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ISIN
US56063J1795
CUSIP
56063J179
Inception Date
Jan 2, 2004
Category
S&P 500
Min. Investment
$15,000
Index Tracked
S&P 500 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MSXAX Performance Chart

NYLI S&P 500 Index Class A (MSXAX) is up 11.1% since the beginning of the year. MSXAX is currently trading at $81 per share. Investors who bought $1,000 worth of MSXAX shares 5 years ago would now be looking at an investment worth $1,879.


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S&P 500 Index

Returns By Period

NYLI S&P 500 Index Class A (MSXAX) has returned 11.10% so far this year and 28.55% over the past 12 months.


NYLI S&P 500 Index Class A

1D
0.41%
1M
3.05%
YTD
11.10%
6M
10.74%
1Y
28.55%
3Y*
22.07%
5Y*
13.44%
10Y*
15.00%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSXAX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 2003, MSXAX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MSXAX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.41%-0.80%-5.01%10.44%5.21%0.07%11.10%
20252.73%-1.34%-5.68%-0.72%6.25%5.04%2.20%1.98%3.61%2.29%0.20%0.01%17.26%
20241.34%5.29%3.17%-4.11%4.92%3.53%1.17%2.39%2.08%-0.95%5.83%-2.44%23.98%
20236.23%-2.49%3.63%1.51%0.40%6.57%3.15%-1.63%-4.78%-2.15%9.08%4.77%25.96%
2022-5.20%-3.03%3.67%-8.77%0.14%-8.28%9.16%-4.11%-9.23%8.03%5.54%-5.81%-18.52%
2021-1.05%2.72%4.33%5.28%0.67%2.28%2.36%2.99%-4.69%6.96%-0.74%4.50%28.13%

Benchmark Metrics

NYLI S&P 500 Index Class A has an annualized alpha of 0.67%, beta of 1.00, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 2004.

  • With beta of 1.00 and R2 of 1.00, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.67%
Beta
1.00
1.00
Upside Capture
101.80%
Downside Capture
97.41%

Expense Ratio

MSXAX has an expense ratio of 0.52%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MSXAX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MSXAX Risk / Return Rank: 6969
Overall Rank
MSXAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MSXAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
MSXAX Omega Ratio Rank: 6464
Omega Ratio Rank
MSXAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
MSXAX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NYLI S&P 500 Index Class A (MSXAX) and compare them to S&P 500 Index.


MSXAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.14

Martin ratioReturn relative to average drawdown

14.57

Dividends

Dividend History

NYLI S&P 500 Index Class A provided a 0.95% dividend yield over the last twelve months, with an annual payout of $0.77 per share.


0.00%5.00%10.00%15.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.77$0.77$3.26$2.14$4.52$2.63$4.25$7.80$5.86$7.29$4.41$2.50

Dividend yield

0.95%1.06%5.20%4.04%10.30%4.44%8.78%17.42%14.49%15.18%9.63%5.53%

Monthly Dividends

The table displays the monthly dividend distributions for NYLI S&P 500 Index Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.26$3.26
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.14$2.14
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.52$4.52
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.63$2.63

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the NYLI S&P 500 Index Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NYLI S&P 500 Index Class A was 55.48%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.

The current NYLI S&P 500 Index Class A drawdown is 0.32%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.48%Mar 2009
1y 5mo3y 6mo
4y 11moOct 2007 - Sep 2012
COVID crash2020
-33.79%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
Bear market2022
-24.78%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.31%Dec 2018
3mo 4d3mo 19d
6mo 23dSep 2018 - Apr 2019
2025 selloff2025
-18.78%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025

Drawdown Indicators


MSXAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.48%

-9.10%

-46.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.97%

Max Drawdown (3Y)

Largest decline over 3 years

-18.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-0.32%

-2.97%

+2.65%

Average Drawdown

Average peak-to-trough decline

-7.16%

-1.13%

-6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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