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MLAAX vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MLAAX and VOOG is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

MLAAX vs. VOOG - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
52.65%
730.87%
MLAAX
VOOG

Key characteristics

Sharpe Ratio

MLAAX:

-0.13

VOOG:

0.84

Sortino Ratio

MLAAX:

0.04

VOOG:

1.27

Omega Ratio

MLAAX:

1.01

VOOG:

1.18

Calmar Ratio

MLAAX:

-0.08

VOOG:

0.94

Martin Ratio

MLAAX:

-0.26

VOOG:

3.21

Ulcer Index

MLAAX:

14.96%

VOOG:

6.48%

Daily Std Dev

MLAAX:

31.39%

VOOG:

24.87%

Max Drawdown

MLAAX:

-55.55%

VOOG:

-32.73%

Current Drawdown

MLAAX:

-40.26%

VOOG:

-8.47%

Returns By Period

In the year-to-date period, MLAAX achieves a -3.04% return, which is significantly higher than VOOG's -3.74% return. Over the past 10 years, MLAAX has underperformed VOOG with an annualized return of -1.00%, while VOOG has yielded a comparatively higher 14.47% annualized return.


MLAAX

YTD

-3.04%

1M

10.11%

6M

-16.58%

1Y

-6.18%

5Y*

0.53%

10Y*

-1.00%

VOOG

YTD

-3.74%

1M

9.46%

6M

2.14%

1Y

17.72%

5Y*

17.12%

10Y*

14.47%

*Annualized

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MLAAX vs. VOOG - Expense Ratio Comparison

MLAAX has a 0.93% expense ratio, which is higher than VOOG's 0.10% expense ratio.


Expense ratio chart for MLAAX: current value is 0.93%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MLAAX: 0.93%
Expense ratio chart for VOOG: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOOG: 0.10%

Risk-Adjusted Performance

MLAAX vs. VOOG — Risk-Adjusted Performance Rank

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

MLAAX
The Risk-Adjusted Performance Rank of MLAAX is 1212
Overall Rank
The Sharpe Ratio Rank of MLAAX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of MLAAX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of MLAAX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of MLAAX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of MLAAX is 1111
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7272
Overall Rank
The Sharpe Ratio Rank of VOOG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MLAAX vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Winslow Large Cap Growth Fund (MLAAX) and Vanguard S&P 500 Growth ETF (VOOG). 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.


The chart of Sharpe ratio for MLAAX, currently valued at -0.13, compared to the broader market-2.00-1.000.001.002.003.00
MLAAX: -0.13
VOOG: 0.84
The chart of Sortino ratio for MLAAX, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.00
MLAAX: 0.04
VOOG: 1.27
The chart of Omega ratio for MLAAX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
MLAAX: 1.01
VOOG: 1.18
The chart of Calmar ratio for MLAAX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.00
MLAAX: -0.08
VOOG: 0.94
The chart of Martin ratio for MLAAX, currently valued at -0.26, compared to the broader market0.0010.0020.0030.0040.00
MLAAX: -0.26
VOOG: 3.21

The current MLAAX Sharpe Ratio is -0.13, which is lower than the VOOG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MLAAX and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.13
0.84
MLAAX
VOOG

Dividends

MLAAX vs. VOOG - Dividend Comparison

MLAAX's dividend yield for the trailing twelve months is around 23.24%, more than VOOG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
MLAAX
MainStay Winslow Large Cap Growth Fund
23.24%22.54%10.61%14.95%26.64%5.40%11.55%23.59%17.20%13.18%13.61%10.52%
VOOG
Vanguard S&P 500 Growth ETF
0.58%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

MLAAX vs. VOOG - Drawdown Comparison

The maximum MLAAX drawdown since its inception was -55.55%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for MLAAX and VOOG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-40.26%
-8.47%
MLAAX
VOOG

Volatility

MLAAX vs. VOOG - Volatility Comparison

MainStay Winslow Large Cap Growth Fund (MLAAX) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 16.54% and 16.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
16.54%
16.29%
MLAAX
VOOG