PortfoliosLab logoPortfoliosLab logo
MSTIX vs. MGDIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTIX vs. MGDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay MacKay Short Term Municipal Fund (MSTIX) and MainStay Growth Allocation Fund (MGDIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MSTIX achieves a 1.10% return, which is significantly lower than MGDIX's 10.48% return. Over the past 10 years, MSTIX has underperformed MGDIX with an annualized return of 1.66%, while MGDIX has yielded a comparatively higher 8.76% annualized return.


MSTIX

1D
0.00%
1M
0.70%
YTD
1.10%
6M
1.38%
1Y
4.00%
3Y*
3.58%
5Y*
1.66%
10Y*
1.66%

MGDIX

1D
0.95%
1M
1.85%
YTD
10.48%
6M
9.99%
1Y
22.27%
3Y*
13.33%
5Y*
7.55%
10Y*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTIX vs. MGDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSTIX
MainStay MacKay Short Term Municipal Fund
1.10%4.69%2.41%3.70%-3.33%0.43%2.55%2.53%1.81%1.29%
MGDIX
MainStay Growth Allocation Fund
10.48%12.70%9.98%14.52%-14.25%16.64%13.78%21.36%-11.50%15.15%

Correlation

The correlation between MSTIX and MGDIX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2005

-0.06

The correlation between MSTIX and MGDIX shifts across timeframes, from -0.06 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

MSTIX vs. MGDIX — Risk / Return Rank

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

MSTIX
MSTIX Risk / Return Rank: 7979
Overall Rank
MSTIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MSTIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MSTIX Omega Ratio Rank: 9797
Omega Ratio Rank
MSTIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
MSTIX Martin Ratio Rank: 5151
Martin Ratio Rank

MGDIX
MGDIX Risk / Return Rank: 6161
Overall Rank
MGDIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
MGDIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
MGDIX Omega Ratio Rank: 5858
Omega Ratio Rank
MGDIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
MGDIX Martin Ratio Rank: 6868
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.

MSTIX vs. MGDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay MacKay Short Term Municipal Fund (MSTIX) and MainStay Growth Allocation Fund (MGDIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSTIXMGDIXDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+2.16

Omega ratioGain probability vs. loss probability

2.00

1.38

+0.61

Calmar ratioReturn relative to maximum drawdown

2.92

2.82

+0.11

Martin ratioReturn relative to average drawdown

9.83

12.31

-2.49

MSTIX vs. MGDIX - Sharpe Ratio Comparison

The current MSTIX Sharpe Ratio is 2.68, which is comparable to the MGDIX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of MSTIX and MGDIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MSTIX vs. MGDIX - Drawdown Comparison

The maximum MSTIX drawdown since its inception was -8.99%, smaller than the maximum MGDIX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for MSTIX and MGDIX.


Loading charts...

Drawdown Indicators


MSTIXMGDIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.99%

-46.05%

+37.06%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-7.84%

+6.46%

Max Drawdown (3Y)

Largest decline over 3 years

-1.83%

-15.67%

+13.84%

Max Drawdown (5Y)

Largest decline over 5 years

-5.62%

-22.24%

+16.62%

Max Drawdown (10Y)

Largest decline over 10 years

-5.62%

-30.13%

+24.51%

Current Drawdown

Current decline from peak

-0.26%

-0.17%

-0.09%

Average Drawdown

Average peak-to-trough decline

-0.54%

-6.22%

+5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

1.79%

-1.38%

Volatility

MSTIX vs. MGDIX - Volatility Comparison

The current volatility for MainStay MacKay Short Term Municipal Fund (MSTIX) is 0.49%, while MainStay Growth Allocation Fund (MGDIX) has a volatility of 3.97%. This indicates that MSTIX experiences smaller price fluctuations and is considered to be less risky than MGDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MSTIXMGDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

3.97%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

8.56%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

1.51%

10.51%

-9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.83%

13.29%

-11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

14.14%

-12.56%

MSTIX vs. MGDIX - Expense Ratio Comparison

MSTIX has a 0.40% expense ratio, which is higher than MGDIX's 0.10% expense ratio.


Dividends

MSTIX vs. MGDIX - Dividend Comparison

MSTIX's dividend yield for the trailing twelve months is around 3.28%, less than MGDIX's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
MGDIX
MainStay Growth Allocation Fund
4.62%5.11%8.27%0.14%7.62%11.17%5.44%4.58%11.08%2.83%2.25%5.77%
MSTIX
MainStay MacKay Short Term Municipal Fund
3.28%3.38%3.14%2.85%1.38%0.85%1.37%1.76%1.48%1.28%0.87%0.82%

Frequently Asked Questions


MSTIX and MGDIX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGDIX has higher volatility (3.97%) compared to MSTIX (0.49%). In terms of maximum drawdown, MSTIX dropped -8.99% vs MGDIX's -46.05%.

MSTIX currently has the higher Sharpe Ratio (2.68 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MSTIX and MGDIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer