Mutual fund is a speculation medium which is comprised of a pool of funds gathered from numerous retail financial specialists to put resources into securities exchange instruments, for example, stocks, securities, currency market instruments and different resources. Mutual funds allow tax benefits, diversification and other various options through making an investment in equity, debt or hybrid funds. Mutual funds are managed by professional, hence retail and inexperienced investors are advised to invest in the stock market through mutual funds. The main goal of undertaking of this study was to know about mutual fund schemes and it's routine. This makes a necessity for the investors to analyse the behavioural aspects of these funds. It also helps in understanding different schemes of mutual funds from different companies. The study has taken 5 years information of a plan of 10 organizations to ascertain different estimates like mean, standard deviation, beta, Sharpe proportion, Treynor proportion and Janson proportion. Monthly NAVs of selected Mutual Fund Schemes of 10 AMC was collected and their company-wise monthly returns are compared with returns of Nifty 50.  The results of the research shows that while investing, investor must consider both return and risk involved in the scheme. Therefore, while investing, investors should carefully evaluate and analyse the market and other factors. Canara Robeco and ICICI Prudential, fund is performing better than other eight mutual funds. HDFC is also performing better that holds first rank in one of the tools.               

Keywords: Mutual Fund, Return, Comparison, Sharpe Ratio, Treynor Ratio, Jenson Ratio, Market Index.