MSXAX vs. EPSYX
Compare and contrast key facts about NYLI S&P 500 Index Class A (MSXAX) and MainStay Epoch Global Equity Yield Fund (EPSYX).
MSXAX is a passively managed fund by New York Life that tracks the performance of the S&P 500 Index. It was launched on Jan 2, 2004. EPSYX is managed by New York Life. It was launched on Dec 26, 2005.
Performance
MSXAX vs. EPSYX - Performance Comparison
Loading graphics...
MSXAX vs. EPSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EPSYX MainStay Epoch Global Equity Yield Fund | 4.17% | 22.09% | 15.38% | 12.50% | -5.37% | 17.40% | -1.38% | 23.19% | -9.23% | 16.31% |
Returns By Period
In the year-to-date period, MSXAX achieves a -4.45% return, which is significantly lower than EPSYX's 4.17% return. Over the past 10 years, MSXAX has outperformed EPSYX with an annualized return of 13.51%, while EPSYX has yielded a comparatively lower 9.14% 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%
EPSYX
- 1D
- 1.30%
- 1M
- -5.30%
- YTD
- 4.17%
- 6M
- 6.91%
- 1Y
- 22.62%
- 3Y*
- 17.17%
- 5Y*
- 11.16%
- 10Y*
- 9.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSXAX vs. EPSYX - Expense Ratio Comparison
MSXAX has a 0.52% expense ratio, which is lower than EPSYX's 0.84% expense ratio.
Return for Risk
MSXAX vs. EPSYX — Risk / Return Rank
MSXAX
EPSYX
MSXAX vs. EPSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NYLI S&P 500 Index Class A (MSXAX) and MainStay Epoch Global Equity Yield Fund (EPSYX). 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.
| MSXAX | EPSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.65 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.22 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.35 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.06 | -0.78 |
Martin ratioReturn relative to average drawdown | 6.10 | 9.60 | -3.50 |
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
| MSXAX | EPSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.65 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.86 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.62 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.49 | +0.03 |
Correlation
The correlation between MSXAX and EPSYX is 0.84, 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
MSXAX vs. EPSYX - Dividend Comparison
MSXAX's dividend yield for the trailing twelve months is around 1.11%, less than EPSYX's 7.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EPSYX MainStay Epoch Global Equity Yield Fund | 7.07% | 8.24% | 10.13% | 2.71% | 2.64% | 2.66% | 2.74% | 6.87% | 9.87% | 2.24% | 3.18% | 9.65% |
Drawdowns
MSXAX vs. EPSYX - Drawdown Comparison
The maximum MSXAX drawdown since its inception was -55.48%, which is greater than EPSYX's maximum drawdown of -48.92%. Use the drawdown chart below to compare losses from any high point for MSXAX and EPSYX.
Loading graphics...
Drawdown Indicators
| MSXAX | EPSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -48.92% | -6.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -10.78% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -18.92% | -5.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -36.35% | +2.56% |
Current DrawdownCurrent decline from peak | -6.31% | -5.68% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -6.96% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.32% | +0.22% |
Volatility
MSXAX vs. EPSYX - Volatility Comparison
NYLI S&P 500 Index Class A (MSXAX) has a higher volatility of 5.35% compared to MainStay Epoch Global Equity Yield Fund (EPSYX) at 4.17%. This indicates that MSXAX's price experiences larger fluctuations and is considered to be riskier than EPSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MSXAX | EPSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 4.17% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 7.68% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 13.90% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 12.99% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 14.85% | +3.21% |