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MMHVX vs. MLPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMHVX vs. MLPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay MacKay High Yield Municipal Bond Fund (MMHVX) and Global X MLP & Energy Infrastructure ETF (MLPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MMHVX achieves a 2.88% return, which is significantly lower than MLPX's 23.59% return. Over the past 10 years, MMHVX has underperformed MLPX with an annualized return of 3.25%, while MLPX has yielded a comparatively higher 12.41% annualized return.


MMHVX

1D
0.25%
1M
1.28%
YTD
2.88%
6M
3.16%
1Y
9.31%
3Y*
5.41%
5Y*
1.15%
10Y*
3.25%

MLPX

1D
-0.39%
1M
-2.15%
YTD
23.59%
6M
23.51%
1Y
22.94%
3Y*
28.13%
5Y*
20.92%
10Y*
12.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMHVX vs. MLPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMHVX
MainStay MacKay High Yield Municipal Bond Fund
2.88%4.27%4.24%8.60%-14.42%6.12%5.18%9.18%4.06%8.60%
MLPX
Global X MLP & Energy Infrastructure ETF
23.59%4.96%42.90%15.77%21.54%39.63%-20.32%19.04%-15.64%-4.53%

Correlation

The correlation between MMHVX and MLPX is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2013

-0.00

The correlation between MMHVX and MLPX shifts across timeframes, from -0.14 (1 year) to 0.02 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MMHVX vs. MLPX — Risk / Return Rank

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

MMHVX
MMHVX Risk / Return Rank: 7373
Overall Rank
MMHVX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MMHVX Sortino Ratio Rank: 8888
Sortino Ratio Rank
MMHVX Omega Ratio Rank: 8888
Omega Ratio Rank
MMHVX Calmar Ratio Rank: 6060
Calmar Ratio Rank
MMHVX Martin Ratio Rank: 5151
Martin Ratio Rank

MLPX
MLPX Risk / Return Rank: 4444
Overall Rank
MLPX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MLPX Sortino Ratio Rank: 4040
Sortino Ratio Rank
MLPX Omega Ratio Rank: 3939
Omega Ratio Rank
MLPX Calmar Ratio Rank: 5656
Calmar Ratio Rank
MLPX Martin Ratio Rank: 4444
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.

MMHVX vs. MLPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay MacKay High Yield Municipal Bond Fund (MMHVX) and Global X MLP & Energy Infrastructure ETF (MLPX). 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.


MMHVXMLPXDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.62

1.26

+0.37

Calmar ratioReturn relative to maximum drawdown

2.99

2.82

+0.17

Martin ratioReturn relative to average drawdown

10.49

7.27

+3.23

MMHVX vs. MLPX - Sharpe Ratio Comparison

The current MMHVX Sharpe Ratio is 2.59, which is higher than the MLPX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of MMHVX and MLPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MMHVXMLPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

1.50

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

1.05

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.47

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.35

+0.70

Drawdowns

MMHVX vs. MLPX - Drawdown Comparison

The maximum MMHVX drawdown since its inception was -20.86%, smaller than the maximum MLPX drawdown of -70.67%. Use the drawdown chart below to compare losses from any high point for MMHVX and MLPX.


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Drawdown Indicators


MMHVXMLPXDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-70.67%

+49.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-8.18%

+5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-8.16%

-16.77%

+8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-19.72%

-1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-20.86%

-64.70%

+43.84%

Current Drawdown

Current decline from peak

0.00%

-5.68%

+5.68%

Average Drawdown

Average peak-to-trough decline

-3.20%

-16.63%

+13.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

3.17%

-2.29%

Volatility

MMHVX vs. MLPX - Volatility Comparison

The current volatility for MainStay MacKay High Yield Municipal Bond Fund (MMHVX) is 1.36%, while Global X MLP & Energy Infrastructure ETF (MLPX) has a volatility of 6.41%. This indicates that MMHVX experiences smaller price fluctuations and is considered to be less risky than MLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMHVXMLPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

6.41%

-5.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

11.84%

-9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

15.38%

-11.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

20.08%

-14.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.33%

26.50%

-21.17%

MMHVX vs. MLPX - Expense Ratio Comparison

MMHVX has a 0.87% expense ratio, which is higher than MLPX's 0.45% expense ratio.


Dividends

MMHVX vs. MLPX - Dividend Comparison

MMHVX's dividend yield for the trailing twelve months is around 3.97%, less than MLPX's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
MLPX
Global X MLP & Energy Infrastructure ETF
4.15%4.88%4.30%5.22%5.23%5.98%8.32%5.78%5.77%4.36%5.50%4.81%
MMHVX
MainStay MacKay High Yield Municipal Bond Fund
3.97%5.31%3.98%3.28%3.47%2.71%3.32%3.83%3.91%3.92%4.20%4.40%

Frequently Asked Questions


MMHVX and MLPX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPX has higher volatility (6.41%) compared to MMHVX (1.36%). In terms of maximum drawdown, MMHVX dropped -20.86% vs MLPX's -70.67%.

MMHVX currently has the higher Sharpe Ratio (2.59 vs 1.50), 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

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