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MUBFX vs. EPLCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUBFX vs. EPLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay WMC Value Fund (MUBFX) and MainStay Epoch U.S. Equity Yield Fund (EPLCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUBFX achieves a 7.39% return, which is significantly lower than EPLCX's 13.75% return. Over the past 10 years, MUBFX has outperformed EPLCX with an annualized return of 13.06%, while EPLCX has yielded a comparatively lower 11.01% annualized return.


MUBFX

1D
-0.41%
1M
-0.33%
YTD
7.39%
6M
6.73%
1Y
19.72%
3Y*
13.78%
5Y*
10.06%
10Y*
13.06%

EPLCX

1D
0.00%
1M
2.03%
YTD
13.75%
6M
13.00%
1Y
25.22%
3Y*
17.97%
5Y*
12.49%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUBFX vs. EPLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUBFX
MainStay WMC Value Fund
7.39%14.74%10.72%9.62%-4.54%28.60%13.62%31.67%-6.89%22.71%
EPLCX
MainStay Epoch U.S. Equity Yield Fund
13.75%14.03%18.42%8.83%-2.56%22.98%0.24%23.98%-5.37%16.91%

Correlation

The correlation between MUBFX and EPLCX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

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

0.95

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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2008

0.92

The correlation between MUBFX and EPLCX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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Return for Risk

MUBFX vs. EPLCX — Risk / Return Rank

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

MUBFX
MUBFX Risk / Return Rank: 5353
Overall Rank
MUBFX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MUBFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MUBFX Omega Ratio Rank: 4444
Omega Ratio Rank
MUBFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
MUBFX Martin Ratio Rank: 6161
Martin Ratio Rank

EPLCX
EPLCX Risk / Return Rank: 8484
Overall Rank
EPLCX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EPLCX Sortino Ratio Rank: 8484
Sortino Ratio Rank
EPLCX Omega Ratio Rank: 7777
Omega Ratio Rank
EPLCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
EPLCX Martin Ratio Rank: 8888
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.

MUBFX vs. EPLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay WMC Value Fund (MUBFX) and MainStay Epoch U.S. Equity Yield Fund (EPLCX). 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.


MUBFXEPLCXDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.33

1.46

-0.12

Calmar ratioReturn relative to maximum drawdown

3.00

4.01

-1.01

Martin ratioReturn relative to average drawdown

11.42

15.76

-4.34

MUBFX vs. EPLCX - Sharpe Ratio Comparison

The current MUBFX Sharpe Ratio is 1.86, which is comparable to the EPLCX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of MUBFX and EPLCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MUBFX vs. EPLCX - Drawdown Comparison

The maximum MUBFX drawdown since its inception was -53.31%, which is greater than EPLCX's maximum drawdown of -35.85%. Use the drawdown chart below to compare losses from any high point for MUBFX and EPLCX.


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Drawdown Indicators


MUBFXEPLCXDifference

Max Drawdown

Largest peak-to-trough decline

-53.31%

-35.85%

-17.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-6.37%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.19%

-14.25%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.61%

-16.12%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-39.31%

-35.85%

-3.46%

Current Drawdown

Current decline from peak

-1.72%

-1.16%

-0.56%

Average Drawdown

Average peak-to-trough decline

-6.16%

-3.53%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.62%

+0.13%

Volatility

MUBFX vs. EPLCX - Volatility Comparison

The current volatility for MainStay WMC Value Fund (MUBFX) is 2.99%, while MainStay Epoch U.S. Equity Yield Fund (EPLCX) has a volatility of 3.18%. This indicates that MUBFX experiences smaller price fluctuations and is considered to be less risky than EPLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUBFXEPLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

3.18%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

7.58%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

10.76%

10.02%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

13.50%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

15.68%

+2.23%

MUBFX vs. EPLCX - Expense Ratio Comparison

MUBFX has a 0.70% expense ratio, which is lower than EPLCX's 0.73% expense ratio.


Dividends

MUBFX vs. EPLCX - Dividend Comparison

MUBFX's dividend yield for the trailing twelve months is around 6.87%, more than EPLCX's 6.46% yield.


PositionTTM20252024202320222021202020192018201720162015
EPLCX
MainStay Epoch U.S. Equity Yield Fund
6.46%7.30%10.72%5.56%3.83%1.90%2.36%4.00%5.75%5.55%1.98%6.59%
MUBFX
MainStay WMC Value Fund
6.87%7.38%5.24%4.49%5.82%81.14%3.79%8.43%11.90%11.15%2.53%19.99%

Frequently Asked Questions


With a correlation of 0.91, MUBFX and EPLCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EPLCX has higher volatility (3.18%) compared to MUBFX (2.99%). In terms of maximum drawdown, MUBFX dropped -53.31% vs EPLCX's -35.85%.

EPLCX currently has the higher Sharpe Ratio (2.55 vs 1.86), 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 MUBFX and EPLCX

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