MPZRX Performance — MassMutual Strategic Emerging Markets Fund, Class R3
Data updated: 2025-02-28
MPZRX returned −1.94% over one year to Dec 2024. Annualised returns are −7.37% over 3 years and −3.23% over 5 years. The fund trailed its Emerging Markets Equity category average: $100 invested three years ago grew to $79, against $95 for the category, and to $98 over one year, against $107. Volatility over the past three years was 19.07% a year. In the 12 months to Dec 2024 the fund lost a net $5.8M, and assets reached $94.08M.
MPZRX Growth of $100
What $100 invested in MassMutual Strategic Emerging Markets Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | MPZRX | Category average |
|---|---|---|
| 1 year (Jan 2024 – Dec 2024) | $98 | $107 |
| 3 years (Jan 2022 – Dec 2024) | $79 | $95 |
| 5 years (Jan 2020 – Dec 2024) | $85 | $114 |
| Since data start (Jul 2019 – Dec 2024) | $91 | $122 |
MPZRX Trailing Returns
Total returns to Dec 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −1.94% |
| 3 years (annualised) | −7.37% |
| 5 years (annualised) | −3.23% |
MPZRX Annual Returns
Calendar-year total returns of MassMutual Strategic Emerging Markets Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 | −1.94% |
| 2023 | +9.42% |
| 2022 | −25.93% |
| 2021 | −8.53% |
| 2020 | +16.71% |
| 2019 (Jul–Dec) | +7.41% |
MPZRX 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 | +3.7% | +3.5% | −5.3% | +0.6% | +1.8% | −1.7% | +3.6% | +0.9% | +0.2% | −0.6% | −4.4% | −3.6% |
| 2023 | +4.5% | −4.4% | +9.9% | +3.4% | −4.0% | +0.7% | −3.8% | −7.5% | +4.7% | +3.8% | +5.0% | −1.9% |
| 2022 | −5.2% | −7.9% | −3.6% | −6.1% | +2.1% | −8.0% | −10.4% | −2.0% | +2.2% | −3.7% | +17.8% | −2.1% |
| 2021 | −1.4% | +1.7% | +0.5% | −0.4% | +2.3% | +3.3% | −3.2% | +1.6% | −8.3% | −2.0% | −4.5% | +2.3% |
| 2020 | −15.1% | −5.2% | −4.1% | +7.8% | +1.5% | +7.9% | −2.3% | +3.6% | +6.3% | +6.8% | +11.0% | +0.4% |
| 2019 | — | — | — | — | — | — | +1.0% | −3.2% | −1.6% | +5.5% | +1.0% | +4.8% |
MPZRX Risk
Risk measures from monthly returns over Jan 2022 – Dec 2024.
- 3-year volatility (annualised): 19.07%
- 3-year Sharpe ratio: -0.62 (vs 4.5% risk-free rate)
- Best month: +17.83% (Nov 2022)
- Worst month: −10.39% (Jul 2022)
MPZRX Fund Flows
Monthly money in and out of MassMutual Strategic Emerging Markets Fund, from SEC Form N-PORT.
- 12-month net flow: −$5.8M
- 12-month gross sales (incl. reinvestments): $18.2M
- Sales ÷ redemptions: 0.76×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2024 | $753K | $1.1M | −$322K |
| Nov 2024 | $631K | $2.2M | −$1.6M |
| Oct 2024 | $646K | $2.5M | −$1.9M |
| Sep 2024 | $1.8M | $1.9M | −$89K |
| Aug 2024 | $970K | $1.4M | −$393K |
| Jul 2024 | $613K | $1.8M | −$1.2M |
| Jun 2024 | $619K | $2.1M | −$1.5M |
| May 2024 | $579K | $2.9M | −$2.3M |
| Apr 2024 | $292K | $2.8M | −$2.5M |
| Mar 2024 | $2.3M | $2.1M | $223K |
| Feb 2024 | $3.7M | $1.9M | $1.7M |
| Jan 2024 | $5.4M | $1.4M | $4.0M |
MPZRX Assets Under Management
Net assets of MassMutual Strategic Emerging Markets Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-12-31 | $94.08M |
| 2024-09-30 | $106.89M |
| 2024-06-30 | $103.44M |
| 2024-03-31 | $108.89M |
| 2023-12-31 | $100.94M |
| 2023-09-30 | $101.62M |
| 2023-06-30 | $117.50M |
| 2023-03-31 | $118.84M |
| 2022-12-31 | $118.31M |
| 2022-09-30 | $108.05M |
| 2022-06-30 | $120.10M |
| 2022-03-31 | $140.00M |
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.