ENTIX vs. EPSYX

Last updated Aug 4, 2026

ENTIX (ERShares Global Entrepreneurs™) and EPSYX (MainStay Epoch Global Equity Yield Fund) are both Global Equities funds. Over the past 10 years, ENTIX returned 9.64%/yr vs 10.37%/yr for EPSYX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. ENTIX charges 1.29%/yr vs 0.84%/yr for EPSYX.

Performance

ENTIX vs. EPSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ERShares Global Entrepreneurs™ (ENTIX) 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, ENTIX achieves a -5.15% return, which is significantly lower than EPSYX's 21.21% return. Over the past 10 years, ENTIX has underperformed EPSYX with an annualized return of 9.64%, while EPSYX has yielded a comparatively higher 10.37% annualized return.

ENTIX

• 1D: 0.43%
• 1M: -1.62%
• 6M: -0.37%
• YTD: -5.15%
• 1Y: -2.90%
• 3Y*: 16.38%
• 5Y*: 3.65%
• 10Y*: 9.64%
• ALL TIME*: 8.78%

EPSYX

• 1D: -0.17%
• 1M: 1.62%
• 6M: 15.06%
• YTD: 21.21%
• 1Y: 33.16%
• 3Y*: 20.76%
• 5Y*: 13.53%
• 10Y*: 10.37%
• ALL TIME*: 8.13%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ENTIX ERShares Global Entrepreneurs™	$0.00	$0.00	$0.00
EPSYX MainStay Epoch Global Equity Yield Fund	$0.00	$0.00	$0.00

ENTIX vs. EPSYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENTIX ERShares Global Entrepreneurs™	-5.15%	22.05%	33.84%	23.82%	-31.67%	-8.38%	38.75%	27.65%	-11.04%	30.17%
EPSYX MainStay Epoch Global Equity Yield Fund	21.21%	22.09%	15.38%	12.50%	-5.37%	17.40%	-1.38%	23.19%	-9.23%	16.31%

Correlation

The correlation between ENTIX and EPSYX is 0.47, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.47
Correlation (3Y) Balances recent behavior with more history.	0.62
Correlation (5Y) Shows whether the relationship held over a longer period.	0.68
Correlation (10Y) Provides a long-term view across more market conditions.	0.64
Correlation (All Time) Calculated using the full available price history since Nov 11, 2010	0.69

Over the past year, the correlation between ENTIX and EPSYX has dropped to 0.47 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

Return for Risk

ENTIX vs. EPSYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ENTIX

ENTIX Risk / Return Rank: 2
ENTIX Sharpe Ratio Rank: 2
ENTIX Sortino Ratio Rank: 2
ENTIX Omega Ratio Rank: 2
ENTIX Calmar Ratio Rank: 2
ENTIX Martin Ratio Rank: 2

EPSYX

EPSYX Risk / Return Rank: 96
EPSYX Sharpe Ratio Rank: 98
EPSYX Sortino Ratio Rank: 96
EPSYX Omega Ratio Rank: 94
EPSYX Calmar Ratio Rank: 96
EPSYX Martin Ratio Rank: 96

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ENTIX vs. EPSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ERShares Global Entrepreneurs™ (ENTIX) 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.

	ENTIX	EPSYX	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	3.07	-3.33
Sortino ratio: Return per unit of downside risk	-0.22	4.21	-4.42
Omega ratio: Gain probability vs. loss probability	0.97	1.55	-0.58
Calmar ratio: Return relative to maximum drawdown	-0.21	4.49	-4.70
Martin ratio: Return relative to average drawdown	-0.44	17.83	-18.27

ENTIX vs. EPSYX - Sharpe Ratio Comparison

The current ENTIX Sharpe Ratio is -0.26, which is lower than the EPSYX Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of ENTIX 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

ENTIX vs. EPSYX - Drawdown Comparison

The maximum ENTIX drawdown since its inception was -54.84%, which is greater than EPSYX's maximum drawdown of -48.92%. Use the drawdown chart below to compare losses from any high point for ENTIX and EPSYX.

Drawdown Indicators

	ENTIX	EPSYX	Difference
Max Drawdown Largest peak-to-trough decline	-54.84%	-48.92%	-5.92%
Max Drawdown (1Y) Largest decline over 1 year	-25.35%	-7.22%	-18.13%
Max Drawdown (3Y) Largest decline over 3 years	-25.35%	-12.95%	-12.40%
Max Drawdown (5Y) Largest decline over 5 years	-44.18%	-18.92%	-25.26%
Max Drawdown (10Y) Largest decline over 10 years	-54.84%	-36.35%	-18.49%
Current Drawdown Current decline from peak	-12.65%	-0.47%	-12.18%
Average Drawdown Average peak-to-trough decline	-13.73%	-6.85%	-6.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.10%	1.82%	+10.28%

Volatility

ENTIX vs. EPSYX - Volatility Comparison

ERShares Global Entrepreneurs™ (ENTIX) has a higher volatility of 4.27% compared to MainStay Epoch Global Equity Yield Fund (EPSYX) at 2.58%. This indicates that ENTIX's price experiences larger fluctuations and is considered to be riskier than EPSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENTIX	EPSYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.27%	2.58%	+1.69%
Volatility (6M) Calculated over the trailing 6-month period	16.03%	8.34%	+7.69%
Volatility (1Y) Calculated over the trailing 1-year period	20.63%	10.60%	+10.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.80%	13.06%	+8.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.93%	14.78%	+6.15%

ENTIX vs. EPSYX - Expense Ratio Comparison

ENTIX has a 1.29% expense ratio, which is higher than EPSYX's 0.84% expense ratio.

Dividends

ENTIX vs. EPSYX - Dividend Comparison

ENTIX's dividend yield for the trailing twelve months is around 0.05%, less than EPSYX's 6.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENTIX ERShares Global Entrepreneurs™	0.05%	0.04%	0.61%	0.07%	0.00%	29.89%	10.55%	3.00%	2.92%	8.18%	0.00%	0.37%
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 ENTIX and EPSYX in my portfolio?

ENTIX and EPSYX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ENTIX or EPSYX?

ENTIX has higher volatility (4.27%) compared to EPSYX (2.58%). In terms of maximum drawdown, ENTIX dropped -54.84% vs EPSYX's -48.92%.

Which has better risk-adjusted returns?

EPSYX currently has the higher Sharpe Ratio (3.07 vs -0.26), 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.