EPSYX vs. JGYIX

Last updated Aug 1, 2026

EPSYX (MainStay Epoch Global Equity Yield Fund) and JGYIX (John Hancock Global Shareholder Yield Fund) are both Global Equities funds. Over the past 10 years, EPSYX returned 10.34%/yr vs 10.10%/yr for JGYIX. Their 0.97 correlation means they have historically moved very closely together. Both charge a 0.84% expense ratio.

Performance

EPSYX vs. JGYIX - Performance Comparison

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

Returns By Period

In the year-to-date period, EPSYX achieves a 21.42% return, which is significantly higher than JGYIX's 19.94% return. Both investments have delivered pretty close results over the past 10 years, with EPSYX having a 10.34% annualized return and JGYIX not far behind at 10.10%.

EPSYX

• 1D: 0.82%
• 1M: 1.79%
• 6M: 16.15%
• YTD: 21.42%
• 1Y: 33.38%
• 3Y*: 20.67%
• 5Y*: 13.57%
• 10Y*: 10.34%
• ALL TIME*: 8.14%

JGYIX

• 1D: 0.75%
• 1M: 2.07%
• 6M: 14.88%
• YTD: 19.94%
• 1Y: 31.48%
• 3Y*: 20.34%
• 5Y*: 13.43%
• 10Y*: 10.10%
• ALL TIME*: 7.65%

*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)
EPSYX MainStay Epoch Global Equity Yield Fund	$0.00	$0.00	$0.00
JGYIX John Hancock Global Shareholder Yield Fund	$0.00	$0.00	$0.00

EPSYX vs. JGYIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPSYX MainStay Epoch Global Equity Yield Fund	21.42%	22.09%	15.38%	12.50%	-5.37%	17.40%	-1.38%	23.19%	-9.23%	16.31%
JGYIX John Hancock Global Shareholder Yield Fund	19.94%	24.13%	14.38%	11.36%	-4.87%	17.65%	-1.36%	20.86%	-9.27%	16.72%

Correlation

The correlation between EPSYX and JGYIX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.98
Correlation (3Y) Balances recent behavior with more history.	0.97
Correlation (5Y) Shows whether the relationship held over a longer period.	0.98
Correlation (10Y) Provides a long-term view across more market conditions.	0.98
Correlation (All Time) Calculated using the full available price history since Feb 28, 2007	0.97

The correlation between EPSYX and JGYIX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

EPSYX vs. JGYIX — Risk / Return Rank

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

EPSYX

EPSYX Risk / Return Rank: 96
EPSYX Sharpe Ratio Rank: 98
EPSYX Sortino Ratio Rank: 96
EPSYX Omega Ratio Rank: 93
EPSYX Calmar Ratio Rank: 96
EPSYX Martin Ratio Rank: 96

JGYIX

JGYIX Risk / Return Rank: 95
JGYIX Sharpe Ratio Rank: 97
JGYIX Sortino Ratio Rank: 96
JGYIX Omega Ratio Rank: 92
JGYIX Calmar Ratio Rank: 95
JGYIX 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.

EPSYX vs. JGYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Epoch Global Equity Yield Fund (EPSYX) and John Hancock Global Shareholder Yield Fund (JGYIX). 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.

	EPSYX	JGYIX	Difference
Sharpe ratio: Return per unit of total volatility	2.98	2.92	+0.06
Sortino ratio: Return per unit of downside risk	4.08	4.04	+0.04
Omega ratio: Gain probability vs. loss probability	1.53	1.53	+0.01
Calmar ratio: Return relative to maximum drawdown	4.37	4.28	+0.09
Martin ratio: Return relative to average drawdown	17.35	16.79	+0.56

EPSYX vs. JGYIX - Sharpe Ratio Comparison

The current EPSYX Sharpe Ratio is 2.98, which is comparable to the JGYIX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of EPSYX and JGYIX, 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

EPSYX vs. JGYIX - Drawdown Comparison

The maximum EPSYX drawdown since its inception was -48.92%, roughly equal to the maximum JGYIX drawdown of -46.76%. Use the drawdown chart below to compare losses from any high point for EPSYX and JGYIX.

Drawdown Indicators

	EPSYX	JGYIX	Difference
Max Drawdown Largest peak-to-trough decline	-48.92%	-46.76%	-2.16%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-6.96%	-0.26%
Max Drawdown (3Y) Largest decline over 3 years	-12.95%	-11.99%	-0.96%
Max Drawdown (5Y) Largest decline over 5 years	-18.92%	-18.97%	+0.05%
Max Drawdown (10Y) Largest decline over 10 years	-36.35%	-36.45%	+0.10%
Current Drawdown Current decline from peak	-0.30%	-0.27%	-0.03%
Average Drawdown Average peak-to-trough decline	-6.86%	-6.72%	-0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	1.77%	+0.05%

Volatility

EPSYX vs. JGYIX - Volatility Comparison

MainStay Epoch Global Equity Yield Fund (EPSYX) has a higher volatility of 2.61% compared to John Hancock Global Shareholder Yield Fund (JGYIX) at 2.48%. This indicates that EPSYX's price experiences larger fluctuations and is considered to be riskier than JGYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPSYX	JGYIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	2.48%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	8.35%	8.02%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	10.62%	10.21%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.06%	13.19%	-0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.78%	14.87%	-0.09%

EPSYX vs. JGYIX - Expense Ratio Comparison

Both EPSYX and JGYIX have an expense ratio of 0.84%.

Dividends

EPSYX vs. JGYIX - Dividend Comparison

EPSYX's dividend yield for the trailing twelve months is around 6.74%, less than JGYIX's 11.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPSYX MainStay Epoch Global Equity Yield Fund	6.74%	8.24%	10.13%	2.71%	2.64%	2.66%	2.74%	6.87%	9.87%	2.24%	3.18%	9.65%
JGYIX John Hancock Global Shareholder Yield Fund	11.12%	13.30%	8.21%	4.37%	9.51%	11.27%	2.71%	4.81%	6.31%	2.91%	3.19%	7.64%

Frequently Asked Questions

Can I hold both EPSYX and JGYIX in my portfolio?

With a correlation of 0.98, EPSYX and JGYIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EPSYX or JGYIX?

EPSYX has higher volatility (2.61%) compared to JGYIX (2.48%). In terms of maximum drawdown, EPSYX dropped -48.92% vs JGYIX's -46.76%.

Which has better risk-adjusted returns?

EPSYX currently has the higher Sharpe Ratio (2.98 vs 2.92), 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.