MDDLX Performance — MassMutual Diversified Value Fund, Administrative Class
Data updated: 2026-08-27
MDDLX returned +11.67% year to date and +23.68% over one year to Jun 2026. Annualised returns are +17.99% over 3 years and +11.72% over 5 years. The fund beat its US Large Value category average: $100 invested three years ago grew to $164, against $158 for the category, and to $124 over one year, against $121. Volatility over the past three years was 12.29% a year. In the 12 months to Jun 2026 the fund took in a net $117.7M, and assets reached $454.53M.
MDDLX Growth of $100
What $100 invested in MassMutual Diversified Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | MDDLX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $124 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $164 | $158 |
| 5 years (Jul 2021 – Jun 2026) | $174 | $165 |
| Since data start (Jul 2019 – Jun 2026) | $227 | $223 |
MDDLX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.67% |
| 1 year | +23.68% |
| 3 years (annualised) | +17.99% |
| 5 years (annualised) | +11.72% |
MDDLX Annual Returns
Calendar-year total returns of MassMutual Diversified Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +11.67% |
| 2025 | +16.90% |
| 2024 | +16.90% |
| 2023 | +9.18% |
| 2022 | −2.45% |
| 2021 | +28.38% |
| 2020 | −0.89% |
| 2019 (Jul–Dec) | +9.70% |
MDDLX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.8% | +2.9% | −3.6% | +4.5% | +2.3% | +1.5% | — | — | — | — | — | — |
| 2025 | −2.3% | +0.7% | +5.2% | −4.4% | +2.8% | +3.7% | +0.9% | +4.3% | +1.5% | −1.1% | +3.9% | +0.9% |
| 2024 | +6.4% | +3.1% | +0.9% | −1.1% | +3.1% | −4.3% | +0.6% | +2.4% | +5.9% | −7.1% | +6.7% | +0.2% |
| 2023 | −2.1% | −3.5% | +5.2% | +6.4% | −5.2% | +1.3% | −2.9% | −2.9% | +4.4% | +5.6% | +6.9% | −3.1% |
| 2022 | +1.7% | −0.3% | +0.1% | −8.4% | +2.9% | −5.1% | −8.9% | −1.9% | +4.9% | −4.3% | +6.5% | +12.7% |
| 2021 | +7.5% | +6.2% | −0.4% | −2.1% | +3.2% | +4.3% | −2.7% | +2.5% | +0.1% | +6.6% | −4.0% | +4.9% |
| 2020 | −16.6% | −10.2% | −3.2% | −0.2% | +3.1% | +10.4% | −2.8% | +3.3% | +3.0% | +4.0% | +14.0% | −1.8% |
| 2019 | — | — | — | — | — | — | +3.7% | −3.2% | +1.1% | +2.4% | +3.8% | +1.6% |
MDDLX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.29%
- 3-year Sharpe ratio: 1.10 (vs 4.5% risk-free rate)
- Best month: +6.93% (Nov 2023)
- Worst month: −7.07% (Oct 2024)
MDDLX Fund Flows
Monthly money in and out of MassMutual Diversified Value Fund, from SEC Form N-PORT.
- 12-month net flow: $117.7M
- 12-month gross sales (incl. reinvestments): $303.5M
- Sales ÷ redemptions: 1.63×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $3.4M | $10.2M | −$6.7M |
| May 2026 | $3.5M | $11.5M | −$8.0M |
| Apr 2026 | $3.0M | $6.9M | −$3.8M |
| Mar 2026 | $5.4M | $15.2M | −$9.8M |
| Feb 2026 | $18.8M | $27.1M | −$8.3M |
| Jan 2026 | $3.5M | $14.0M | −$10.5M |
| Dec 2025 | $12.9M | $12.9M | $8K |
| Nov 2025 | $6.1M | $6.9M | −$797K |
| Oct 2025 | $4.2M | $11.6M | −$7.4M |
| Sep 2025 | $225.6M | $40.2M | $185.4M |
| Aug 2025 | $10.0M | $18.3M | −$8.3M |
| Jul 2025 | $7.0M | $11.0M | −$4.0M |
MDDLX Assets Under Management
Net assets of MassMutual Diversified Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $454.53M |
| 2026-03-31 | $436.61M |
| 2025-12-31 | $451.40M |
| 2025-09-30 | $452.78M |
| 2025-06-30 | $333.76M |
| 2025-03-31 | $334.40M |
| 2024-12-31 | $607.43M |
| 2024-09-30 | $634.14M |
| 2024-06-30 | $198.00M |
| 2024-03-31 | $216.77M |
| 2023-12-31 | $299.78M |
| 2023-09-30 | $281.89M |
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.