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MMRIX vs. RPXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMRIX vs. RPXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay Moderate Allocation Fund (MMRIX) and RiverPark Large Growth Fund (RPXIX). The values are adjusted to include any dividend payments, if applicable.

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MMRIX vs. RPXIX - 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%
RPXIX
RiverPark Large Growth Fund
-13.34%13.18%22.55%51.57%-47.37%1.09%55.28%32.49%-4.78%30.27%

Returns By Period

In the year-to-date period, MMRIX achieves a -3.07% return, which is significantly higher than RPXIX's -13.34% return. Over the past 10 years, MMRIX has underperformed RPXIX with an annualized return of 6.30%, while RPXIX has yielded a comparatively higher 10.12% 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%

RPXIX

1D
0.28%
1M
-8.04%
YTD
-13.34%
6M
-12.24%
1Y
5.71%
3Y*
16.04%
5Y*
-1.11%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMRIX vs. RPXIX - Expense Ratio Comparison

MMRIX has a 0.09% expense ratio, which is lower than RPXIX's 0.91% expense ratio.


Return for Risk

MMRIX vs. RPXIX — 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

RPXIX
RPXIX Risk / Return Rank: 1111
Overall Rank
RPXIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RPXIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
RPXIX Omega Ratio Rank: 1313
Omega Ratio Rank
RPXIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
RPXIX Martin Ratio Rank: 1010
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. RPXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Moderate Allocation Fund (MMRIX) and RiverPark Large Growth Fund (RPXIX). 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.


MMRIXRPXIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.28

+0.68

Sortino ratio

Return per unit of downside risk

1.39

0.56

+0.83

Omega ratio

Gain probability vs. loss probability

1.20

1.08

+0.12

Calmar ratio

Return relative to maximum drawdown

1.10

0.20

+0.89

Martin ratio

Return relative to average drawdown

5.01

0.71

+4.30

MMRIX vs. RPXIX - Sharpe Ratio Comparison

The current MMRIX Sharpe Ratio is 0.96, which is higher than the RPXIX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of MMRIX and RPXIX, 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


MMRIXRPXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.28

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

-0.04

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.41

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.46

+0.05

Correlation

The correlation between MMRIX and RPXIX is 0.86, 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. RPXIX - Dividend Comparison

MMRIX's dividend yield for the trailing twelve months is around 5.69%, less than RPXIX's 10.56% 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%
RPXIX
RiverPark Large Growth Fund
10.56%9.15%7.22%0.00%0.01%3.79%6.69%11.76%15.17%9.01%0.54%1.72%

Drawdowns

MMRIX vs. RPXIX - Drawdown Comparison

The maximum MMRIX drawdown since its inception was -35.91%, smaller than the maximum RPXIX drawdown of -58.56%. Use the drawdown chart below to compare losses from any high point for MMRIX and RPXIX.


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Drawdown Indicators


MMRIXRPXIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-58.56%

+22.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-15.28%

+7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-58.56%

+38.16%

Max Drawdown (10Y)

Largest decline over 10 years

-24.34%

-58.56%

+34.22%

Current Drawdown

Current decline from peak

-6.40%

-20.17%

+13.77%

Average Drawdown

Average peak-to-trough decline

-4.52%

-11.64%

+7.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

4.30%

-2.60%

Volatility

MMRIX vs. RPXIX - Volatility Comparison

The current volatility for MainStay Moderate Allocation Fund (MMRIX) is 3.33%, while RiverPark Large Growth Fund (RPXIX) has a volatility of 4.87%. This indicates that MMRIX experiences smaller price fluctuations and is considered to be less risky than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMRIXRPXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

4.87%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

10.79%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

21.14%

-11.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.31%

26.37%

-16.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.16%

24.71%

-12.55%