EPSYX's Sortino Ratio of 4.22 indicates that for each unit of downside volatility, it generates 4.22 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
EPSYX Sortino Ratio Rank
EPSYX ranks above 91.5% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
EPSYX Sortino Ratio Market Positioning
The chart shows EPSYX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.93 or lower
- Yellow zone (middle 50%): 1.93 to 3.30
- Green zone (top 25%): 3.30 or higher
- Top 1%: 9.05+
- Median: 2.75 — half of all investments score higher
How it compares to other similar mutual funds
The table compares MainStay Epoch Global Equity Yield Fund's Sortino Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how EPSYX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PGVFX | Polaris Global Value Fund | 4.50 | |||
| LVAGX | LSV Global Value Fund | 4.47 | |||
| EPSYX | MainStay Epoch Global Equity Yield Fund | 4.22 | |||
| GMGEX | GMO Global Equity Allocation Fund | 4.12 | |||
| JGYIX | John Hancock Global Shareholder Yield Fund | 4.12 | |||
| FMIEX | Wasatch Global Value Fund Investor Class Shares | 3.99 | |||
| AGLOX | Ariel Global Fund | 3.93 | |||
| GWOAX | GMO Global Developed Equity Allocation Fund | 3.90 | |||
| AGOCX | PGIM Jennison Global Equity Income Fund | 3.87 | |||
| SEQAX | Guggenheim World Equity Income Fund | 3.81 |
Historical Sortino Ratio
The chart shows EPSYX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when EPSYX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does EPSYX fit in your portfolio?
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