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CRARX vs. MGXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRARX vs. MGXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay CBRE Real Estate Fund (CRARX) and MainStay Equity Allocation Fund (MGXIX). The values are adjusted to include any dividend payments, if applicable.

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CRARX vs. MGXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRARX
MainStay CBRE Real Estate Fund
3.34%-0.28%0.71%13.50%-26.95%52.55%-6.50%28.29%-8.00%5.23%
MGXIX
MainStay Equity Allocation Fund
-5.05%14.31%11.47%17.67%-17.08%20.76%15.71%24.59%-13.47%18.74%

Returns By Period

In the year-to-date period, CRARX achieves a 3.34% return, which is significantly higher than MGXIX's -5.05% return. Over the past 10 years, CRARX has underperformed MGXIX with an annualized return of 4.24%, while MGXIX has yielded a comparatively higher 8.62% annualized return.


CRARX

1D
0.38%
1M
-7.31%
YTD
3.34%
6M
1.44%
1Y
1.34%
3Y*
4.66%
5Y*
3.41%
10Y*
4.24%

MGXIX

1D
-0.41%
1M
-8.95%
YTD
-5.05%
6M
-2.44%
1Y
12.02%
3Y*
10.91%
5Y*
5.97%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRARX vs. MGXIX - Expense Ratio Comparison

CRARX has a 0.83% expense ratio, which is higher than MGXIX's 0.12% expense ratio.


Return for Risk

CRARX vs. MGXIX — Risk / Return Rank

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

CRARX
CRARX Risk / Return Rank: 88
Overall Rank
CRARX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CRARX Sortino Ratio Rank: 77
Sortino Ratio Rank
CRARX Omega Ratio Rank: 77
Omega Ratio Rank
CRARX Calmar Ratio Rank: 99
Calmar Ratio Rank
CRARX Martin Ratio Rank: 1010
Martin Ratio Rank

MGXIX
MGXIX Risk / Return Rank: 3232
Overall Rank
MGXIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MGXIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MGXIX Omega Ratio Rank: 3333
Omega Ratio Rank
MGXIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
MGXIX Martin Ratio Rank: 3636
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.

CRARX vs. MGXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay CBRE Real Estate Fund (CRARX) and MainStay Equity Allocation Fund (MGXIX). 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.


CRARXMGXIXDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.75

-0.60

Sortino ratio

Return per unit of downside risk

0.31

1.15

-0.83

Omega ratio

Gain probability vs. loss probability

1.04

1.17

-0.13

Calmar ratio

Return relative to maximum drawdown

0.18

0.82

-0.64

Martin ratio

Return relative to average drawdown

0.71

3.83

-3.11

CRARX vs. MGXIX - Sharpe Ratio Comparison

The current CRARX Sharpe Ratio is 0.15, which is lower than the MGXIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CRARX and MGXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRARXMGXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.75

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.38

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.51

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.39

-0.07

Correlation

The correlation between CRARX and MGXIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CRARX vs. MGXIX - Dividend Comparison

CRARX's dividend yield for the trailing twelve months is around 1.67%, less than MGXIX's 6.44% yield.


TTM20252024202320222021202020192018201720162015
CRARX
MainStay CBRE Real Estate Fund
1.67%2.57%1.80%3.36%34.64%4.37%1.77%15.57%30.33%21.82%8.85%7.27%
MGXIX
MainStay Equity Allocation Fund
6.44%6.12%6.68%0.00%11.02%12.58%4.97%5.52%12.44%3.42%2.90%5.94%

Drawdowns

CRARX vs. MGXIX - Drawdown Comparison

The maximum CRARX drawdown since its inception was -72.66%, which is greater than MGXIX's maximum drawdown of -53.45%. Use the drawdown chart below to compare losses from any high point for CRARX and MGXIX.


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Drawdown Indicators


CRARXMGXIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.66%

-53.45%

-19.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-11.67%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-35.43%

-25.63%

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

-34.63%

-10.56%

Current Drawdown

Current decline from peak

-13.95%

-9.33%

-4.62%

Average Drawdown

Average peak-to-trough decline

-12.61%

-8.48%

-4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.59%

+0.45%

Volatility

CRARX vs. MGXIX - Volatility Comparison

The current volatility for MainStay CBRE Real Estate Fund (CRARX) is 4.09%, while MainStay Equity Allocation Fund (MGXIX) has a volatility of 4.78%. This indicates that CRARX experiences smaller price fluctuations and is considered to be less risky than MGXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRARXMGXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

4.78%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

8.95%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

16.08%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

15.62%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

17.07%

+4.22%