MSXAX vs. VIGAX
Compare and contrast key facts about NYLI S&P 500 Index Class A (MSXAX) and Vanguard Growth Index Fund Admiral Shares (VIGAX).
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. VIGAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
MSXAX vs. VIGAX - Performance Comparison
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MSXAX vs. VIGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSXAX NYLI S&P 500 Index Class A | -7.16% | 17.26% | 23.98% | 25.96% | -18.52% | 28.13% | 17.86% | 30.69% | -4.71% | 21.07% |
VIGAX Vanguard Growth Index Fund Admiral Shares | -13.83% | 19.43% | 32.67% | 46.76% | -33.14% | 27.26% | 40.18% | 37.23% | -3.35% | 27.80% |
Returns By Period
In the year-to-date period, MSXAX achieves a -7.16% return, which is significantly higher than VIGAX's -13.83% return. Over the past 10 years, MSXAX has underperformed VIGAX with an annualized return of 13.18%, while VIGAX has yielded a comparatively higher 15.56% annualized return.
MSXAX
- 1D
- -0.40%
- 1M
- -7.71%
- YTD
- -7.16%
- 6M
- -4.84%
- 1Y
- 13.86%
- 3Y*
- 16.56%
- 5Y*
- 10.85%
- 10Y*
- 13.18%
VIGAX
- 1D
- -0.57%
- 1M
- -8.83%
- YTD
- -13.83%
- 6M
- -12.31%
- 1Y
- 13.72%
- 3Y*
- 19.56%
- 5Y*
- 10.93%
- 10Y*
- 15.56%
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MSXAX vs. VIGAX - Expense Ratio Comparison
MSXAX has a 0.52% expense ratio, which is higher than VIGAX's 0.05% expense ratio.
Return for Risk
MSXAX vs. VIGAX — Risk / Return Rank
MSXAX
VIGAX
MSXAX vs. VIGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NYLI S&P 500 Index Class A (MSXAX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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 | VIGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.61 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.04 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 0.66 | +0.30 |
Martin ratioReturn relative to average drawdown | 4.60 | 2.37 | +2.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSXAX | VIGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.61 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.49 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.73 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.43 | +0.08 |
Correlation
The correlation between MSXAX and VIGAX is 0.95, 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. VIGAX - Dividend Comparison
MSXAX's dividend yield for the trailing twelve months is around 1.14%, more than VIGAX's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSXAX NYLI S&P 500 Index Class A | 1.14% | 1.06% | 5.20% | 4.04% | 10.30% | 4.44% | 8.78% | 17.42% | 14.49% | 15.18% | 9.63% | 5.53% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.46% | 0.40% | 0.46% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% |
Drawdowns
MSXAX vs. VIGAX - Drawdown Comparison
The maximum MSXAX drawdown since its inception was -55.48%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for MSXAX and VIGAX.
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Drawdown Indicators
| MSXAX | VIGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -50.66% | -4.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -16.51% | +4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -35.63% | +10.85% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -35.63% | +1.84% |
Current DrawdownCurrent decline from peak | -8.97% | -16.51% | +7.54% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -12.02% | +4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 4.57% | -1.99% |
Volatility
MSXAX vs. VIGAX - Volatility Comparison
The current volatility for NYLI S&P 500 Index Class A (MSXAX) is 4.24%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.52%. This indicates that MSXAX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSXAX | VIGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 5.52% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 12.10% | -3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 22.69% | -4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 22.30% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 21.49% | -3.46% |