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MMHVX vs. TLH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMHVX vs. TLH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay MacKay High Yield Municipal Bond Fund (MMHVX) and iShares 10-20 Year Treasury Bond ETF (TLH). 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 higher than TLH's -0.51% return. Over the past 10 years, MMHVX has outperformed TLH with an annualized return of 3.25%, while TLH has yielded a comparatively lower -0.83% 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%

TLH

1D
-0.38%
1M
0.62%
YTD
-0.51%
6M
-1.42%
1Y
5.33%
3Y*
0.59%
5Y*
-3.80%
10Y*
-0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMHVX vs. TLH - 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%
TLH
iShares 10-20 Year Treasury Bond ETF
-0.51%6.47%-4.21%4.03%-25.24%-5.38%13.78%10.11%0.37%4.21%

Correlation

The correlation between MMHVX and TLH is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.53

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

0.41

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

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2010

0.37

The correlation between MMHVX and TLH shifts across timeframes, from 0.37 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MMHVX vs. TLH — 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

TLH
TLH Risk / Return Rank: 1919
Overall Rank
TLH Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 1919
Sortino Ratio Rank
TLH Omega Ratio Rank: 1818
Omega Ratio Rank
TLH Calmar Ratio Rank: 1919
Calmar Ratio Rank
TLH Martin Ratio Rank: 2020
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. TLH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay MacKay High Yield Municipal Bond Fund (MMHVX) and iShares 10-20 Year Treasury Bond ETF (TLH). 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.


MMHVXTLHDifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

1.62

1.12

+0.51

Calmar ratioReturn relative to maximum drawdown

2.99

0.82

+2.17

Martin ratioReturn relative to average drawdown

10.49

2.28

+8.22

MMHVX vs. TLH - Sharpe Ratio Comparison

The current MMHVX Sharpe Ratio is 2.59, which is higher than the TLH Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of MMHVX and TLH, 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


MMHVXTLHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

0.67

+1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.30

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

-0.07

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.28

+0.78

Drawdowns

MMHVX vs. TLH - Drawdown Comparison

The maximum MMHVX drawdown since its inception was -20.86%, smaller than the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for MMHVX and TLH.


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Drawdown Indicators


MMHVXTLHDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-41.14%

+20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-6.50%

+3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-8.16%

-15.35%

+7.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-35.41%

+14.55%

Max Drawdown (10Y)

Largest decline over 10 years

-20.86%

-41.14%

+20.28%

Current Drawdown

Current decline from peak

0.00%

-29.82%

+29.82%

Average Drawdown

Average peak-to-trough decline

-3.20%

-10.76%

+7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.35%

-1.47%

Volatility

MMHVX vs. TLH - Volatility Comparison

The current volatility for MainStay MacKay High Yield Municipal Bond Fund (MMHVX) is 1.36%, while iShares 10-20 Year Treasury Bond ETF (TLH) has a volatility of 2.46%. This indicates that MMHVX experiences smaller price fluctuations and is considered to be less risky than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMHVXTLHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

2.46%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

5.49%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

8.01%

-4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

12.70%

-7.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.33%

11.19%

-5.86%

MMHVX vs. TLH - Expense Ratio Comparison

MMHVX has a 0.87% expense ratio, which is higher than TLH's 0.15% expense ratio.


Dividends

MMHVX vs. TLH - Dividend Comparison

MMHVX's dividend yield for the trailing twelve months is around 3.97%, less than TLH's 4.48% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TLH
iShares 10-20 Year Treasury Bond ETF
4.48%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%

Frequently Asked Questions


MMHVX and TLH have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLH has higher volatility (2.46%) compared to MMHVX (1.36%). In terms of maximum drawdown, MMHVX dropped -20.86% vs TLH's -41.14%.

MMHVX currently has the higher Sharpe Ratio (2.59 vs 0.67), 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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