EPSYX vs. MSXAX
Compare and contrast key facts about MainStay Epoch Global Equity Yield Fund (EPSYX) and NYLI S&P 500 Index Class A (MSXAX).
EPSYX is managed by New York Life. It was launched on Dec 26, 2005. MSXAX is a passively managed fund by New York Life that tracks the performance of the S&P 500 Index. It was launched on Jan 2, 2004.
Performance
EPSYX vs. MSXAX - Performance Comparison
Loading graphics...
EPSYX vs. MSXAX - 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% |
MSXAX NYLI S&P 500 Index Class A | -7.16% | 17.26% | 23.98% | 25.96% | -18.52% | 28.13% | 17.86% | 30.69% | -4.71% | 21.07% |
Returns By Period
In the year-to-date period, EPSYX achieves a 2.83% return, which is significantly higher than MSXAX's -7.16% return. Over the past 10 years, EPSYX has underperformed MSXAX with an annualized return of 9.00%, while MSXAX has yielded a comparatively higher 13.18% 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%
MSXAX
- 1D
- -0.40%
- 1M
- -7.71%
- YTD
- -7.16%
- 6M
- -4.84%
- 1Y
- 13.86%
- 3Y*
- 16.56%
- 5Y*
- 10.85%
- 10Y*
- 13.18%
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. MSXAX - Expense Ratio Comparison
EPSYX has a 0.84% expense ratio, which is higher than MSXAX's 0.52% expense ratio.
Return for Risk
EPSYX vs. MSXAX — Risk / Return Rank
EPSYX
MSXAX
EPSYX vs. MSXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay Epoch Global Equity Yield Fund (EPSYX) and NYLI S&P 500 Index Class A (MSXAX). 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 | MSXAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.81 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.14 | 1.26 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.19 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 0.95 | +0.95 |
Martin ratioReturn relative to average drawdown | 8.96 | 4.60 | +4.36 |
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 | MSXAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.81 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.65 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.73 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.51 | -0.03 |
Correlation
The correlation between EPSYX and MSXAX is 0.84, 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. MSXAX - Dividend Comparison
EPSYX's dividend yield for the trailing twelve months is around 7.16%, more than MSXAX's 1.14% 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% |
MSXAX NYLI S&P 500 Index Class A | 1.14% | 1.06% | 5.20% | 4.04% | 10.30% | 4.44% | 8.78% | 17.42% | 14.49% | 15.18% | 9.63% | 5.53% |
Drawdowns
EPSYX vs. MSXAX - Drawdown Comparison
The maximum EPSYX drawdown since its inception was -48.92%, smaller than the maximum MSXAX drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for EPSYX and MSXAX.
Loading graphics...
Drawdown Indicators
| EPSYX | MSXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.92% | -55.48% | +6.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -12.11% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.92% | -24.78% | +5.86% |
Max Drawdown (10Y)Largest decline over 10 years | -36.35% | -33.79% | -2.56% |
Current DrawdownCurrent decline from peak | -6.89% | -8.97% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -7.21% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.58% | -0.29% |
Volatility
EPSYX vs. MSXAX - Volatility Comparison
The current volatility for MainStay Epoch Global Equity Yield Fund (EPSYX) is 3.84%, while NYLI S&P 500 Index Class A (MSXAX) has a volatility of 4.24%. This indicates that EPSYX experiences smaller price fluctuations and is considered to be less risky than MSXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EPSYX | MSXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 4.24% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 9.09% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 18.13% | -4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 16.87% | -3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 18.03% | -3.19% |