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MSXAX vs. BXMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSXAX vs. BXMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI S&P 500 Index Class A (MSXAX) and Nuveen S&P 500 Buy-Write Income Fund (BXMX). The values are adjusted to include any dividend payments, if applicable.

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MSXAX vs. BXMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSXAX
NYLI S&P 500 Index Class A
-4.45%17.26%23.98%25.96%-18.52%28.13%17.86%30.69%-4.71%21.07%
BXMX
Nuveen S&P 500 Buy-Write Income Fund
-8.03%13.74%17.26%9.10%-7.18%20.83%1.11%22.22%-9.06%19.76%

Returns By Period

In the year-to-date period, MSXAX achieves a -4.45% return, which is significantly higher than BXMX's -8.03% return. Over the past 10 years, MSXAX has outperformed BXMX with an annualized return of 13.51%, while BXMX has yielded a comparatively lower 8.03% annualized return.


MSXAX

1D
2.92%
1M
-5.05%
YTD
-4.45%
6M
-2.39%
1Y
16.74%
3Y*
17.69%
5Y*
11.23%
10Y*
13.51%

BXMX

1D
-2.07%
1M
-7.53%
YTD
-8.03%
6M
-4.57%
1Y
9.21%
3Y*
9.29%
5Y*
7.43%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSXAX vs. BXMX - Expense Ratio Comparison

MSXAX has a 0.52% expense ratio, which is lower than BXMX's 0.89% expense ratio.


Return for Risk

MSXAX vs. BXMX — Risk / Return Rank

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

MSXAX
MSXAX Risk / Return Rank: 5151
Overall Rank
MSXAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MSXAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
MSXAX Omega Ratio Rank: 5252
Omega Ratio Rank
MSXAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
MSXAX Martin Ratio Rank: 6161
Martin Ratio Rank

BXMX
BXMX Risk / Return Rank: 2323
Overall Rank
BXMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BXMX Sortino Ratio Rank: 2020
Sortino Ratio Rank
BXMX Omega Ratio Rank: 2222
Omega Ratio Rank
BXMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BXMX Martin Ratio Rank: 2929
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.

MSXAX vs. BXMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI S&P 500 Index Class A (MSXAX) and Nuveen S&P 500 Buy-Write Income Fund (BXMX). 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.


MSXAXBXMXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.52

+0.42

Sortino ratio

Return per unit of downside risk

1.45

0.87

+0.59

Omega ratio

Gain probability vs. loss probability

1.22

1.13

+0.09

Calmar ratio

Return relative to maximum drawdown

1.28

0.73

+0.55

Martin ratio

Return relative to average drawdown

6.10

3.22

+2.88

MSXAX vs. BXMX - Sharpe Ratio Comparison

The current MSXAX Sharpe Ratio is 0.95, which is higher than the BXMX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MSXAX and BXMX, 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


MSXAXBXMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.52

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.50

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.46

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.36

+0.16

Correlation

The correlation between MSXAX and BXMX is 0.66, 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

MSXAX vs. BXMX - Dividend Comparison

MSXAX's dividend yield for the trailing twelve months is around 1.11%, less than BXMX's 8.22% yield.


TTM20252024202320222021202020192018201720162015
MSXAX
NYLI S&P 500 Index Class A
1.11%1.06%5.20%4.04%10.30%4.44%8.78%17.42%14.49%15.18%9.63%5.53%
BXMX
Nuveen S&P 500 Buy-Write Income Fund
8.22%7.41%7.02%7.37%7.48%5.87%6.81%6.76%8.12%6.41%7.33%7.42%

Drawdowns

MSXAX vs. BXMX - Drawdown Comparison

The maximum MSXAX drawdown since its inception was -55.48%, which is greater than BXMX's maximum drawdown of -49.53%. Use the drawdown chart below to compare losses from any high point for MSXAX and BXMX.


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Drawdown Indicators


MSXAXBXMXDifference

Max Drawdown

Largest peak-to-trough decline

-55.48%

-49.53%

-5.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.42%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-17.94%

-6.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-38.77%

+4.98%

Current Drawdown

Current decline from peak

-6.31%

-9.75%

+3.44%

Average Drawdown

Average peak-to-trough decline

-7.21%

-5.69%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.58%

-0.04%

Volatility

MSXAX vs. BXMX - Volatility Comparison

NYLI S&P 500 Index Class A (MSXAX) has a higher volatility of 5.35% compared to Nuveen S&P 500 Buy-Write Income Fund (BXMX) at 4.26%. This indicates that MSXAX's price experiences larger fluctuations and is considered to be riskier than BXMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSXAXBXMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.26%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

8.32%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

16.43%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

14.98%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

17.44%

+0.62%