PortfoliosLab logoPortfoliosLab logo
MSPIX vs. MYIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSPIX vs. MYIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay S&P 500 Index Fund (MSPIX) and MainStay WMC International Research Equity Fund (MYIIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MSPIX vs. MYIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSPIX
MainStay S&P 500 Index Fund
-7.11%17.55%24.31%26.29%-18.33%28.46%18.14%31.02%-4.47%21.38%
MYIIX
MainStay WMC International Research Equity Fund
-0.87%39.10%7.56%13.56%-15.94%10.65%1.75%17.15%-23.31%23.20%

Returns By Period

In the year-to-date period, MSPIX achieves a -7.11% return, which is significantly lower than MYIIX's -0.87% return. Over the past 10 years, MSPIX has outperformed MYIIX with an annualized return of 13.46%, while MYIIX has yielded a comparatively lower 6.53% annualized return.


MSPIX

1D
-0.39%
1M
-7.68%
YTD
-7.11%
6M
-4.72%
1Y
14.15%
3Y*
16.86%
5Y*
11.13%
10Y*
13.46%

MYIIX

1D
0.10%
1M
-11.08%
YTD
-0.87%
6M
5.98%
1Y
29.46%
3Y*
16.37%
5Y*
8.52%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MSPIX vs. MYIIX - Expense Ratio Comparison

MSPIX has a 0.25% expense ratio, which is lower than MYIIX's 0.86% expense ratio.


Return for Risk

MSPIX vs. MYIIX — Risk / Return Rank

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

MSPIX
MSPIX Risk / Return Rank: 4242
Overall Rank
MSPIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MSPIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
MSPIX Omega Ratio Rank: 4646
Omega Ratio Rank
MSPIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MSPIX Martin Ratio Rank: 4747
Martin Ratio Rank

MYIIX
MYIIX Risk / Return Rank: 8787
Overall Rank
MYIIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MYIIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
MYIIX Omega Ratio Rank: 8787
Omega Ratio Rank
MYIIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
MYIIX Martin Ratio Rank: 8686
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.

MSPIX vs. MYIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay S&P 500 Index Fund (MSPIX) and MainStay WMC International Research Equity Fund (MYIIX). 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.


MSPIXMYIIXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.86

-1.04

Sortino ratio

Return per unit of downside risk

1.28

2.35

-1.07

Omega ratio

Gain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratio

Return relative to maximum drawdown

0.98

2.18

-1.20

Martin ratio

Return relative to average drawdown

4.73

9.00

-4.27

MSPIX vs. MYIIX - Sharpe Ratio Comparison

The current MSPIX Sharpe Ratio is 0.82, which is lower than the MYIIX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of MSPIX and MYIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MSPIXMYIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.86

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.57

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.41

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.16

+0.42

Correlation

The correlation between MSPIX and MYIIX is 0.69, 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

MSPIX vs. MYIIX - Dividend Comparison

MSPIX's dividend yield for the trailing twelve months is around 1.34%, less than MYIIX's 2.95% yield.


TTM20252024202320222021202020192018201720162015
MSPIX
MainStay S&P 500 Index Fund
1.34%1.25%5.31%4.17%10.37%4.57%8.86%17.41%14.61%15.26%9.79%5.75%
MYIIX
MainStay WMC International Research Equity Fund
2.95%2.92%1.88%2.05%1.98%2.74%2.13%10.18%6.35%1.76%3.16%0.90%

Drawdowns

MSPIX vs. MYIIX - Drawdown Comparison

The maximum MSPIX drawdown since its inception was -55.30%, smaller than the maximum MYIIX drawdown of -62.79%. Use the drawdown chart below to compare losses from any high point for MSPIX and MYIIX.


Loading graphics...

Drawdown Indicators


MSPIXMYIIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.30%

-62.79%

+7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.17%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-24.64%

-30.71%

+6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

-44.88%

+11.10%

Current Drawdown

Current decline from peak

-8.93%

-11.08%

+2.15%

Average Drawdown

Average peak-to-trough decline

-8.74%

-17.33%

+8.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.00%

-0.43%

Volatility

MSPIX vs. MYIIX - Volatility Comparison

The current volatility for MainStay S&P 500 Index Fund (MSPIX) is 4.24%, while MainStay WMC International Research Equity Fund (MYIIX) has a volatility of 6.13%. This indicates that MSPIX experiences smaller price fluctuations and is considered to be less risky than MYIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MSPIXMYIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

6.13%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

10.12%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

15.05%

+3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

15.01%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

15.96%

+2.08%