MLAIX vs. VRGWX
MLAIX (NYLI Winslow Large Cap Growth Fund Class I) and VRGWX (Vanguard Russell 1000 Growth Index Fund Institutional Shares) are both Large Cap Growth Equities funds. MLAIX is actively managed, while VRGWX is passively managed. Over the past 10 years, MLAIX returned 16.14%/yr vs 17.69%/yr for VRGWX. Their 0.97 correlation means they have historically moved very closely together. MLAIX charges 0.69%/yr vs 0.05%/yr for VRGWX.
Performance
MLAIX vs. VRGWX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MLAIX having a -0.52% return and VRGWX slightly higher at -0.51%. Over the past 10 years, MLAIX has underperformed VRGWX with an annualized return of 16.14%, while VRGWX has yielded a comparatively higher 17.69% annualized return.
MLAIX
- 1D
- 2.80%
- 1M
- -3.23%
- 6M
- 2.15%
- YTD
- -0.52%
- 1Y
- 3.99%
- 3Y*
- 17.64%
- 5Y*
- 8.98%
- 10Y*
- 16.14%
- ALL TIME*
- 12.45%
VRGWX
- 1D
- 2.96%
- 1M
- -3.22%
- 6M
- 1.02%
- YTD
- -0.51%
- 1Y
- 9.23%
- 3Y*
- 18.85%
- 5Y*
- 12.46%
- 10Y*
- 17.69%
- ALL TIME*
- 16.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MLAIX vs. VRGWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MLAIX NYLI Winslow Large Cap Growth Fund Class I | -0.52% | 14.60% | 29.26% | 43.32% | -31.27% | 25.21% | 37.37% | 33.47% | 4.06% | 32.39% |
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares | -0.51% | 18.32% | 33.25% | 42.65% | -29.18% | 32.42% | 38.38% | 36.30% | -1.59% | 30.11% |
Correlation
The correlation between MLAIX and VRGWX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.97 |
The correlation between MLAIX and VRGWX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
MLAIX vs. VRGWX — Risk / Return Rank
MLAIX
VRGWX
MLAIX vs. VRGWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NYLI Winslow Large Cap Growth Fund Class I (MLAIX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MLAIX | VRGWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.08 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 0.45 | -0.35 |
| Martin ratioReturn relative to average drawdown | 0.28 | 1.34 | -1.07 |
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Drawdowns
MLAIX vs. VRGWX - Drawdown Comparison
The maximum MLAIX drawdown since its inception was -48.73%, which is greater than VRGWX's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for MLAIX and VRGWX.
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Drawdown Indicators
| MLAIX | VRGWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -32.70% | -16.03% |
Max Drawdown (1Y)Largest decline over 1 year | -20.28% | -16.19% | -4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -22.58% | -23.44% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -32.70% | -6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -32.70% | -6.50% |
Current DrawdownCurrent decline from peak | -6.41% | -8.72% | +2.31% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -4.88% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.06% | 5.38% | +1.68% |
Volatility
MLAIX vs. VRGWX - Volatility Comparison
NYLI Winslow Large Cap Growth Fund Class I (MLAIX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) have volatilities of 6.37% and 6.40%, 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.
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Volatility by Period
| MLAIX | VRGWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 6.40% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.42% | 14.06% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 17.50% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 21.94% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.04% | 21.29% | +2.75% |
MLAIX vs. VRGWX - Expense Ratio Comparison
MLAIX has a 0.69% expense ratio, which is higher than VRGWX's 0.05% expense ratio.
Dividends
MLAIX vs. VRGWX - Dividend Comparison
MLAIX's dividend yield for the trailing twelve months is around 18.81%, more than VRGWX's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MLAIX NYLI Winslow Large Cap Growth Fund Class I | 18.81% | 18.71% | 18.18% | 8.86% | 12.91% | 23.19% | 4.85% | 10.44% | 21.60% | 16.10% | 12.42% | 12.96% |
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares | 0.49% | 0.35% | 0.56% | 0.71% | 0.99% | 4.18% | 0.77% | 1.03% | 1.22% | 1.22% | 1.52% | 1.51% |
Frequently Asked Questions
With a correlation of 0.95, MLAIX and VRGWX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VRGWX has higher volatility (6.40%) compared to MLAIX (6.37%). In terms of maximum drawdown, MLAIX dropped -48.73% vs VRGWX's -32.70%.
VRGWX currently has the higher Sharpe Ratio (0.41 vs 0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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