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MUBFX vs. TMMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUBFX vs. TMMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay WMC Value Fund (MUBFX) and SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX). 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 higher than TMMAX's 2.14% return. Over the past 10 years, MUBFX has outperformed TMMAX with an annualized return of 13.06%, while TMMAX has yielded a comparatively lower 9.77% 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%

TMMAX

1D
-0.78%
1M
-3.10%
YTD
2.14%
6M
1.46%
1Y
8.49%
3Y*
11.24%
5Y*
9.55%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUBFX vs. TMMAX - 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%
TMMAX
SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund
2.14%11.03%17.07%7.32%-3.11%24.10%1.32%24.00%-2.84%15.19%

Correlation

The correlation between MUBFX and TMMAX is 0.82, 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

0.82

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

0.81

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

0.85

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

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2007

0.88

The correlation between MUBFX and TMMAX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

MUBFX vs. TMMAX — 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

TMMAX
TMMAX Risk / Return Rank: 1717
Overall Rank
TMMAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TMMAX Sortino Ratio Rank: 1515
Sortino Ratio Rank
TMMAX Omega Ratio Rank: 1414
Omega Ratio Rank
TMMAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TMMAX Martin Ratio Rank: 2323
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. TMMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay WMC Value Fund (MUBFX) and SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX). 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.


MUBFXTMMAXDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.33

1.18

+0.15

Calmar ratioReturn relative to maximum drawdown

3.00

1.50

+1.51

Martin ratioReturn relative to average drawdown

11.42

5.16

+6.26

MUBFX vs. TMMAX - Sharpe Ratio Comparison

The current MUBFX Sharpe Ratio is 1.86, which is higher than the TMMAX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of MUBFX and TMMAX, 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. TMMAX - Drawdown Comparison

The maximum MUBFX drawdown since its inception was -53.31%, which is greater than TMMAX's maximum drawdown of -41.50%. Use the drawdown chart below to compare losses from any high point for MUBFX and TMMAX.


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Drawdown Indicators


MUBFXTMMAXDifference

Max Drawdown

Largest peak-to-trough decline

-53.31%

-41.50%

-11.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-5.78%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-14.19%

-23.00%

+8.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.61%

-23.00%

+7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-39.31%

-33.41%

-5.90%

Current Drawdown

Current decline from peak

-1.72%

-8.90%

+7.18%

Average Drawdown

Average peak-to-trough decline

-6.16%

-5.57%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.67%

+0.08%

Volatility

MUBFX vs. TMMAX - Volatility Comparison

MainStay WMC Value Fund (MUBFX) has a higher volatility of 2.99% compared to SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX) at 2.58%. This indicates that MUBFX's price experiences larger fluctuations and is considered to be riskier than TMMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUBFXTMMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

2.58%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

6.10%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

10.76%

8.34%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

19.07%

-4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

17.81%

+0.10%

MUBFX vs. TMMAX - Expense Ratio Comparison

MUBFX has a 0.70% expense ratio, which is lower than TMMAX's 1.00% expense ratio.


Dividends

MUBFX vs. TMMAX - Dividend Comparison

MUBFX's dividend yield for the trailing twelve months is around 6.87%, less than TMMAX's 24.76% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TMMAX
SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund
24.76%25.19%23.39%15.23%6.54%4.73%2.15%3.67%4.91%4.10%4.17%5.57%

Frequently Asked Questions


MUBFX and TMMAX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUBFX has higher volatility (2.99%) compared to TMMAX (2.58%). In terms of maximum drawdown, MUBFX dropped -53.31% vs TMMAX's -41.50%.

MUBFX currently has the higher Sharpe Ratio (1.86 vs 1.04), 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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