7 | 18.3 | 31.9 | 44.4 | 17.2 | 9.5 | 9.6 | 9.3 | 14.5 | 21.7 | 18.3 | 18.5 |
Treynor Ratio | NA | -13.09 | -0.3 | -0.34 | -0.21 | NA | -0.24 | NA | -8.66 | -0.07 | -0.26 | -0.38 | -0.28 | 0.03 | -0.51 | -0.24 | -0.07 | 0.12 | -0.62 | -0.26 | -0.09 | -0.14 | -0.1 | 0.12 | -0.5 | -0.39 | -0.25 |
Alpha | NA | -0.07 | -0.38 | -0.27 | -0.1 | NA | -0.06 | -0.01 | -0.06 | -0.13 | 0.08 | -0.17 | -0.09 | -0.14 | -0.14 | -0.03 | -0.03 | 0.03 | -0.04 | -0.01 | -0.03 | -0.09 | -0.02 | 0.0 | -0.09 | -0.02 | -0.02 |
Beta | NA | 0.01 | 0.49 | 0.71 | 0.9 | NA | 0.91 | 0.0 | 0.02 | 0.89 | 1.12 | 0.94 | 1.09 | 0.91 | 0.8 | 0.98 | 0.98 | 1.0 | 1.0 | 0.94 | 0.96 | 0.86 | 0.82 | 0.82 | 0.74 | 0.86 | 1.05 |
RSquared | NA | 0.02 | 0.32 | 0.36 | 0.56 | NA | 0.73 | 0.0 | 0.02 | 0.47 | 0.78 | 0.49 | 0.38 | 0.62 | 0.1 | 0.97 | 0.96 | 0.97 | 0.97 | 0.86 | 0.9 | 0.91 | 0.89 | 0.92 | 0.89 | 0.9 | 0.8 |
Yield(%) | N/A | 0.4 | 5.7 | 8.1 | 12.0 | 6.9 | N/A | 0.0 | 0.4 | 7.0 | 8.1 | 14.2 | 16.7 | 9.5 | 33.7 | 0.7 | 1.7 | 1.1 | 2.8 | 6.9 | 0.9 | 1.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -93.1 | -68.9 | -14.4 | N/A | N/A | N/A | -100.0 | -93.1 | -8.3 | -53.2 | -25.1 | 107.3 | -77.7 | 4315.6 | -53.3 | 98.8 | -76.6 | -60.2 | 782.2 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/28/2000
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See LARGE VALUE Asset Class Trend Rankings |
Top Rated Funds in LARGE VALUE
Best Mutual Funds
- HFCVX (HENNESSY CORNERSTONE VALUE FUND INVESTOR CLASS) (100%)
- TWEIX (EQUITY INCOME FUND INVESTOR CLASS) (100%)
- VEIPX (VANGUARD EQUITY INCOME FUND INVESTOR SHARES) (99%)
- MAVFX (MATRIX ADVISORS VALUE FUND INC. MATRIX ADVISORS VALUE FUND INC.) (99%)
- VWNFX (Vanguard Windsor II Fund) (99%)
- SSHFX (SOUND SHORE FUND INC. INVESTOR CLASS) (99%)
- DTLVX (LARGE COMPANY VALUE PORTFOLIO INVESTMENT CLASS) (98%)
- FEQIX (FIDELITY EQUITY-INCOME FUND FIDELITY EQUITY-INCOME FUND) (98%)
- FSTKX (FEDERATED MDT LARGE CAP VALUE FUND SERVICE SHARES) (98%)
- TRVLX (T. ROWE PRICE VALUE FUND INC. T. ROWE PRICE VALUE FUND INC.) (98%)
Best ETFs
- PWV (Invesco Dynamic Large Cap Value ETF) (100%)
- VTV (Vanguard Value Index Fund ETF Shares) (100%)
- PFM (Invesco Dividend Achievers ETF) (99%)
- IVE (iShares S&P 500 Value ETF) (99%)
- DIA (SPDR Dow Jones Industrial Average ETF Trust) (98%)
- IWD (iShares Russell 1000 Value ETF) (98%)
- DTD (WisdomTree U.S. Total Dividend Fund) (95%)
- DHS (WisdomTree U.S. High Dividend Fund) (95%)
- CVY (Invesco Zacks Multi-Asset Income ETF) (95%)
- DLN (WisdomTree U.S. LargeCap Dividend Fund) (95%)
Best Closed End Funds
- CII (BlackRock Enhanced Capital and Income Closed Fund) (97%)
- BDJ (BlackRock Enhanced Equity Dividend Trust) (96%)
- EVT (Eaton Vance Tax Advantaged Dividend Income Closed Fund) (96%)
- GDV (Gabelli Dividend & Income Closed Fund) (96%)
- NFJ (Virtus Dividend Interest & Premium Strategy Fund) (96%)
- TY (Tri Continental Closed Fund) (96%)