MSOAX vs. DFIEX
Compare and contrast key facts about MainStay WMC Enduring Capital Fund (MSOAX) and DFA International Core Equity Portfolio I (DFIEX).
MSOAX is managed by New York Life. It was launched on Jun 1, 1998. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
MSOAX vs. DFIEX - Performance Comparison
Loading graphics...
MSOAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, MSOAX achieves a -3.06% return, which is significantly lower than DFIEX's 2.80% return. Both investments have delivered pretty close results over the past 10 years, with MSOAX having a 10.06% annualized return and DFIEX not far behind at 9.64%.
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%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSOAX vs. DFIEX - Expense Ratio Comparison
MSOAX has a 0.91% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
MSOAX vs. DFIEX — Risk / Return Rank
MSOAX
DFIEX
MSOAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay WMC Enduring Capital Fund (MSOAX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| MSOAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.44 | 1.95 | -2.39 |
Sortino ratioReturn per unit of downside risk | -0.55 | 2.55 | -3.09 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.39 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.57 | -3.17 |
Martin ratioReturn relative to average drawdown | -1.29 | 10.07 | -11.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MSOAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 1.95 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.60 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.35 | +0.02 |
Correlation
The correlation between MSOAX and DFIEX is 0.78, 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
MSOAX vs. DFIEX - Dividend Comparison
MSOAX's dividend yield for the trailing twelve months is around 4.20%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
MSOAX vs. DFIEX - Drawdown Comparison
The maximum MSOAX drawdown since its inception was -55.16%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for MSOAX and DFIEX.
Loading graphics...
Drawdown Indicators
| MSOAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.16% | -62.22% | +7.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -11.01% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.27% | -28.66% | +7.39% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -41.04% | +7.03% |
Current DrawdownCurrent decline from peak | -12.98% | -7.75% | -5.23% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -12.26% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.72% | 2.81% | +2.91% |
Volatility
MSOAX vs. DFIEX - Volatility Comparison
The current volatility for MainStay WMC Enduring Capital Fund (MSOAX) is 3.99%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that MSOAX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MSOAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 7.09% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 10.45% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 15.90% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 15.65% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 16.35% | +1.40% |