MainStay WMC Enduring Capital Fund (MSOAX) Sharpe Ratio: -0.48

MSOAX's Sharpe Ratio of -0.48 indicates that for each unit of volatility, it generates -0.48 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

MSOAX Sharpe Ratio Rank

Concerning

MSOAX ranks above 1.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

MSOAX Sharpe Ratio Market Positioning

The chart shows MSOAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.65 or lower
Yellow zone (middle 50%): 0.65 to 1.37
Green zone (top 25%): 1.37 or higher
Top 1%: 3.59+
Median: 1.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares MainStay WMC Enduring Capital Fund's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how MSOAX'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 Apr 1, 2026.

Symbol	Name	1Y Sharpe Ratio
SGOIX	First Eagle Overseas Fund Class I	1.97
POGSX	Pin Oak Equity	1.74
ORDNX	North Square Preferred and Income Securities Fund	1.73
DHAMX	Centre American Select Equity Fund	1.69
DFIEX	DFA International Core Equity Portfolio I	1.66
VPMAX	Vanguard PRIMECAP Fund Admiral Shares	1.64
FNSTX	Fidelity Infrastructure Fund	1.61
PAGRX	Permanent Portfolio Aggressive Growth Portfolio	1.55
PAGDX	Permanent Portfolio Aggressive Growth Fund Class A	1.53
VTSNX	Vanguard Total International Stock Index Fund Institutional Shares	1.50
MSOAX	MainStay WMC Enduring Capital Fund	-0.48

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows MSOAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MSOAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore MSOAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

MSOAX Sortino Ratio