MSXAX vs. VVIAX
Compare and contrast key facts about NYLI S&P 500 Index Class A (MSXAX) and Vanguard Value Index Fund Admiral Shares (VVIAX).
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. VVIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
MSXAX vs. VVIAX - Performance Comparison
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MSXAX vs. VVIAX - 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 1.63% | 15.27% | 16.00% | 9.22% | -2.07% | 26.51% | 2.29% | 25.81% | -5.45% | 17.13% |
Returns By Period
In the year-to-date period, MSXAX achieves a -7.16% return, which is significantly lower than VVIAX's 1.63% return. Over the past 10 years, MSXAX has outperformed VVIAX with an annualized return of 13.18%, while VVIAX has yielded a comparatively lower 11.61% 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%
VVIAX
- 1D
- -0.17%
- 1M
- -6.36%
- YTD
- 1.63%
- 6M
- 4.62%
- 1Y
- 14.15%
- 3Y*
- 14.45%
- 5Y*
- 10.62%
- 10Y*
- 11.61%
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MSXAX vs. VVIAX - Expense Ratio Comparison
MSXAX has a 0.52% expense ratio, which is higher than VVIAX's 0.05% expense ratio.
Return for Risk
MSXAX vs. VVIAX — Risk / Return Rank
MSXAX
VVIAX
MSXAX vs. VVIAX - 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 Value Index Fund Admiral Shares (VVIAX). 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 | VVIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.04 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.50 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.25 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.60 | 5.65 | -1.05 |
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 | VVIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.04 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.77 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.70 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.40 | +0.11 |
Correlation
The correlation between MSXAX and VVIAX is 0.92, 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. VVIAX - Dividend Comparison
MSXAX's dividend yield for the trailing twelve months is around 1.14%, less than VVIAX's 2.05% 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.05% | 2.04% | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% |
Drawdowns
MSXAX vs. VVIAX - Drawdown Comparison
The maximum MSXAX drawdown since its inception was -55.48%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for MSXAX and VVIAX.
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Drawdown Indicators
| MSXAX | VVIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -59.32% | +3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -11.28% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -17.14% | -7.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -36.80% | +3.01% |
Current DrawdownCurrent decline from peak | -8.97% | -6.36% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -9.67% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.49% | +0.09% |
Volatility
MSXAX vs. VVIAX - Volatility Comparison
NYLI S&P 500 Index Class A (MSXAX) has a higher volatility of 4.24% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.26%. This indicates that MSXAX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSXAX | VVIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.26% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 7.52% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 14.82% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 13.90% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.74% | +1.29% |