Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDVSX (MASSMUTUAL SELECT DIVERSIFIED VALUE FUND CLASS R5) | 10.83% | 27.47% | 19.33% | 6.45% | 9.76% | 10.34% | 7.30% | … | … |
Data as of 06/04/2026, Common starting date is 12/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDVSX (MASSMUTUAL SELECT DIVERSIFIED VALUE FUND CLASS R5) | 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 (%) | 0.77 | 27.47 | 19.33 | 6.45 | 9.76 | 10.34 | 7.30 | … | … | 10.83 | 16.94 | 17.18 | 9.37 | -11.82 | 15.44 | -0.72 | 26.32 | -8.55 | 19.37 | 13.24 | -3.26 | 11.81 | 34.41 | 17.77 | 1.37 | 12.57 | 20.10 | -40.73 | -2.39 | 21.65 | 3.11 | -0.15 |
| Sharpe Ratio | NA | 2.25 | 1.25 | 0.24 | 0.44 | NA | NA | … | … | 2.07 | 0.92 | 1.15 | 0.44 | -0.60 | 0.87 | -0.03 | 2.02 | -0.62 | 2.46 | 0.91 | -0.21 | 1.02 | 3.02 | 1.36 | 0.05 | 0.66 | 0.65 | -0.93 | -0.33 | 1.88 | 0.08 | -17.88 |
| Standard Deviation(%) | NA | 10.71 | 13.01 | 16.22 | 18.39 | NA | NA | … | … | 11.47 | 15.38 | 11.79 | 13.03 | 22.30 | 17.79 | 37.56 | 12.28 | 16.08 | 7.66 | 14.37 | 15.91 | 11.59 | 11.39 | 13.12 | 24.40 | 19.04 | 30.86 | 44.85 | 16.89 | 9.72 | 11.13 | 0.73 |
| Draw Down(%) | NA | 6.89 | 13.95 | 24.48 | 38.69 | NA | NA | … | … | 6.89 | 13.32 | 8.12 | 10.14 | 17.80 | 13.23 | 38.69 | 7.06 | 19.83 | 4.41 | 12.16 | 13.02 | 8.49 | 5.20 | 9.74 | 21.40 | 17.23 | 32.10 | 53.31 | 14.44 | 7.85 | 7.26 | 0.15 |
| Yield(%) | 0.00 | 28.28 | 22.31 | 11.09 | 11.51 | 12.86 | 8.31 | … | … | 0.00 | 28.79 | 33.77 | 5.29 | 1.91 | 2.18 | 2.00 | 8.45 | 14.91 | 33.81 | 6.82 | 1.65 | 2.09 | 1.50 | 2.67 | 1.81 | 2.01 | 2.07 | 2.65 | 5.62 | 5.04 | 0.00 | 0.49 |
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 |
|---|---|---|---|---|
| MDVSX (MASSMUTUAL SELECT DIVERSIFIED VALUE FUND CLASS R5) |
-19.77%
Feb 2006 – Feb 2009 |
-5.39%
Sep 2006 – Sep 2011 |
3.93%
Feb 2006 – Feb 2016 |
4.49%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDVSX (MASSMUTUAL SELECT DIVERSIFIED VALUE FUND CLASS R5) |
24.66%
Feb 2009 – Feb 2012 |
23.24%
Feb 2009 – Feb 2014 |
15.45%
Feb 2009 – Feb 2019 |
12.03%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart