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MSPIX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSPIX and VOO is 0.99, 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.


Performance

MSPIX vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MSPIX:

0.47

VOO:

0.72

Sortino Ratio

MSPIX:

0.77

VOO:

1.12

Omega Ratio

MSPIX:

1.11

VOO:

1.16

Calmar Ratio

MSPIX:

0.44

VOO:

0.74

Martin Ratio

MSPIX:

1.45

VOO:

2.83

Ulcer Index

MSPIX:

6.33%

VOO:

4.88%

Daily Std Dev

MSPIX:

20.04%

VOO:

19.41%

Max Drawdown

MSPIX:

-55.30%

VOO:

-33.99%

Current Drawdown

MSPIX:

-5.33%

VOO:

-2.65%

Returns By Period

The year-to-date returns for both investments are quite close, with MSPIX having a 1.81% return and VOO slightly higher at 1.84%. Over the past 10 years, MSPIX has underperformed VOO with an annualized return of 4.42%, while VOO has yielded a comparatively higher 12.82% annualized return.


MSPIX

YTD

1.81%

1M

13.00%

6M

-2.20%

1Y

9.27%

3Y*

10.89%

5Y*

10.46%

10Y*

4.42%

VOO

YTD

1.84%

1M

13.00%

6M

1.80%

1Y

13.86%

3Y*

16.93%

5Y*

16.68%

10Y*

12.82%

*Annualized

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MainStay S&P 500 Index Fund

Vanguard S&P 500 ETF

MSPIX vs. VOO - Expense Ratio Comparison

MSPIX has a 0.25% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

MSPIX vs. VOO — Risk-Adjusted Performance Rank

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

MSPIX
The Risk-Adjusted Performance Rank of MSPIX is 4848
Overall Rank
The Sharpe Ratio Rank of MSPIX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of MSPIX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of MSPIX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MSPIX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of MSPIX is 4545
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSPIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay S&P 500 Index Fund (MSPIX) and Vanguard S&P 500 ETF (VOO). 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.


The current MSPIX Sharpe Ratio is 0.47, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MSPIX and VOO, 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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Dividends

MSPIX vs. VOO - Dividend Comparison

MSPIX's dividend yield for the trailing twelve months is around 5.21%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
MSPIX
MainStay S&P 500 Index Fund
5.21%5.31%1.30%10.37%4.57%8.86%17.41%14.61%15.26%9.79%5.75%1.75%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MSPIX vs. VOO - Drawdown Comparison

The maximum MSPIX drawdown since its inception was -55.30%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MSPIX and VOO. For additional features, visit the drawdowns tool.


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Volatility

MSPIX vs. VOO - Volatility Comparison

MainStay S&P 500 Index Fund (MSPIX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.43% and 5.49%, 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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