BCGDX vs. EPSYX

Last updated Jun 25, 2026

BCGDX (Blue Current Global Dividend Fund) and EPSYX (MainStay Epoch Global Equity Yield Fund) are both Global Equities funds. Over the past 10 years, BCGDX returned 11.98%/yr vs 10.61%/yr for EPSYX. Their correlation of 0.91 suggests significant overlap in exposure. BCGDX charges 0.99%/yr vs 0.84%/yr for EPSYX.

Performance

BCGDX vs. EPSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Current Global Dividend Fund (BCGDX) and MainStay Epoch Global Equity Yield Fund (EPSYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCGDX achieves a 8.67% return, which is significantly lower than EPSYX's 17.87% return. Over the past 10 years, BCGDX has outperformed EPSYX with an annualized return of 11.98%, while EPSYX has yielded a comparatively lower 10.61% annualized return.

BCGDX

• 1D: -0.38%
• 1M: 1.11%
• YTD: 8.67%
• 6M: 7.45%
• 1Y: 24.12%
• 3Y*: 20.82%
• 5Y*: 12.66%
• 10Y*: 11.98%

EPSYX

• 1D: -0.65%
• 1M: 1.47%
• YTD: 17.87%
• 6M: 17.12%
• 1Y: 29.66%
• 3Y*: 21.31%
• 5Y*: 13.01%
• 10Y*: 10.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BCGDX vs. EPSYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BCGDX Blue Current Global Dividend Fund	8.67%	30.23%	16.71%	14.46%	-8.62%	18.78%	7.06%	26.17%	-12.14%	18.97%
EPSYX MainStay Epoch Global Equity Yield Fund	17.87%	22.09%	15.38%	12.50%	-5.37%	17.40%	-1.38%	23.19%	-9.23%	16.31%

Correlation

The correlation between BCGDX and EPSYX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.91

The correlation between BCGDX and EPSYX has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.

Return for Risk

BCGDX vs. EPSYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCGDX

BCGDX Risk / Return Rank: 71
BCGDX Sharpe Ratio Rank: 76
BCGDX Sortino Ratio Rank: 75
BCGDX Omega Ratio Rank: 73
BCGDX Calmar Ratio Rank: 65
BCGDX Martin Ratio Rank: 68

EPSYX

EPSYX Risk / Return Rank: 90
EPSYX Sharpe Ratio Rank: 94
EPSYX Sortino Ratio Rank: 90
EPSYX Omega Ratio Rank: 86
EPSYX Calmar Ratio Rank: 90
EPSYX Martin Ratio Rank: 92

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.

BCGDX vs. EPSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Current Global Dividend Fund (BCGDX) and MainStay Epoch Global Equity Yield Fund (EPSYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BCGDX	EPSYX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.95	-0.70
Sortino ratio: Return per unit of downside risk	3.17	4.04	-0.87
Omega ratio: Gain probability vs. loss probability	1.42	1.53	-0.11
Calmar ratio: Return relative to maximum drawdown	2.80	4.34	-1.54
Martin ratio: Return relative to average drawdown	11.66	16.96	-5.30

BCGDX vs. EPSYX - Sharpe Ratio Comparison

The current BCGDX Sharpe Ratio is 2.25, which is comparable to the EPSYX Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of BCGDX and EPSYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BCGDX vs. EPSYX - Drawdown Comparison

The maximum BCGDX drawdown since its inception was -35.90%, smaller than the maximum EPSYX drawdown of -48.92%. Use the drawdown chart below to compare losses from any high point for BCGDX and EPSYX.

Drawdown Indicators

	BCGDX	EPSYX	Difference
Max Drawdown Largest peak-to-trough decline	-35.90%	-48.92%	+13.02%
Max Drawdown (1Y) Largest decline over 1 year	-8.95%	-7.22%	-1.73%
Max Drawdown (3Y) Largest decline over 3 years	-11.79%	-12.95%	+1.16%
Max Drawdown (5Y) Largest decline over 5 years	-21.01%	-18.92%	-2.09%
Max Drawdown (10Y) Largest decline over 10 years	-35.90%	-36.35%	+0.45%
Current Drawdown Current decline from peak	-0.38%	-1.60%	+1.22%
Average Drawdown Average peak-to-trough decline	-4.26%	-6.89%	+2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.84%	+0.30%

Volatility

BCGDX vs. EPSYX - Volatility Comparison

The current volatility for Blue Current Global Dividend Fund (BCGDX) is 3.20%, while MainStay Epoch Global Equity Yield Fund (EPSYX) has a volatility of 3.93%. This indicates that BCGDX experiences smaller price fluctuations and is considered to be less risky than EPSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCGDX	EPSYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	3.93%	-0.73%
Volatility (6M) Calculated over the trailing 6-month period	9.25%	8.38%	+0.87%
Volatility (1Y) Calculated over the trailing 1-year period	11.13%	10.64%	+0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.28%	13.10%	+0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.84%	14.82%	+1.02%

BCGDX vs. EPSYX - Expense Ratio Comparison

BCGDX has a 0.99% expense ratio, which is higher than EPSYX's 0.84% expense ratio.

Dividends

BCGDX vs. EPSYX - Dividend Comparison

BCGDX's dividend yield for the trailing twelve months is around 4.36%, less than EPSYX's 6.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCGDX Blue Current Global Dividend Fund	4.36%	4.77%	4.23%	1.84%	5.11%	8.48%	1.45%	2.24%	1.53%	3.44%	1.99%	1.68%
EPSYX MainStay Epoch Global Equity Yield Fund	6.75%	8.24%	10.13%	2.71%	2.64%	2.66%	2.74%	6.87%	9.87%	2.24%	3.18%	9.65%

Frequently Asked Questions

Can I hold both BCGDX and EPSYX in my portfolio?

BCGDX and EPSYX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCGDX or EPSYX?

EPSYX has higher volatility (3.93%) compared to BCGDX (3.20%). In terms of maximum drawdown, BCGDX dropped -35.90% vs EPSYX's -48.92%.

Which has better risk-adjusted returns?

EPSYX currently has the higher Sharpe Ratio (2.95 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.