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MLAAX vs. MSXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLAAX vs. MSXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay Winslow Large Cap Growth Fund (MLAAX) and NYLI S&P 500 Index Class A (MSXAX). The values are adjusted to include any dividend payments, if applicable.

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MLAAX vs. MSXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLAAX
MainStay Winslow Large Cap Growth Fund
-15.36%14.20%28.95%43.10%-31.51%25.00%36.95%33.18%3.81%32.19%
MSXAX
NYLI S&P 500 Index Class A
-7.16%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, MLAAX achieves a -15.36% return, which is significantly lower than MSXAX's -7.16% return. Over the past 10 years, MLAAX has outperformed MSXAX with an annualized return of 14.62%, while MSXAX has yielded a comparatively lower 13.18% annualized return.


MLAAX

1D
-0.80%
1M
-9.71%
YTD
-15.36%
6M
-15.31%
1Y
5.38%
3Y*
17.08%
5Y*
8.65%
10Y*
14.62%

MSXAX

1D
-0.40%
1M
-7.71%
YTD
-7.16%
6M
-4.84%
1Y
13.86%
3Y*
16.56%
5Y*
10.85%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLAAX vs. MSXAX - Expense Ratio Comparison

MLAAX has a 0.93% expense ratio, which is higher than MSXAX's 0.52% expense ratio.


Return for Risk

MLAAX vs. MSXAX — Risk / Return Rank

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

MLAAX
MLAAX Risk / Return Rank: 1010
Overall Rank
MLAAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MLAAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MLAAX Omega Ratio Rank: 1212
Omega Ratio Rank
MLAAX Calmar Ratio Rank: 88
Calmar Ratio Rank
MLAAX Martin Ratio Rank: 88
Martin Ratio Rank

MSXAX
MSXAX Risk / Return Rank: 4141
Overall Rank
MSXAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MSXAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MSXAX Omega Ratio Rank: 4545
Omega Ratio Rank
MSXAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
MSXAX Martin Ratio Rank: 4646
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.

MLAAX vs. MSXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Winslow Large Cap Growth Fund (MLAAX) 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.


MLAAXMSXAXDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.81

-0.57

Sortino ratio

Return per unit of downside risk

0.50

1.26

-0.76

Omega ratio

Gain probability vs. loss probability

1.07

1.19

-0.12

Calmar ratio

Return relative to maximum drawdown

0.09

0.95

-0.87

Martin ratio

Return relative to average drawdown

0.28

4.60

-4.32

MLAAX vs. MSXAX - Sharpe Ratio Comparison

The current MLAAX Sharpe Ratio is 0.23, which is lower than the MSXAX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of MLAAX 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


MLAAXMSXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.81

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.65

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.73

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.51

-0.31

Correlation

The correlation between MLAAX and MSXAX is 0.92, 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

MLAAX vs. MSXAX - Dividend Comparison

MLAAX's dividend yield for the trailing twelve months is around 28.79%, more than MSXAX's 1.14% yield.


TTM20252024202320222021202020192018201720162015
MLAAX
MainStay Winslow Large Cap Growth Fund
28.79%24.37%22.54%10.59%14.95%26.64%5.40%11.55%23.59%17.20%13.18%13.61%
MSXAX
NYLI S&P 500 Index Class A
1.14%1.06%5.20%4.04%10.30%4.44%8.78%17.42%14.49%15.18%9.63%5.53%

Drawdowns

MLAAX vs. MSXAX - Drawdown Comparison

The maximum MLAAX drawdown since its inception was -83.01%, which is greater than MSXAX's maximum drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for MLAAX and MSXAX.


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Drawdown Indicators


MLAAXMSXAXDifference

Max Drawdown

Largest peak-to-trough decline

-83.01%

-55.48%

-27.53%

Max Drawdown (1Y)

Largest decline over 1 year

-20.28%

-12.11%

-8.17%

Max Drawdown (5Y)

Largest decline over 5 years

-39.36%

-24.78%

-14.58%

Max Drawdown (10Y)

Largest decline over 10 years

-39.36%

-33.79%

-5.57%

Current Drawdown

Current decline from peak

-23.58%

-8.97%

-14.61%

Average Drawdown

Average peak-to-trough decline

-38.96%

-7.21%

-31.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.35%

2.58%

+3.77%

Volatility

MLAAX vs. MSXAX - Volatility Comparison

MainStay Winslow Large Cap Growth Fund (MLAAX) has a higher volatility of 5.76% compared to NYLI S&P 500 Index Class A (MSXAX) at 4.24%. This indicates that MLAAX's price experiences larger fluctuations and is considered to be riskier 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


MLAAXMSXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

4.24%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

9.09%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.74%

18.13%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.55%

16.87%

+8.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

18.03%

+7.61%