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MMRIX vs. MSXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMRIX vs. MSXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay Moderate Allocation Fund (MMRIX) and NYLI S&P 500 Index Class A (MSXAX). The values are adjusted to include any dividend payments, if applicable.

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MMRIX vs. MSXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMRIX
MainStay Moderate Allocation Fund
-3.07%11.38%8.84%13.65%-13.76%12.21%13.01%18.20%-8.86%12.11%
MSXAX
NYLI S&P 500 Index Class A
-4.45%17.26%23.98%25.96%-18.52%28.13%17.86%30.69%-4.71%21.07%

Returns By Period

In the year-to-date period, MMRIX achieves a -3.07% return, which is significantly higher than MSXAX's -4.45% return. Over the past 10 years, MMRIX has underperformed MSXAX with an annualized return of 6.30%, while MSXAX has yielded a comparatively higher 13.51% annualized return.


MMRIX

1D
0.00%
1M
-6.27%
YTD
-3.07%
6M
-0.93%
1Y
9.58%
3Y*
8.70%
5Y*
4.63%
10Y*
6.30%

MSXAX

1D
2.92%
1M
-5.05%
YTD
-4.45%
6M
-2.39%
1Y
16.74%
3Y*
17.69%
5Y*
11.23%
10Y*
13.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMRIX vs. MSXAX - Expense Ratio Comparison

MMRIX has a 0.09% expense ratio, which is lower than MSXAX's 0.52% expense ratio.


Return for Risk

MMRIX vs. MSXAX — Risk / Return Rank

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

MMRIX
MMRIX Risk / Return Rank: 4848
Overall Rank
MMRIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MMRIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
MMRIX Omega Ratio Rank: 4949
Omega Ratio Rank
MMRIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
MMRIX Martin Ratio Rank: 5151
Martin Ratio Rank

MSXAX
MSXAX Risk / Return Rank: 5151
Overall Rank
MSXAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MSXAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
MSXAX Omega Ratio Rank: 5252
Omega Ratio Rank
MSXAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
MSXAX Martin Ratio Rank: 6161
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.

MMRIX vs. MSXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Moderate Allocation Fund (MMRIX) and NYLI S&P 500 Index Class A (MSXAX). 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.


MMRIXMSXAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.95

+0.02

Sortino ratio

Return per unit of downside risk

1.39

1.45

-0.07

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.10

1.28

-0.19

Martin ratio

Return relative to average drawdown

5.01

6.10

-1.10

MMRIX vs. MSXAX - Sharpe Ratio Comparison

The current MMRIX Sharpe Ratio is 0.96, which is comparable to the MSXAX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of MMRIX and MSXAX, 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


MMRIXMSXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.95

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.67

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.75

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.52

-0.01

Correlation

The correlation between MMRIX and MSXAX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MMRIX vs. MSXAX - Dividend Comparison

MMRIX's dividend yield for the trailing twelve months is around 5.69%, more than MSXAX's 1.11% yield.


TTM20252024202320222021202020192018201720162015
MMRIX
MainStay Moderate Allocation Fund
5.69%5.51%6.88%0.60%5.92%9.74%5.89%4.16%7.98%3.23%1.73%5.26%
MSXAX
NYLI S&P 500 Index Class A
1.11%1.06%5.20%4.04%10.30%4.44%8.78%17.42%14.49%15.18%9.63%5.53%

Drawdowns

MMRIX vs. MSXAX - Drawdown Comparison

The maximum MMRIX drawdown since its inception was -35.91%, smaller than the maximum MSXAX drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for MMRIX and MSXAX.


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Drawdown Indicators


MMRIXMSXAXDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-55.48%

+19.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-12.11%

+4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-24.78%

+4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-24.34%

-33.79%

+9.45%

Current Drawdown

Current decline from peak

-6.40%

-6.31%

-0.09%

Average Drawdown

Average peak-to-trough decline

-4.52%

-7.21%

+2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.54%

-0.84%

Volatility

MMRIX vs. MSXAX - Volatility Comparison

The current volatility for MainStay Moderate Allocation Fund (MMRIX) is 3.33%, while NYLI S&P 500 Index Class A (MSXAX) has a volatility of 5.35%. This indicates that MMRIX experiences smaller price fluctuations and is considered to be less risky than MSXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMRIXMSXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

5.35%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

9.53%

-3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

18.32%

-8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.31%

16.92%

-6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.16%

18.06%

-5.90%