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MDHVX vs. PIAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDHVX vs. PIAMX - Performance Comparison

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

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MDHVX vs. PIAMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MDHVX
MainStay MacKay Short Duration High Yield Fund
-0.31%5.38%6.51%9.86%-2.81%4.38%2.92%9.00%-0.63%
PIAMX
PIA High Yield (MACS) Fund
-2.20%2.34%11.23%16.38%-10.93%7.82%9.05%11.77%-2.63%

Returns By Period

In the year-to-date period, MDHVX achieves a -0.31% return, which is significantly higher than PIAMX's -2.20% return.


MDHVX

1D
0.11%
1M
-0.85%
YTD
-0.31%
6M
0.33%
1Y
3.92%
3Y*
6.10%
5Y*
4.17%
10Y*
4.80%

PIAMX

1D
0.26%
1M
-2.36%
YTD
-2.20%
6M
-2.91%
1Y
1.56%
3Y*
7.17%
5Y*
3.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDHVX vs. PIAMX - Expense Ratio Comparison

MDHVX has a 1.10% expense ratio, which is higher than PIAMX's 0.20% expense ratio.


Return for Risk

MDHVX vs. PIAMX — Risk / Return Rank

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

MDHVX
MDHVX Risk / Return Rank: 7979
Overall Rank
MDHVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MDHVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MDHVX Omega Ratio Rank: 9292
Omega Ratio Rank
MDHVX Calmar Ratio Rank: 6060
Calmar Ratio Rank
MDHVX Martin Ratio Rank: 7676
Martin Ratio Rank

PIAMX
PIAMX Risk / Return Rank: 1111
Overall Rank
PIAMX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PIAMX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PIAMX Omega Ratio Rank: 1212
Omega Ratio Rank
PIAMX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PIAMX Martin Ratio Rank: 1010
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.

MDHVX vs. PIAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay MacKay Short Duration High Yield Fund (MDHVX) and PIA High Yield (MACS) Fund (PIAMX). 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.


MDHVXPIAMXDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.31

+1.35

Sortino ratio

Return per unit of downside risk

2.17

0.41

+1.75

Omega ratio

Gain probability vs. loss probability

1.43

1.07

+0.37

Calmar ratio

Return relative to maximum drawdown

1.41

0.20

+1.21

Martin ratio

Return relative to average drawdown

7.34

0.61

+6.73

MDHVX vs. PIAMX - Sharpe Ratio Comparison

The current MDHVX Sharpe Ratio is 1.66, which is higher than the PIAMX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of MDHVX and PIAMX, 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


MDHVXPIAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.31

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.64

0.97

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

1.15

+0.18

Correlation

The correlation between MDHVX and PIAMX is 0.71, 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

MDHVX vs. PIAMX - Dividend Comparison

MDHVX's dividend yield for the trailing twelve months is around 4.98%, less than PIAMX's 8.51% yield.


TTM20252024202320222021202020192018201720162015
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%
PIAMX
PIA High Yield (MACS) Fund
8.51%9.12%8.49%8.12%7.99%8.64%6.63%6.96%7.14%0.00%0.00%0.00%

Drawdowns

MDHVX vs. PIAMX - Drawdown Comparison

The maximum MDHVX drawdown since its inception was -18.04%, roughly equal to the maximum PIAMX drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for MDHVX and PIAMX.


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Drawdown Indicators


MDHVXPIAMXDifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-18.15%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-4.17%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-6.26%

-13.92%

+7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-18.04%

Current Drawdown

Current decline from peak

-0.95%

-3.50%

+2.55%

Average Drawdown

Average peak-to-trough decline

-0.79%

-2.36%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

1.37%

-0.90%

Volatility

MDHVX vs. PIAMX - Volatility Comparison

The current volatility for MainStay MacKay Short Duration High Yield Fund (MDHVX) is 0.75%, while PIA High Yield (MACS) Fund (PIAMX) has a volatility of 1.72%. This indicates that MDHVX experiences smaller price fluctuations and is considered to be less risky than PIAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDHVXPIAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

1.72%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

2.45%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

2.44%

4.32%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.57%

4.01%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.43%

4.25%

-0.82%