EPSYX vs. MFWIX
Compare and contrast key facts about MainStay Epoch Global Equity Yield Fund (EPSYX) and MFS Global Total Return Fund Class I (MFWIX).
EPSYX is managed by New York Life. It was launched on Dec 26, 2005. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
EPSYX vs. MFWIX - Performance Comparison
Loading graphics...
EPSYX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPSYX MainStay Epoch Global Equity Yield Fund | 2.83% | 22.09% | 15.38% | 12.50% | -5.37% | 17.40% | -1.38% | 23.19% | -9.23% | 16.31% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, EPSYX achieves a 2.83% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, EPSYX has outperformed MFWIX with an annualized return of 9.00%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
EPSYX
- 1D
- -0.16%
- 1M
- -6.89%
- YTD
- 2.83%
- 6M
- 6.24%
- 1Y
- 21.15%
- 3Y*
- 16.67%
- 5Y*
- 11.04%
- 10Y*
- 9.00%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EPSYX vs. MFWIX - Expense Ratio Comparison
Both EPSYX and MFWIX have an expense ratio of 0.84%.
Return for Risk
EPSYX vs. MFWIX — Risk / Return Rank
EPSYX
MFWIX
EPSYX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay Epoch Global Equity Yield Fund (EPSYX) and MFS Global Total Return Fund Class I (MFWIX). 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.
| EPSYX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.29 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.14 | 1.77 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.59 | +0.31 |
Martin ratioReturn relative to average drawdown | 8.96 | 6.26 | +2.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EPSYX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.29 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.52 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.65 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.71 | -0.22 |
Correlation
The correlation between EPSYX and MFWIX is 0.90, 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.
Dividends
EPSYX vs. MFWIX - Dividend Comparison
EPSYX's dividend yield for the trailing twelve months is around 7.16%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPSYX MainStay Epoch Global Equity Yield Fund | 7.16% | 8.24% | 10.13% | 2.71% | 2.64% | 2.66% | 2.74% | 6.87% | 9.87% | 2.24% | 3.18% | 9.65% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
EPSYX vs. MFWIX - Drawdown Comparison
The maximum EPSYX drawdown since its inception was -48.92%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for EPSYX and MFWIX.
Loading graphics...
Drawdown Indicators
| EPSYX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.92% | -33.01% | -15.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -6.85% | -3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -18.92% | -20.22% | +1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -36.35% | -23.36% | -12.99% |
Current DrawdownCurrent decline from peak | -6.89% | -6.50% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -3.83% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 1.74% | +0.55% |
Volatility
EPSYX vs. MFWIX - Volatility Comparison
MainStay Epoch Global Equity Yield Fund (EPSYX) has a higher volatility of 3.84% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that EPSYX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EPSYX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 3.04% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 5.25% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 8.85% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 9.09% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 9.60% | +5.24% |