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MMD vs. LSMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMD vs. LSMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI MacKay DefinedTerm Muni Opportunities Fund (MMD) and Western Asset SMASh Series TF Fund (LSMSX). The values are adjusted to include any dividend payments, if applicable.

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MMD vs. LSMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMD
NYLI MacKay DefinedTerm Muni Opportunities Fund
1.48%4.54%-3.99%6.48%-21.94%4.74%8.78%13.25%3.91%10.63%
LSMSX
Western Asset SMASh Series TF Fund
0.04%3.22%2.22%7.96%-10.03%4.11%4.48%8.16%0.46%4.92%

Returns By Period

In the year-to-date period, MMD achieves a 1.48% return, which is significantly higher than LSMSX's 0.04% return.


MMD

1D
0.34%
1M
-4.23%
YTD
1.48%
6M
0.47%
1Y
3.30%
3Y*
-0.38%
5Y*
-2.96%
10Y*
2.42%

LSMSX

1D
0.31%
1M
-2.02%
YTD
0.04%
6M
1.43%
1Y
3.42%
3Y*
3.36%
5Y*
1.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMD vs. LSMSX - Expense Ratio Comparison

MMD has a 0.03% expense ratio, which is higher than LSMSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MMD vs. LSMSX — Risk / Return Rank

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

MMD
MMD Risk / Return Rank: 1010
Overall Rank
MMD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MMD Sortino Ratio Rank: 99
Sortino Ratio Rank
MMD Omega Ratio Rank: 88
Omega Ratio Rank
MMD Calmar Ratio Rank: 1212
Calmar Ratio Rank
MMD Martin Ratio Rank: 1010
Martin Ratio Rank

LSMSX
LSMSX Risk / Return Rank: 2121
Overall Rank
LSMSX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LSMSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
LSMSX Omega Ratio Rank: 3838
Omega Ratio Rank
LSMSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
LSMSX Martin Ratio Rank: 1313
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.

MMD vs. LSMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI MacKay DefinedTerm Muni Opportunities Fund (MMD) and Western Asset SMASh Series TF Fund (LSMSX). 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.


MMDLSMSXDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.69

-0.33

Sortino ratio

Return per unit of downside risk

0.56

0.91

-0.35

Omega ratio

Gain probability vs. loss probability

1.07

1.20

-0.13

Calmar ratio

Return relative to maximum drawdown

0.51

0.67

-0.16

Martin ratio

Return relative to average drawdown

1.43

1.88

-0.45

MMD vs. LSMSX - Sharpe Ratio Comparison

The current MMD Sharpe Ratio is 0.35, which is lower than the LSMSX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MMD and LSMSX, 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


MMDLSMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.69

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.26

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.59

-0.33

Correlation

The correlation between MMD and LSMSX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MMD vs. LSMSX - Dividend Comparison

MMD's dividend yield for the trailing twelve months is around 4.93%, more than LSMSX's 3.96% yield.


TTM20252024202320222021202020192018201720162015
MMD
NYLI MacKay DefinedTerm Muni Opportunities Fund
4.93%4.84%4.82%5.26%6.35%4.68%4.68%4.85%5.38%5.45%6.16%6.25%
LSMSX
Western Asset SMASh Series TF Fund
3.96%3.83%4.30%3.37%2.38%2.73%2.33%2.55%2.34%0.90%0.00%0.00%

Drawdowns

MMD vs. LSMSX - Drawdown Comparison

The maximum MMD drawdown since its inception was -30.12%, which is greater than LSMSX's maximum drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for MMD and LSMSX.


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Drawdown Indicators


MMDLSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-30.12%

-15.00%

-15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-6.21%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-30.12%

-15.00%

-15.12%

Max Drawdown (10Y)

Largest decline over 10 years

-30.12%

Current Drawdown

Current decline from peak

-18.78%

-2.32%

-16.46%

Average Drawdown

Average peak-to-trough decline

-9.05%

-2.88%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.22%

+0.43%

Volatility

MMD vs. LSMSX - Volatility Comparison

NYLI MacKay DefinedTerm Muni Opportunities Fund (MMD) has a higher volatility of 3.76% compared to Western Asset SMASh Series TF Fund (LSMSX) at 1.16%. This indicates that MMD's price experiences larger fluctuations and is considered to be riskier than LSMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMDLSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

1.16%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

1.63%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.39%

5.77%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

4.45%

+8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

4.52%

+9.38%