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MCKIX vs. CRARX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCKIX vs. CRARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay Conservative Allocation Fund (MCKIX) and MainStay CBRE Real Estate Fund (CRARX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MCKIX achieves a 6.06% return, which is significantly lower than CRARX's 15.19% return. Over the past 10 years, MCKIX has outperformed CRARX with an annualized return of 5.87%, while CRARX has yielded a comparatively lower 5.27% annualized return.


MCKIX

1D
-0.15%
1M
1.16%
YTD
6.06%
6M
5.82%
1Y
13.36%
3Y*
10.01%
5Y*
4.52%
10Y*
5.87%

CRARX

1D
1.04%
1M
-0.26%
YTD
15.19%
6M
15.64%
1Y
12.54%
3Y*
10.07%
5Y*
2.94%
10Y*
5.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCKIX vs. CRARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCKIX
MainStay Conservative Allocation Fund
6.06%9.60%7.16%11.15%-12.54%7.88%11.03%14.85%-6.82%9.09%
CRARX
MainStay CBRE Real Estate Fund
15.19%-0.28%0.71%13.50%-26.95%52.55%-6.50%28.29%-8.00%5.23%

Correlation

The correlation between MCKIX and CRARX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2005

0.64

Over the past year, the correlation between MCKIX and CRARX has dropped to 0.40 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

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Return for Risk

MCKIX vs. CRARX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MCKIX
MCKIX Risk / Return Rank: 6666
Overall Rank
MCKIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MCKIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
MCKIX Omega Ratio Rank: 6969
Omega Ratio Rank
MCKIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MCKIX Martin Ratio Rank: 6868
Martin Ratio Rank

CRARX
CRARX Risk / Return Rank: 1919
Overall Rank
CRARX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CRARX Sortino Ratio Rank: 1515
Sortino Ratio Rank
CRARX Omega Ratio Rank: 1515
Omega Ratio Rank
CRARX Calmar Ratio Rank: 2626
Calmar Ratio Rank
CRARX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MCKIX vs. CRARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Conservative Allocation Fund (MCKIX) and MainStay CBRE Real Estate Fund (CRARX). 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.


MCKIXCRARXDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.42

1.18

+0.24

Calmar ratioReturn relative to maximum drawdown

2.79

1.77

+1.02

Martin ratioReturn relative to average drawdown

12.31

5.49

+6.83

MCKIX vs. CRARX - Sharpe Ratio Comparison

The current MCKIX Sharpe Ratio is 2.19, which is higher than the CRARX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MCKIX and CRARX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MCKIX vs. CRARX - Drawdown Comparison

The maximum MCKIX drawdown since its inception was -25.69%, smaller than the maximum CRARX drawdown of -72.66%. Use the drawdown chart below to compare losses from any high point for MCKIX and CRARX.


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Drawdown Indicators


MCKIXCRARXDifference

Max Drawdown

Largest peak-to-trough decline

-25.69%

-72.66%

+46.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-7.99%

+2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-8.95%

-18.78%

+9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-18.17%

-35.43%

+17.26%

Max Drawdown (10Y)

Largest decline over 10 years

-19.18%

-45.19%

+26.01%

Current Drawdown

Current decline from peak

-0.23%

-4.08%

+3.85%

Average Drawdown

Average peak-to-trough decline

-3.13%

-12.55%

+9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

2.57%

-1.43%

Volatility

MCKIX vs. CRARX - Volatility Comparison

The current volatility for MainStay Conservative Allocation Fund (MCKIX) is 2.53%, while MainStay CBRE Real Estate Fund (CRARX) has a volatility of 4.91%. This indicates that MCKIX experiences smaller price fluctuations and is considered to be less risky than CRARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCKIXCRARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

4.91%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

5.35%

10.04%

-4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

6.44%

13.54%

-7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.85%

19.01%

-11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.84%

21.32%

-13.48%

MCKIX vs. CRARX - Expense Ratio Comparison

MCKIX has a 0.10% expense ratio, which is lower than CRARX's 0.83% expense ratio.


Dividends

MCKIX vs. CRARX - Dividend Comparison

MCKIX's dividend yield for the trailing twelve months is around 4.49%, more than CRARX's 2.18% yield.


PositionTTM20252024202320222021202020192018201720162015
CRARX
MainStay CBRE Real Estate Fund
2.18%2.57%1.80%3.36%34.64%4.37%1.77%15.57%30.33%21.82%8.85%7.27%
MCKIX
MainStay Conservative Allocation Fund
4.49%4.49%4.71%2.73%3.85%7.78%5.21%2.73%6.12%3.35%1.66%4.25%

Frequently Asked Questions


MCKIX and CRARX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRARX has higher volatility (4.91%) compared to MCKIX (2.53%). In terms of maximum drawdown, MCKIX dropped -25.69% vs CRARX's -72.66%.

MCKIX currently has the higher Sharpe Ratio (2.19 vs 1.05), 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.

Portfolio Optimizer

Find the right allocation for MCKIX and CRARX

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