EPSYX vs. SSGLX
Compare and contrast key facts about MainStay Epoch Global Equity Yield Fund (EPSYX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
EPSYX is managed by New York Life. It was launched on Dec 26, 2005. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
EPSYX vs. SSGLX - Performance Comparison
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EPSYX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPSYX MainStay Epoch Global Equity Yield Fund | 4.17% | 22.09% | 15.38% | 12.50% | -5.37% | 17.40% | -1.38% | 23.19% | -9.23% | 16.31% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, EPSYX achieves a 4.17% return, which is significantly higher than SSGLX's 1.29% return. Both investments have delivered pretty close results over the past 10 years, with EPSYX having a 9.14% annualized return and SSGLX not far behind at 8.79%.
EPSYX
- 1D
- 1.30%
- 1M
- -5.30%
- YTD
- 4.17%
- 6M
- 6.91%
- 1Y
- 22.62%
- 3Y*
- 17.17%
- 5Y*
- 11.16%
- 10Y*
- 9.14%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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EPSYX vs. SSGLX - Expense Ratio Comparison
EPSYX has a 0.84% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
EPSYX vs. SSGLX — Risk / Return Rank
EPSYX
SSGLX
EPSYX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay Epoch Global Equity Yield Fund (EPSYX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.76 | -0.11 |
Sortino ratioReturn per unit of downside risk | 2.22 | 2.37 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.35 | -0.29 |
Martin ratioReturn relative to average drawdown | 9.60 | 9.17 | +0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPSYX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.76 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.49 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.55 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.38 | +0.11 |
Correlation
The correlation between EPSYX and SSGLX is 0.79, 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. SSGLX - Dividend Comparison
EPSYX's dividend yield for the trailing twelve months is around 7.07%, more than SSGLX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPSYX MainStay Epoch Global Equity Yield Fund | 7.07% | 8.24% | 10.13% | 2.71% | 2.64% | 2.66% | 2.74% | 6.87% | 9.87% | 2.24% | 3.18% | 9.65% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
EPSYX vs. SSGLX - Drawdown Comparison
The maximum EPSYX drawdown since its inception was -48.92%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for EPSYX and SSGLX.
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Drawdown Indicators
| EPSYX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.92% | -35.88% | -13.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -11.22% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -18.92% | -30.08% | +11.16% |
Max Drawdown (10Y)Largest decline over 10 years | -36.35% | -35.88% | -0.47% |
Current DrawdownCurrent decline from peak | -5.68% | -9.15% | +3.47% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -8.32% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.87% | -0.55% |
Volatility
EPSYX vs. SSGLX - Volatility Comparison
The current volatility for MainStay Epoch Global Equity Yield Fund (EPSYX) is 4.17%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that EPSYX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPSYX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 6.71% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 10.18% | -2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 15.57% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 14.51% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 16.15% | -1.30% |