Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDDAX (MASSMUTUAL SELECT DIVERSIFIED VALUE FUND CLASS A) | 10.70% | -5.15% | 7.83% | 0.00% | 6.14% | 7.73% | 5.26% | … | … |
Data as of 06/04/2026, Common starting date is 12/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDDAX (MASSMUTUAL SELECT DIVERSIFIED VALUE FUND CLASS A) | 12/28/2004 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.88 | -5.15 | 7.83 | 0.00 | 6.14 | 7.73 | 5.26 | … | … | 10.70 | -12.97 | 16.63 | 8.97 | -12.23 | 14.87 | -1.15 | 25.65 | -8.88 | 18.80 | 12.77 | -3.68 | 11.26 | 33.79 | 17.23 | 0.84 | 11.97 | 19.57 | -41.03 | -2.91 | 20.97 | 3.02 | -0.25 |
| Sharpe Ratio | NA | -0.30 | 0.22 | -0.12 | 0.22 | NA | NA | … | … | 2.00 | -0.50 | 1.11 | 0.41 | -0.62 | 0.83 | -0.04 | 1.97 | -0.65 | 2.37 | 0.88 | -0.23 | 0.97 | 2.95 | 1.31 | 0.03 | 0.62 | 0.63 | -0.93 | -0.36 | 1.82 | 0.07 | -79.48 |
| Standard Deviation(%) | NA | 30.10 | 20.82 | 20.51 | 20.42 | NA | NA | … | … | 11.64 | 32.13 | 11.74 | 13.05 | 22.25 | 17.83 | 37.58 | 12.26 | 15.95 | 7.69 | 14.34 | 15.90 | 11.59 | 11.45 | 13.18 | 24.33 | 19.10 | 31.07 | 44.92 | 16.85 | 9.70 | 10.96 | 0.25 |
| Draw Down(%) | NA | 25.24 | 25.24 | 25.24 | 38.72 | NA | NA | … | … | 6.99 | 25.24 | 8.11 | 10.27 | 18.04 | 13.24 | 38.72 | 7.03 | 20.12 | 4.42 | 12.23 | 13.12 | 8.53 | 5.22 | 9.76 | 21.59 | 17.40 | 32.29 | 53.54 | 14.67 | 7.96 | 7.26 | 0.25 |
| Yield(%) | 0.00 | 0.00 | 13.54 | 6.82 | 9.28 | 10.31 | 6.73 | … | … | 0.00 | 0.00 | 33.33 | 4.81 | 1.46 | 1.54 | 1.59 | 7.89 | 14.49 | 33.27 | 6.42 | 1.16 | 1.55 | 0.89 | 2.10 | 1.20 | 1.41 | 1.51 | 2.19 | 5.22 | 4.70 | 0.00 | 0.39 |
Data as of 06/04/2026, Common starting date is 12/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDDAX (MASSMUTUAL SELECT DIVERSIFIED VALUE FUND CLASS A) |
-20.12%
Feb 2006 – Feb 2009 |
-5.86%
Sep 2006 – Sep 2011 |
3.43%
Feb 2006 – Feb 2016 |
4.02%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDDAX (MASSMUTUAL SELECT DIVERSIFIED VALUE FUND CLASS A) |
23.96%
Feb 2009 – Feb 2012 |
22.60%
Feb 2009 – Feb 2014 |
14.90%
Feb 2009 – Feb 2019 |
11.50%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart