MUBFX vs. EPSYX
MUBFX (MainStay WMC Value Fund) and EPSYX (MainStay Epoch Global Equity Yield Fund) are both mutual funds - MUBFX is a Large Cap Value Equities fund managed by New York Life, while EPSYX is a Global Equities fund managed by New York Life. Over the past 10 years, MUBFX returned 13.43%/yr vs 10.69%/yr for EPSYX. Their correlation of 0.85 suggests significant overlap in exposure. MUBFX charges 0.70%/yr vs 0.84%/yr for EPSYX.
Performance
MUBFX vs. EPSYX - Performance Comparison
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Returns By Period
In the year-to-date period, MUBFX achieves a 7.62% return, which is significantly lower than EPSYX's 18.65% return. Over the past 10 years, MUBFX has outperformed EPSYX with an annualized return of 13.43%, while EPSYX has yielded a comparatively lower 10.69% annualized return.
MUBFX
- 1D
- 0.22%
- 1M
- -0.11%
- YTD
- 7.62%
- 6M
- 6.71%
- 1Y
- 19.47%
- 3Y*
- 14.83%
- 5Y*
- 9.79%
- 10Y*
- 13.43%
EPSYX
- 1D
- 0.17%
- 1M
- 2.14%
- YTD
- 18.65%
- 6M
- 18.17%
- 1Y
- 31.88%
- 3Y*
- 21.58%
- 5Y*
- 13.27%
- 10Y*
- 10.69%
MUBFX vs. EPSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUBFX MainStay WMC Value Fund | 7.62% | 14.74% | 10.72% | 9.62% | -4.54% | 28.60% | 13.62% | 31.67% | -6.89% | 22.71% |
EPSYX MainStay Epoch Global Equity Yield Fund | 18.65% | 22.09% | 15.38% | 12.50% | -5.37% | 17.40% | -1.38% | 23.19% | -9.23% | 16.31% |
Correlation
The correlation between MUBFX and EPSYX is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2005 | 0.85 |
The correlation between MUBFX and EPSYX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
MUBFX vs. EPSYX — Risk / Return Rank
MUBFX
EPSYX
MUBFX vs. EPSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay WMC Value Fund (MUBFX) 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.
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.
| MUBFX | EPSYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.56 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.59 | -1.57 |
| Martin ratioReturn relative to average drawdown | 11.47 | 17.98 | -6.51 |
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Drawdowns
MUBFX vs. EPSYX - Drawdown Comparison
The maximum MUBFX drawdown since its inception was -53.31%, which is greater than EPSYX's maximum drawdown of -48.92%. Use the drawdown chart below to compare losses from any high point for MUBFX and EPSYX.
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Drawdown Indicators
| MUBFX | EPSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.31% | -48.92% | -4.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.67% | -7.22% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.19% | -12.95% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -18.92% | +3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -39.31% | -36.35% | -2.96% |
Current DrawdownCurrent decline from peak | -1.51% | -0.95% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -6.89% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.84% | -0.09% |
Volatility
MUBFX vs. EPSYX - Volatility Comparison
The current volatility for MainStay WMC Value Fund (MUBFX) is 2.98%, while MainStay Epoch Global Equity Yield Fund (EPSYX) has a volatility of 3.87%. This indicates that MUBFX experiences smaller price fluctuations and is considered to be less risky than EPSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUBFX | EPSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 3.87% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 8.35% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 10.63% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 13.10% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 14.89% | +3.02% |
MUBFX vs. EPSYX - Expense Ratio Comparison
MUBFX has a 0.70% expense ratio, which is lower than EPSYX's 0.84% expense ratio.
Dividends
MUBFX vs. EPSYX - Dividend Comparison
MUBFX's dividend yield for the trailing twelve months is around 6.86%, more than EPSYX's 6.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPSYX MainStay Epoch Global Equity Yield Fund | 6.70% | 8.24% | 10.13% | 2.71% | 2.64% | 2.66% | 2.74% | 6.87% | 9.87% | 2.24% | 3.18% | 9.65% |
MUBFX MainStay WMC Value Fund | 6.86% | 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
MUBFX and EPSYX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPSYX has higher volatility (3.87%) compared to MUBFX (2.98%). In terms of maximum drawdown, MUBFX dropped -53.31% vs EPSYX's -48.92%.
EPSYX currently has the higher Sharpe Ratio (3.12 vs 1.87), 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.
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