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MSCVX vs. MTFEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSCVX vs. MTFEX - 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 MacKay Strategic Municipal Allocation Fund (MTFEX). The values are adjusted to include any dividend payments, if applicable.

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MSCVX vs. MTFEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MSCVX
MainStay MacKay California Tax Free Opportunities Fund
-0.63%3.53%2.74%6.09%-11.16%2.34%4.75%3.01%
MTFEX
MainStay MacKay Strategic Municipal Allocation Fund
-0.52%4.65%2.02%5.14%-7.11%2.07%4.32%2.87%

Returns By Period

In the year-to-date period, MSCVX achieves a -0.63% return, which is significantly lower than MTFEX's -0.52% 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%

MTFEX

1D
0.11%
1M
-2.68%
YTD
-0.52%
6M
1.07%
1Y
4.13%
3Y*
3.06%
5Y*
1.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSCVX vs. MTFEX - Expense Ratio Comparison

MSCVX has a 0.77% expense ratio, which is lower than MTFEX's 0.97% expense ratio.


Return for Risk

MSCVX vs. MTFEX — 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

MTFEX
MTFEX Risk / Return Rank: 6262
Overall Rank
MTFEX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MTFEX Sortino Ratio Rank: 6464
Sortino Ratio Rank
MTFEX Omega Ratio Rank: 8585
Omega Ratio Rank
MTFEX Calmar Ratio Rank: 4848
Calmar Ratio Rank
MTFEX Martin Ratio Rank: 4242
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. MTFEX - 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 MacKay Strategic Municipal Allocation Fund (MTFEX). 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.


MSCVXMTFEXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.22

-0.44

Sortino ratio

Return per unit of downside risk

1.05

1.63

-0.58

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratio

Return relative to maximum drawdown

0.75

1.19

-0.44

Martin ratio

Return relative to average drawdown

2.18

4.38

-2.20

MSCVX vs. MTFEX - Sharpe Ratio Comparison

The current MSCVX Sharpe Ratio is 0.78, which is lower than the MTFEX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of MSCVX and MTFEX, 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


MSCVXMTFEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.22

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.35

-0.26

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

0.49

+0.34

Correlation

The correlation between MSCVX and MTFEX is 0.87, 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

MSCVX vs. MTFEX - Dividend Comparison

MSCVX's dividend yield for the trailing twelve months is around 3.34%, more than MTFEX's 3.08% 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%
MTFEX
MainStay MacKay Strategic Municipal Allocation Fund
3.08%3.33%3.48%2.74%2.30%2.36%1.74%1.83%0.00%0.00%0.00%0.00%

Drawdowns

MSCVX vs. MTFEX - Drawdown Comparison

The maximum MSCVX drawdown since its inception was -17.13%, which is greater than MTFEX's maximum drawdown of -11.88%. Use the drawdown chart below to compare losses from any high point for MSCVX and MTFEX.


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Drawdown Indicators


MSCVXMTFEXDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-11.88%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-3.81%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

-11.88%

-5.25%

Max Drawdown (10Y)

Largest decline over 10 years

-17.13%

Current Drawdown

Current decline from peak

-2.86%

-2.68%

-0.18%

Average Drawdown

Average peak-to-trough decline

-3.07%

-2.77%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.04%

+0.70%

Volatility

MSCVX vs. MTFEX - Volatility Comparison

MainStay MacKay California Tax Free Opportunities Fund (MSCVX) has a higher volatility of 1.01% compared to MainStay MacKay Strategic Municipal Allocation Fund (MTFEX) at 0.93%. This indicates that MSCVX's price experiences larger fluctuations and is considered to be riskier than MTFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSCVXMTFEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.93%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

1.52%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

3.85%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

3.10%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

3.94%

+0.73%