MFULX Performance — MassMutual Fundamental Value Fund, Administrative Class
Data updated: 2024-11-27
MFULX returned +26.36% over one year to Sep 2024. Annualised returns are +10.60% over 3 years and +11.76% over 5 years. The fund beat its US Value category average: $100 invested three years ago grew to $135, against $109 for the category, and to $126 over one year, against $115. Volatility over the past three years was 16.10% a year. In the 12 months to Sep 2024 the fund lost a net $437.1M, and assets reached $0.
MFULX Growth of $100
What $100 invested in MassMutual Fundamental Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Value category average over the same months.
| Period | MFULX | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $126 | $115 |
| 3 years (Oct 2021 – Sep 2024) | $135 | $109 |
| 5 years (Oct 2019 – Sep 2024) | $174 | $124 |
| Since data start (Jul 2019 – Sep 2024) | $178 | $126 |
MFULX Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +26.36% |
| 3 years (annualised) | +10.60% |
| 5 years (annualised) | +11.76% |
MFULX Annual Returns
Calendar-year total returns of MassMutual Fundamental Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +15.63% |
| 2023 | +11.34% |
| 2022 | −2.92% |
| 2021 | +28.06% |
| 2020 | +1.64% |
| 2019 (Jul–Dec) | +9.16% |
MFULX 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 | +5.6% | +3.5% | +0.7% | −0.4% | +3.3% | −3.7% | −0.1% | +2.3% | +3.8% | — | — | — |
| 2023 | −2.3% | −3.6% | +4.4% | +7.0% | −3.7% | +1.2% | −2.8% | −1.9% | +4.3% | +5.5% | +6.4% | −2.7% |
| 2022 | +1.7% | −0.5% | −0.4% | −8.8% | +3.4% | −5.1% | −8.3% | −2.4% | +5.2% | −3.6% | +5.8% | +11.9% |
| 2021 | +7.1% | +7.8% | −1.3% | −1.7% | +2.8% | +4.5% | −3.2% | +1.6% | 0.0% | +6.8% | −3.5% | +5.0% |
| 2020 | −19.2% | −9.8% | −3.9% | −0.1% | +4.4% | +11.7% | −2.7% | +3.4% | +3.7% | +4.5% | +15.1% | −0.7% |
| 2019 | — | — | — | — | — | — | +3.1% | −2.4% | +1.3% | +2.5% | +3.0% | +1.4% |
MFULX Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 16.10%
- 3-year Sharpe ratio: 0.38 (vs 4.5% risk-free rate)
- Best month: +11.91% (Dec 2022)
- Worst month: −8.75% (Apr 2022)
MFULX Fund Flows
Monthly money in and out of MassMutual Fundamental Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$437.1M
- 12-month gross sales (incl. reinvestments): $127.0M
- Sales ÷ redemptions: 0.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $3.7M | $8.7M | −$5.0M |
| Aug 2024 | $2.9M | $6.5M | −$3.5M |
| Jul 2024 | $59.0M | $464.7M | −$405.7M |
| Jun 2024 | $2.6M | $7.1M | −$4.5M |
| May 2024 | $1.8M | $5.0M | −$3.1M |
| Apr 2024 | $1.6M | $8.5M | −$6.8M |
| Mar 2024 | $2.8M | $8.4M | −$5.6M |
| Feb 2024 | $1.8M | $6.0M | −$4.2M |
| Jan 2024 | $4.6M | $7.3M | −$2.6M |
| Dec 2023 | $2.1M | $25.9M | −$23.8M |
| Nov 2023 | $2.4M | $11.2M | −$8.8M |
| Oct 2023 | $41.5M | $4.9M | $36.6M |
MFULX Assets Under Management
Net assets of MassMutual Fundamental Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $0 |
| 2024-06-30 | $445.76M |
| 2024-03-31 | $464.42M |
| 2023-12-31 | $434.06M |
| 2023-09-30 | $436.63M |
| 2023-06-30 | $457.08M |
| 2023-03-31 | $451.83M |
| 2022-12-31 | $469.84M |
| 2022-09-30 | $425.97M |
| 2022-06-30 | $485.61M |
| 2022-03-31 | $585.72M |
| 2021-12-31 | $612.84M |
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.