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CRF vs. MYIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRF vs. MYIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cornerstone Total Return Fund, Inc. (CRF) and MainStay WMC International Research Equity Fund (MYIIX). The values are adjusted to include any dividend payments, if applicable.

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CRF vs. MYIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRF
Cornerstone Total Return Fund, Inc.
-9.10%12.46%44.39%19.49%-36.70%39.73%28.13%21.74%-11.74%21.35%
MYIIX
MainStay WMC International Research Equity Fund
-0.87%39.10%7.56%13.56%-15.94%10.65%1.75%17.15%-23.31%23.20%

Returns By Period

In the year-to-date period, CRF achieves a -9.10% return, which is significantly lower than MYIIX's -0.87% return. Over the past 10 years, CRF has outperformed MYIIX with an annualized return of 11.28%, while MYIIX has yielded a comparatively lower 6.53% annualized return.


CRF

1D
4.83%
1M
-5.17%
YTD
-9.10%
6M
-5.37%
1Y
18.64%
3Y*
17.40%
5Y*
5.68%
10Y*
11.28%

MYIIX

1D
0.10%
1M
-11.08%
YTD
-0.87%
6M
5.98%
1Y
29.46%
3Y*
16.37%
5Y*
8.52%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRF vs. MYIIX - Expense Ratio Comparison

CRF has a 1.84% expense ratio, which is higher than MYIIX's 0.86% expense ratio.


Return for Risk

CRF vs. MYIIX — Risk / Return Rank

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

CRF
CRF Risk / Return Rank: 5151
Overall Rank
CRF Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CRF Sortino Ratio Rank: 5454
Sortino Ratio Rank
CRF Omega Ratio Rank: 5353
Omega Ratio Rank
CRF Calmar Ratio Rank: 5353
Calmar Ratio Rank
CRF Martin Ratio Rank: 4747
Martin Ratio Rank

MYIIX
MYIIX Risk / Return Rank: 8787
Overall Rank
MYIIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MYIIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
MYIIX Omega Ratio Rank: 8787
Omega Ratio Rank
MYIIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
MYIIX Martin Ratio Rank: 8686
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.

CRF vs. MYIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Total Return Fund, Inc. (CRF) and MainStay WMC International Research Equity Fund (MYIIX). 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.


CRFMYIIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.86

-0.93

Sortino ratio

Return per unit of downside risk

1.43

2.35

-0.92

Omega ratio

Gain probability vs. loss probability

1.21

1.37

-0.17

Calmar ratio

Return relative to maximum drawdown

1.26

2.18

-0.92

Martin ratio

Return relative to average drawdown

4.66

9.00

-4.34

CRF vs. MYIIX - Sharpe Ratio Comparison

The current CRF Sharpe Ratio is 0.93, which is lower than the MYIIX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CRF and MYIIX, 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


CRFMYIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.86

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.57

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.41

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.16

-0.11

Correlation

The correlation between CRF and MYIIX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CRF vs. MYIIX - Dividend Comparison

CRF's dividend yield for the trailing twelve months is around 20.17%, more than MYIIX's 2.95% yield.


TTM20252024202320222021202020192018201720162015
CRF
Cornerstone Total Return Fund, Inc.
20.17%17.38%14.32%19.94%29.31%13.41%18.91%21.67%24.85%17.96%24.08%23.58%
MYIIX
MainStay WMC International Research Equity Fund
2.95%2.92%1.88%2.05%1.98%2.74%2.13%10.18%6.35%1.76%3.16%0.90%

Drawdowns

CRF vs. MYIIX - Drawdown Comparison

The maximum CRF drawdown since its inception was -80.70%, which is greater than MYIIX's maximum drawdown of -62.79%. Use the drawdown chart below to compare losses from any high point for CRF and MYIIX.


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Drawdown Indicators


CRFMYIIXDifference

Max Drawdown

Largest peak-to-trough decline

-80.70%

-62.79%

-17.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-11.17%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-43.12%

-30.71%

-12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

-44.88%

-1.02%

Current Drawdown

Current decline from peak

-10.77%

-11.08%

+0.31%

Average Drawdown

Average peak-to-trough decline

-22.40%

-17.33%

-5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

3.00%

+1.03%

Volatility

CRF vs. MYIIX - Volatility Comparison

Cornerstone Total Return Fund, Inc. (CRF) has a higher volatility of 8.13% compared to MainStay WMC International Research Equity Fund (MYIIX) at 6.13%. This indicates that CRF's price experiences larger fluctuations and is considered to be riskier than MYIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRFMYIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

6.13%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

10.12%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

15.05%

+5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.83%

15.01%

+10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.86%

15.96%

+9.90%