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MSOAX vs. CRARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSOAX vs. CRARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay WMC Enduring Capital Fund (MSOAX) and MainStay CBRE Real Estate Fund (CRARX). The values are adjusted to include any dividend payments, if applicable.

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MSOAX vs. CRARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSOAX
MainStay WMC Enduring Capital Fund
-3.06%-0.61%10.54%17.67%-13.18%35.36%15.48%24.80%-7.00%23.82%
CRARX
MainStay CBRE Real Estate Fund
4.03%-0.28%0.71%13.50%-26.95%52.55%-6.50%28.29%-8.00%5.23%

Returns By Period

In the year-to-date period, MSOAX achieves a -3.06% return, which is significantly lower than CRARX's 4.03% return. Over the past 10 years, MSOAX has outperformed CRARX with an annualized return of 10.06%, while CRARX has yielded a comparatively lower 4.31% annualized return.


MSOAX

1D
1.56%
1M
-7.34%
YTD
-3.06%
6M
-5.05%
1Y
-7.54%
3Y*
7.41%
5Y*
5.96%
10Y*
10.06%

CRARX

1D
0.67%
1M
-7.02%
YTD
4.03%
6M
1.92%
1Y
2.02%
3Y*
4.89%
5Y*
3.16%
10Y*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSOAX vs. CRARX - Expense Ratio Comparison

MSOAX has a 0.91% expense ratio, which is higher than CRARX's 0.83% expense ratio.


Return for Risk

MSOAX vs. CRARX — Risk / Return Rank

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

MSOAX
MSOAX Risk / Return Rank: 11
Overall Rank
MSOAX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSOAX Sortino Ratio Rank: 11
Sortino Ratio Rank
MSOAX Omega Ratio Rank: 11
Omega Ratio Rank
MSOAX Calmar Ratio Rank: 11
Calmar Ratio Rank
MSOAX Martin Ratio Rank: 11
Martin Ratio Rank

CRARX
CRARX Risk / Return Rank: 77
Overall Rank
CRARX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CRARX Sortino Ratio Rank: 66
Sortino Ratio Rank
CRARX Omega Ratio Rank: 66
Omega Ratio Rank
CRARX Calmar Ratio Rank: 88
Calmar Ratio Rank
CRARX 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.

MSOAX vs. CRARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay WMC Enduring Capital Fund (MSOAX) and MainStay CBRE Real Estate Fund (CRARX). 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.


MSOAXCRARXDifference

Sharpe ratio

Return per unit of total volatility

-0.44

0.13

-0.57

Sortino ratio

Return per unit of downside risk

-0.55

0.28

-0.83

Omega ratio

Gain probability vs. loss probability

0.93

1.04

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.60

0.26

-0.86

Martin ratio

Return relative to average drawdown

-1.29

1.02

-2.32

MSOAX vs. CRARX - Sharpe Ratio Comparison

The current MSOAX Sharpe Ratio is -0.44, which is lower than the CRARX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of MSOAX and CRARX, 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


MSOAXCRARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

0.13

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.17

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.20

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.32

+0.04

Correlation

The correlation between MSOAX and CRARX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MSOAX vs. CRARX - Dividend Comparison

MSOAX's dividend yield for the trailing twelve months is around 4.20%, more than CRARX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
MSOAX
MainStay WMC Enduring Capital Fund
4.20%4.07%0.26%0.64%4.00%8.70%0.83%5.99%13.82%0.88%1.22%1.11%
CRARX
MainStay CBRE Real Estate Fund
1.66%2.57%1.80%3.36%34.64%4.37%1.77%15.57%30.33%21.82%8.85%7.27%

Drawdowns

MSOAX vs. CRARX - Drawdown Comparison

The maximum MSOAX drawdown since its inception was -55.16%, smaller than the maximum CRARX drawdown of -72.66%. Use the drawdown chart below to compare losses from any high point for MSOAX and CRARX.


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Drawdown Indicators


MSOAXCRARXDifference

Max Drawdown

Largest peak-to-trough decline

-55.16%

-72.66%

+17.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-12.25%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-35.43%

+14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

-45.19%

+11.18%

Current Drawdown

Current decline from peak

-12.98%

-13.38%

+0.40%

Average Drawdown

Average peak-to-trough decline

-13.31%

-12.61%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

3.07%

+2.65%

Volatility

MSOAX vs. CRARX - Volatility Comparison

MainStay WMC Enduring Capital Fund (MSOAX) and MainStay CBRE Real Estate Fund (CRARX) have volatilities of 3.99% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSOAXCRARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

4.16%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

9.01%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

15.89%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

18.98%

-3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.75%

21.29%

-3.54%