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MSCVX vs. MECVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSCVX vs. MECVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay MacKay California Tax Free Opportunities Fund (MSCVX) and MainStay Epoch Capital Growth Fund (MECVX). The values are adjusted to include any dividend payments, if applicable.

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MSCVX vs. MECVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSCVX
MainStay MacKay California Tax Free Opportunities Fund
-0.63%3.53%2.74%6.09%-11.16%2.34%4.75%8.39%1.67%6.35%
MECVX
MainStay Epoch Capital Growth Fund
-5.60%13.10%10.52%29.35%-19.63%25.00%29.21%34.56%-8.92%26.65%

Returns By Period

In the year-to-date period, MSCVX achieves a -0.63% return, which is significantly higher than MECVX's -5.60% return.


MSCVX

1D
0.11%
1M
-2.86%
YTD
-0.63%
6M
1.03%
1Y
2.97%
3Y*
3.21%
5Y*
0.42%
10Y*
2.14%

MECVX

1D
-0.41%
1M
-8.93%
YTD
-5.60%
6M
-3.91%
1Y
9.91%
3Y*
11.51%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSCVX vs. MECVX - Expense Ratio Comparison

MSCVX has a 0.77% expense ratio, which is lower than MECVX's 1.39% expense ratio.


Return for Risk

MSCVX vs. MECVX — Risk / Return Rank

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

MSCVX
MSCVX Risk / Return Rank: 3333
Overall Rank
MSCVX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MSCVX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MSCVX Omega Ratio Rank: 5858
Omega Ratio Rank
MSCVX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MSCVX Martin Ratio Rank: 2020
Martin Ratio Rank

MECVX
MECVX Risk / Return Rank: 2424
Overall Rank
MECVX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MECVX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MECVX Omega Ratio Rank: 2222
Omega Ratio Rank
MECVX Calmar Ratio Rank: 2323
Calmar Ratio Rank
MECVX Martin Ratio Rank: 2727
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.

MSCVX vs. MECVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay MacKay California Tax Free Opportunities Fund (MSCVX) and MainStay Epoch Capital Growth Fund (MECVX). 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.


MSCVXMECVXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.61

+0.18

Sortino ratio

Return per unit of downside risk

1.05

0.96

+0.09

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

0.75

0.70

+0.05

Martin ratio

Return relative to average drawdown

2.18

2.89

-0.72

MSCVX vs. MECVX - Sharpe Ratio Comparison

The current MSCVX Sharpe Ratio is 0.78, which is comparable to the MECVX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of MSCVX and MECVX, 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


MSCVXMECVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.61

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.49

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.76

+0.07

Correlation

The correlation between MSCVX and MECVX is 0.07, 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

MSCVX vs. MECVX - Dividend Comparison

MSCVX's dividend yield for the trailing twelve months is around 3.34%, less than MECVX's 8.60% yield.


TTM20252024202320222021202020192018201720162015
MSCVX
MainStay MacKay California Tax Free Opportunities Fund
3.34%4.45%3.84%2.84%2.81%2.13%2.48%2.78%3.01%3.07%3.16%3.50%
MECVX
MainStay Epoch Capital Growth Fund
8.60%8.12%4.30%0.32%1.01%28.36%19.49%9.87%7.96%3.31%0.22%0.00%

Drawdowns

MSCVX vs. MECVX - Drawdown Comparison

The maximum MSCVX drawdown since its inception was -17.13%, smaller than the maximum MECVX drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for MSCVX and MECVX.


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Drawdown Indicators


MSCVXMECVXDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-30.36%

+13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-10.77%

+5.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

-29.51%

+12.38%

Max Drawdown (10Y)

Largest decline over 10 years

-17.13%

Current Drawdown

Current decline from peak

-2.86%

-10.06%

+7.20%

Average Drawdown

Average peak-to-trough decline

-3.07%

-4.98%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.72%

-0.98%

Volatility

MSCVX vs. MECVX - Volatility Comparison

The current volatility for MainStay MacKay California Tax Free Opportunities Fund (MSCVX) is 1.01%, while MainStay Epoch Capital Growth Fund (MECVX) has a volatility of 4.71%. This indicates that MSCVX experiences smaller price fluctuations and is considered to be less risky than MECVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSCVXMECVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

4.71%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

9.41%

-7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

16.30%

-11.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

16.40%

-11.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

16.88%

-12.21%