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

Correlation

The correlation between MLAAX and VOOG is 0.94, 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.


-0.50.00.51.00.9

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-8.76%
12.56%
MLAAX
VOOG

Key characteristics

Sharpe Ratio

MLAAX:

0.40

VOOG:

2.25

Sortino Ratio

MLAAX:

0.61

VOOG:

2.89

Omega Ratio

MLAAX:

1.12

VOOG:

1.41

Calmar Ratio

MLAAX:

0.24

VOOG:

3.06

Martin Ratio

MLAAX:

1.89

VOOG:

12.13

Ulcer Index

MLAAX:

5.49%

VOOG:

3.25%

Daily Std Dev

MLAAX:

26.07%

VOOG:

17.54%

Max Drawdown

MLAAX:

-55.55%

VOOG:

-32.73%

Current Drawdown

MLAAX:

-36.13%

VOOG:

-1.30%

Returns By Period

In the year-to-date period, MLAAX achieves a 10.12% return, which is significantly lower than VOOG's 39.21% return. Over the past 10 years, MLAAX has underperformed VOOG with an annualized return of -0.29%, while VOOG has yielded a comparatively higher 15.27% annualized return.


MLAAX

YTD

10.12%

1M

-15.24%

6M

-8.76%

1Y

10.37%

5Y*

1.41%

10Y*

-0.29%

VOOG

YTD

39.21%

1M

4.60%

6M

14.15%

1Y

39.32%

5Y*

17.67%

10Y*

15.27%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MLAAX vs. VOOG - Expense Ratio Comparison

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


MLAAX
MainStay Winslow Large Cap Growth Fund
Expense ratio chart for MLAAX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for MLAAX, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.000.402.25
The chart of Sortino ratio for MLAAX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.612.89
The chart of Omega ratio for MLAAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.41
The chart of Calmar ratio for MLAAX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.0014.000.243.06
The chart of Martin ratio for MLAAX, currently valued at 1.89, compared to the broader market0.0020.0040.0060.001.8912.11
MLAAX
VOOG

The current MLAAX Sharpe Ratio is 0.40, which is lower than the VOOG Sharpe Ratio of 2.25. 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.40
2.25
MLAAX
VOOG

Dividends

MLAAX vs. VOOG - Dividend Comparison

MLAAX has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.48%.


TTM20232022202120202019201820172016201520142013
MLAAX
MainStay Winslow Large Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.48%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.13%
-1.30%
MLAAX
VOOG

Volatility

MLAAX vs. VOOG - Volatility Comparison

MainStay Winslow Large Cap Growth Fund (MLAAX) has a higher volatility of 20.95% compared to Vanguard S&P 500 Growth ETF (VOOG) at 4.87%. This indicates that MLAAX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
20.95%
4.87%
MLAAX
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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