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MCYVX vs. MDHVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCYVX vs. MDHVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay Candriam Emerging Markets Equity Fund (MCYVX) and MainStay MacKay Short Duration High Yield Fund (MDHVX). The values are adjusted to include any dividend payments, if applicable.

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MCYVX vs. MDHVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MCYVX
MainStay Candriam Emerging Markets Equity Fund
5.17%34.98%11.91%6.92%-28.37%-4.28%35.91%21.56%-26.04%
MDHVX
MainStay MacKay Short Duration High Yield Fund
-0.42%5.38%6.51%9.86%-2.81%4.38%2.92%9.00%-0.40%

Returns By Period

In the year-to-date period, MCYVX achieves a 5.17% return, which is significantly higher than MDHVX's -0.42% return.


MCYVX

1D
1.54%
1M
-8.89%
YTD
5.17%
6M
9.21%
1Y
40.32%
3Y*
17.57%
5Y*
2.35%
10Y*

MDHVX

1D
-0.11%
1M
-0.95%
YTD
-0.42%
6M
0.11%
1Y
3.81%
3Y*
6.06%
5Y*
4.15%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCYVX vs. MDHVX - Expense Ratio Comparison

MCYVX has a 1.57% expense ratio, which is higher than MDHVX's 1.10% expense ratio.


Return for Risk

MCYVX vs. MDHVX — Risk / Return Rank

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

MCYVX
MCYVX Risk / Return Rank: 9090
Overall Rank
MCYVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MCYVX Sortino Ratio Rank: 8989
Sortino Ratio Rank
MCYVX Omega Ratio Rank: 8888
Omega Ratio Rank
MCYVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
MCYVX Martin Ratio Rank: 9090
Martin Ratio Rank

MDHVX
MDHVX Risk / Return Rank: 7676
Overall Rank
MDHVX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MDHVX Sortino Ratio Rank: 7777
Sortino Ratio Rank
MDHVX Omega Ratio Rank: 8989
Omega Ratio Rank
MDHVX Calmar Ratio Rank: 5656
Calmar Ratio Rank
MDHVX Martin Ratio Rank: 7474
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.

MCYVX vs. MDHVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Candriam Emerging Markets Equity Fund (MCYVX) and MainStay MacKay Short Duration High Yield Fund (MDHVX). 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.


MCYVXMDHVXDifference

Sharpe ratio

Return per unit of total volatility

2.16

1.58

+0.58

Sortino ratio

Return per unit of downside risk

2.65

2.06

+0.59

Omega ratio

Gain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratio

Return relative to maximum drawdown

2.83

1.52

+1.32

Martin ratio

Return relative to average drawdown

10.90

7.91

+2.99

MCYVX vs. MDHVX - Sharpe Ratio Comparison

The current MCYVX Sharpe Ratio is 2.16, which is higher than the MDHVX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of MCYVX and MDHVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MCYVXMDHVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

1.58

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

1.63

-1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.33

-1.09

Correlation

The correlation between MCYVX and MDHVX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MCYVX vs. MDHVX - Dividend Comparison

MCYVX's dividend yield for the trailing twelve months is around 5.01%, which matches MDHVX's 4.98% yield.


TTM20252024202320222021202020192018201720162015
MCYVX
MainStay Candriam Emerging Markets Equity Fund
5.01%5.27%0.14%0.62%0.63%0.45%0.19%1.74%0.37%0.00%0.00%0.00%
MDHVX
MainStay MacKay Short Duration High Yield Fund
4.98%5.47%6.01%5.53%4.31%3.80%4.44%4.37%4.33%4.03%4.95%4.87%

Drawdowns

MCYVX vs. MDHVX - Drawdown Comparison

The maximum MCYVX drawdown since its inception was -44.62%, which is greater than MDHVX's maximum drawdown of -18.04%. Use the drawdown chart below to compare losses from any high point for MCYVX and MDHVX.


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Drawdown Indicators


MCYVXMDHVXDifference

Max Drawdown

Largest peak-to-trough decline

-44.62%

-18.04%

-26.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-2.32%

-10.37%

Max Drawdown (5Y)

Largest decline over 5 years

-41.09%

-6.26%

-34.83%

Max Drawdown (10Y)

Largest decline over 10 years

-18.04%

Current Drawdown

Current decline from peak

-10.77%

-1.06%

-9.71%

Average Drawdown

Average peak-to-trough decline

-21.26%

-0.79%

-20.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

0.45%

+3.04%

Volatility

MCYVX vs. MDHVX - Volatility Comparison

MainStay Candriam Emerging Markets Equity Fund (MCYVX) has a higher volatility of 9.65% compared to MainStay MacKay Short Duration High Yield Fund (MDHVX) at 0.75%. This indicates that MCYVX's price experiences larger fluctuations and is considered to be riskier than MDHVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCYVXMDHVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.65%

0.75%

+8.90%

Volatility (6M)

Calculated over the trailing 6-month period

15.28%

1.35%

+13.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.27%

2.44%

+16.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

2.57%

+14.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

3.43%

+15.22%