EPLCX vs. FDFIX
Compare and contrast key facts about MainStay Epoch U.S. Equity Yield Fund (EPLCX) and Fidelity Flex 500 Index Fund (FDFIX).
EPLCX is managed by New York Life Investments. It was launched on Dec 3, 2008. FDFIX is managed by Fidelity. It was launched on Mar 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPLCX or FDFIX.
Key characteristics
| EPLCX | FDFIX | |
|---|---|---|
| YTD Return | 23.81% | 27.18% |
| 1Y Return | 35.84% | 39.93% |
| 3Y Return (Ann) | 10.44% | 10.27% |
| 5Y Return (Ann) | 10.76% | 16.00% |
| Sharpe Ratio | 3.50 | 3.12 |
| Sortino Ratio | 4.85 | 4.15 |
| Omega Ratio | 1.64 | 1.58 |
| Calmar Ratio | 5.65 | 4.60 |
| Martin Ratio | 25.55 | 20.84 |
| Ulcer Index | 1.36% | 1.86% |
| Daily Std Dev | 9.93% | 12.43% |
| Max Drawdown | -35.85% | -33.77% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EPLCX and FDFIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EPLCX vs. FDFIX - Performance Comparison
In the year-to-date period, EPLCX achieves a 23.81% return, which is significantly lower than FDFIX's 27.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EPLCX vs. FDFIX - Expense Ratio Comparison
EPLCX has a 0.73% expense ratio, which is higher than FDFIX's 0.00% expense ratio.
Risk-Adjusted Performance
EPLCX vs. FDFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay Epoch U.S. Equity Yield Fund (EPLCX) and Fidelity Flex 500 Index Fund (FDFIX). 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.
Dividends
EPLCX vs. FDFIX - Dividend Comparison
EPLCX's dividend yield for the trailing twelve months is around 2.07%, more than FDFIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPLCX MainStay Epoch U.S. Equity Yield Fund | 2.07% | 2.45% | 2.32% | 1.90% | 2.36% | 2.28% | 2.61% | 2.13% | 2.11% | 2.41% | 2.22% | 1.65% |
FDFIX Fidelity Flex 500 Index Fund | 1.22% | 1.48% | 1.70% | 1.18% | 1.52% | 1.78% | 1.81% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPLCX vs. FDFIX - Drawdown Comparison
The maximum EPLCX drawdown since its inception was -35.85%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for EPLCX and FDFIX. For additional features, visit the drawdowns tool.
Volatility
EPLCX vs. FDFIX - Volatility Comparison
The current volatility for MainStay Epoch U.S. Equity Yield Fund (EPLCX) is 3.32%, while Fidelity Flex 500 Index Fund (FDFIX) has a volatility of 3.91%. This indicates that EPLCX experiences smaller price fluctuations and is considered to be less risky than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.