PortfoliosLab logoPortfoliosLab logo
MMD vs. EPLCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMD vs. EPLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI MacKay DefinedTerm Muni Opportunities Fund (MMD) and MainStay Epoch U.S. Equity Yield Fund (EPLCX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MMD achieves a 3.43% return, which is significantly lower than EPLCX's 17.51% return. Over the past 10 years, MMD has underperformed EPLCX with an annualized return of 1.97%, while EPLCX has yielded a comparatively higher 10.99% annualized return.


MMD

1D
-0.40%
1M
-3.13%
6M
-1.83%
YTD
3.43%
1Y
7.02%
3Y*
0.57%
5Y*
-3.35%
10Y*
1.97%
ALL TIME*
3.60%

EPLCX

1D
0.08%
1M
1.27%
6M
12.81%
YTD
17.51%
1Y
26.70%
3Y*
17.98%
5Y*
12.43%
10Y*
10.99%
ALL TIME*
12.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$546.99K$621.44K$759.98K

MMD vs. EPLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMD
NYLI MacKay DefinedTerm Muni Opportunities Fund
3.43%4.54%-3.99%6.48%-21.94%4.74%8.78%13.25%3.91%14.50%
EPLCX
MainStay Epoch U.S. Equity Yield Fund
17.51%14.03%18.42%8.83%-2.56%22.98%0.24%23.98%-5.37%16.91%

Correlation

The correlation between MMD and EPLCX is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.20

Correlation (10Y)
Provides a long-term view across more market conditions.

0.19

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.15

The correlation between MMD and EPLCX shifts across timeframes, from 0.15 (all time) to 0.26 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

MMD vs. EPLCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MMD
MMD Risk / Return Rank: 2424
Overall Rank
MMD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MMD Sortino Ratio Rank: 2727
Sortino Ratio Rank
MMD Omega Ratio Rank: 2525
Omega Ratio Rank
MMD Calmar Ratio Rank: 2121
Calmar Ratio Rank
MMD Martin Ratio Rank: 2222
Martin Ratio Rank

EPLCX
EPLCX Risk / Return Rank: 9292
Overall Rank
EPLCX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EPLCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EPLCX Omega Ratio Rank: 8888
Omega Ratio Rank
EPLCX Calmar Ratio Rank: 9393
Calmar Ratio Rank
EPLCX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MMD vs. EPLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI MacKay DefinedTerm Muni Opportunities Fund (MMD) and MainStay Epoch U.S. Equity Yield Fund (EPLCX). 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.


MMDEPLCXDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.17

1.45

-0.29

Calmar ratioReturn relative to maximum drawdown

1.03

3.92

-2.89

Martin ratioReturn relative to average drawdown

3.19

15.81

-12.62

MMD vs. EPLCX - Sharpe Ratio Comparison

The current MMD Sharpe Ratio is 0.89, which is lower than the EPLCX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of MMD and EPLCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MMD vs. EPLCX - Drawdown Comparison

The maximum MMD drawdown since its inception was -30.12%, smaller than the maximum EPLCX drawdown of -35.85%. Use the drawdown chart below to compare losses from any high point for MMD and EPLCX.


Loading charts...

Drawdown Indicators


MMDEPLCXDifference

Max Drawdown

Largest peak-to-trough decline

-30.12%

-35.85%

+5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-6.37%

-1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-14.99%

-14.25%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-30.12%

-16.12%

-14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-30.12%

-35.85%

+5.73%

Current Drawdown

Current decline from peak

-17.22%

-1.46%

-15.76%

Average Drawdown

Average peak-to-trough decline

-9.22%

-3.51%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.59%

+0.80%

Volatility

MMD vs. EPLCX - Volatility Comparison

The current volatility for NYLI MacKay DefinedTerm Muni Opportunities Fund (MMD) is 1.81%, while MainStay Epoch U.S. Equity Yield Fund (EPLCX) has a volatility of 2.78%. This indicates that MMD experiences smaller price fluctuations and is considered to be less risky than EPLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MMDEPLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

2.78%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

7.55%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

8.61%

9.97%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.33%

13.45%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

15.65%

-1.74%

MMD vs. EPLCX - Expense Ratio Comparison

MMD has a 0.03% expense ratio, which is lower than EPLCX's 0.73% expense ratio.


Dividends

MMD vs. EPLCX - Dividend Comparison

MMD's dividend yield for the trailing twelve months is around 5.13%, less than EPLCX's 6.25% yield.


PositionTTM20252024202320222021202020192018201720162015
EPLCX
MainStay Epoch U.S. Equity Yield Fund
6.25%7.30%10.72%5.56%3.83%1.90%2.36%4.00%5.75%5.55%1.98%6.59%
MMD
NYLI MacKay DefinedTerm Muni Opportunities Fund
5.13%4.84%4.82%5.26%6.35%4.68%4.68%4.85%5.38%5.45%6.16%6.25%

Frequently Asked Questions


MMD and EPLCX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPLCX has higher volatility (2.78%) compared to MMD (1.81%). In terms of maximum drawdown, MMD dropped -30.12% vs EPLCX's -35.85%.

EPLCX currently has the higher Sharpe Ratio (2.51 vs 0.89), 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.

Portfolio Optimizer

Find the right allocation for MMD and EPLCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer