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MHCAX vs. MSXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHCAX vs. MSXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay MacKay High Yield Corporate Bond Fund Class A (MHCAX) and NYLI S&P 500 Index Class A (MSXAX). The values are adjusted to include any dividend payments, if applicable.

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MHCAX vs. MSXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHCAX
MainStay MacKay High Yield Corporate Bond Fund Class A
-0.62%6.44%6.90%11.27%42.57%5.10%4.82%12.76%-1.92%6.54%
MSXAX
NYLI S&P 500 Index Class A
-4.45%17.26%23.98%25.96%-18.52%28.13%17.86%30.69%-4.71%21.07%

Returns By Period

In the year-to-date period, MHCAX achieves a -0.62% return, which is significantly higher than MSXAX's -4.45% return. Over the past 10 years, MHCAX has underperformed MSXAX with an annualized return of 10.09%, while MSXAX has yielded a comparatively higher 13.51% annualized return.


MHCAX

1D
0.00%
1M
-1.35%
YTD
-0.62%
6M
0.34%
1Y
4.66%
3Y*
6.70%
5Y*
13.24%
10Y*
10.09%

MSXAX

1D
2.92%
1M
-5.05%
YTD
-4.45%
6M
-2.39%
1Y
16.74%
3Y*
17.69%
5Y*
11.23%
10Y*
13.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MHCAX vs. MSXAX - Expense Ratio Comparison

MHCAX has a 0.95% expense ratio, which is higher than MSXAX's 0.52% expense ratio.


Return for Risk

MHCAX vs. MSXAX — Risk / Return Rank

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

MHCAX
MHCAX Risk / Return Rank: 7979
Overall Rank
MHCAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MHCAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MHCAX Omega Ratio Rank: 9090
Omega Ratio Rank
MHCAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
MHCAX Martin Ratio Rank: 7575
Martin Ratio Rank

MSXAX
MSXAX Risk / Return Rank: 5151
Overall Rank
MSXAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MSXAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
MSXAX Omega Ratio Rank: 5252
Omega Ratio Rank
MSXAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
MSXAX Martin Ratio Rank: 6161
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.

MHCAX vs. MSXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay MacKay High Yield Corporate Bond Fund Class A (MHCAX) and NYLI S&P 500 Index Class A (MSXAX). 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.


MHCAXMSXAXDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.95

+0.69

Sortino ratio

Return per unit of downside risk

2.19

1.45

+0.74

Omega ratio

Gain probability vs. loss probability

1.42

1.22

+0.20

Calmar ratio

Return relative to maximum drawdown

1.58

1.28

+0.30

Martin ratio

Return relative to average drawdown

7.50

6.10

+1.39

MHCAX vs. MSXAX - Sharpe Ratio Comparison

The current MHCAX Sharpe Ratio is 1.64, which is higher than the MSXAX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of MHCAX and MSXAX, 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


MHCAXMSXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.95

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.67

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.75

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.52

+0.25

Correlation

The correlation between MHCAX and MSXAX is 0.35, 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

MHCAX vs. MSXAX - Dividend Comparison

MHCAX's dividend yield for the trailing twelve months is around 5.62%, more than MSXAX's 1.11% yield.


TTM20252024202320222021202020192018201720162015
MHCAX
MainStay MacKay High Yield Corporate Bond Fund Class A
5.62%6.06%5.90%5.56%40.91%5.00%5.52%5.58%5.94%6.20%5.69%6.72%
MSXAX
NYLI S&P 500 Index Class A
1.11%1.06%5.20%4.04%10.30%4.44%8.78%17.42%14.49%15.18%9.63%5.53%

Drawdowns

MHCAX vs. MSXAX - Drawdown Comparison

The maximum MHCAX drawdown since its inception was -29.62%, smaller than the maximum MSXAX drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for MHCAX and MSXAX.


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Drawdown Indicators


MHCAXMSXAXDifference

Max Drawdown

Largest peak-to-trough decline

-29.62%

-55.48%

+25.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-12.11%

+9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-11.74%

-24.78%

+13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-18.98%

-33.79%

+14.81%

Current Drawdown

Current decline from peak

-1.48%

-6.31%

+4.83%

Average Drawdown

Average peak-to-trough decline

-2.15%

-7.21%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

2.54%

-1.93%

Volatility

MHCAX vs. MSXAX - Volatility Comparison

The current volatility for MainStay MacKay High Yield Corporate Bond Fund Class A (MHCAX) is 0.95%, while NYLI S&P 500 Index Class A (MSXAX) has a volatility of 5.35%. This indicates that MHCAX experiences smaller price fluctuations and is considered to be less risky than MSXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MHCAXMSXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

5.35%

-4.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.63%

9.53%

-7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

18.32%

-15.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.35%

16.92%

+8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

18.06%

+0.17%