MECVX vs. VMVFX
Compare and contrast key facts about MainStay Epoch Capital Growth Fund (MECVX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
MECVX is managed by MainStay. It was launched on Jun 29, 2016. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
MECVX vs. VMVFX - Performance Comparison
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MECVX vs. VMVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MECVX MainStay Epoch Capital Growth Fund | -5.60% | 13.10% | 10.52% | 29.35% | -19.63% | 25.00% | 29.21% | 34.56% | -8.92% | 26.65% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 2.85% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, MECVX achieves a -5.60% return, which is significantly lower than VMVFX's 2.85% return.
MECVX
- 1D
- -0.41%
- 1M
- -8.93%
- YTD
- -5.60%
- 6M
- -3.91%
- 1Y
- 9.91%
- 3Y*
- 11.51%
- 5Y*
- 8.03%
- 10Y*
- —
VMVFX
- 1D
- 1.12%
- 1M
- -4.98%
- YTD
- 2.85%
- 6M
- 4.18%
- 1Y
- 9.22%
- 3Y*
- 11.81%
- 5Y*
- 10.02%
- 10Y*
- 9.14%
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MECVX vs. VMVFX - Expense Ratio Comparison
MECVX has a 1.39% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
MECVX vs. VMVFX — Risk / Return Rank
MECVX
VMVFX
MECVX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay Epoch Capital Growth Fund (MECVX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.
| MECVX | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.93 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.34 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.29 | -0.59 |
Martin ratioReturn relative to average drawdown | 2.89 | 6.16 | -3.27 |
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
| MECVX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.93 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.94 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.79 | -0.03 |
Correlation
The correlation between MECVX and VMVFX 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
MECVX vs. VMVFX - Dividend Comparison
MECVX's dividend yield for the trailing twelve months is around 8.60%, less than VMVFX's 9.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MECVX MainStay Epoch Capital Growth Fund | 8.60% | 8.12% | 4.30% | 0.32% | 1.01% | 28.36% | 19.49% | 9.87% | 7.96% | 3.31% | 0.22% | 0.00% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.70% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
MECVX vs. VMVFX - Drawdown Comparison
The maximum MECVX drawdown since its inception was -30.36%, smaller than the maximum VMVFX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for MECVX and VMVFX.
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Drawdown Indicators
| MECVX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.36% | -33.09% | +2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -7.96% | -2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -13.02% | -16.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.09% | — |
Current DrawdownCurrent decline from peak | -10.06% | -4.98% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -2.84% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 1.66% | +1.06% |
Volatility
MECVX vs. VMVFX - Volatility Comparison
MainStay Epoch Capital Growth Fund (MECVX) has a higher volatility of 4.71% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.93%. This indicates that MECVX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MECVX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 2.93% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 4.99% | +4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 10.06% | +6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 10.76% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 12.49% | +4.39% |