DENVX Performance — MassMutual Disciplined Value Fund, Service Class
Data updated: 2025-02-28
DENVX returned +15.77% over one year to Dec 2024. Annualised returns are +5.85% over 3 years and +8.78% over 5 years. The fund beat its US Mid-Cap Value category average: $100 invested three years ago grew to $119, against $118 for the category, and to $116 over one year, against $112. Volatility over the past three years was 16.39% a year. In the 12 months to Dec 2024 the fund lost a net $10.8M, and assets reached $32.85M.
DENVX Growth of $100
What $100 invested in MassMutual Disciplined Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Value category average over the same months.
| Period | DENVX | Category average |
|---|---|---|
| 1 year (Jan 2024 – Dec 2024) | $116 | $112 |
| 3 years (Jan 2022 – Dec 2024) | $119 | $118 |
| 5 years (Jan 2020 – Dec 2024) | $152 | $160 |
| Since data start (Jul 2019 – Dec 2024) | $164 | $172 |
DENVX Trailing Returns
Total returns to Dec 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +15.77% |
| 3 years (annualised) | +5.85% |
| 5 years (annualised) | +8.78% |
DENVX Annual Returns
Calendar-year total returns of MassMutual Disciplined Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 | +15.77% |
| 2023 | +10.65% |
| 2022 | −7.43% |
| 2021 | +30.62% |
| 2020 | −1.67% |
| 2019 (Jul–Dec) | +7.89% |
DENVX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +5.3% | +3.6% | +0.6% | −0.9% | +3.5% | −4.9% | +1.1% | +3.3% | +4.9% | −6.8% | +6.1% | −0.2% |
| 2023 | −1.1% | −2.5% | +5.2% | +7.1% | −3.6% | +0.2% | −3.9% | −1.4% | +2.9% | +5.3% | +6.6% | −3.8% |
| 2022 | +2.6% | −1.9% | −2.9% | −7.8% | +2.6% | −5.3% | −8.3% | −3.6% | +6.7% | −3.8% | +6.4% | +9.6% |
| 2021 | +6.7% | +4.3% | −0.3% | −0.5% | +3.3% | +5.1% | −3.6% | +2.1% | +1.9% | +6.7% | −2.8% | +4.8% |
| 2020 | −17.1% | −9.6% | −3.3% | −0.8% | +2.9% | +11.0% | −2.6% | +4.2% | +3.1% | +3.1% | +12.6% | −1.5% |
| 2019 | — | — | — | — | — | — | +3.6% | −3.7% | +0.6% | +2.4% | +3.3% | +1.7% |
DENVX Risk
Risk measures from monthly returns over Jan 2022 – Dec 2024.
- 3-year volatility (annualised): 16.39%
- 3-year Sharpe ratio: 0.08 (vs 4.5% risk-free rate)
- Best month: +9.60% (Dec 2022)
- Worst month: −8.35% (Jul 2022)
DENVX Fund Flows
Monthly money in and out of MassMutual Disciplined Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$10.8M
- 12-month gross sales (incl. reinvestments): $7.1M
- Sales ÷ redemptions: 0.40×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2024 | $107K | $766K | −$660K |
| Nov 2024 | $231K | $503K | −$273K |
| Oct 2024 | $5.1M | $5.2M | −$104K |
| Sep 2024 | $163K | $1.2M | −$1.0M |
| Aug 2024 | $120K | $270K | −$150K |
| Jul 2024 | $169K | $2.2M | −$2.1M |
| Jun 2024 | $158K | $2.8M | −$2.7M |
| May 2024 | $143K | $1.4M | −$1.3M |
| Apr 2024 | $149K | $379K | −$231K |
| Mar 2024 | $158K | $635K | −$478K |
| Feb 2024 | $347K | $1.0M | −$682K |
| Jan 2024 | $250K | $1.4M | −$1.2M |
DENVX Assets Under Management
Net assets of MassMutual Disciplined Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-12-31 | $32.85M |
| 2024-09-30 | $39.03M |
| 2024-06-30 | $38.69M |
| 2024-03-31 | $44.01M |
| 2023-12-31 | $42.29M |
| 2023-09-30 | $62.89M |
| 2023-06-30 | $72.76M |
| 2023-03-31 | $73.74M |
| 2022-12-31 | $73.58M |
| 2022-09-30 | $67.19M |
| 2022-06-30 | $75.53M |
| 2022-03-31 | $86.03M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.