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MXFIX vs. MSOAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXFIX vs. MSOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay Floating Rate Fund (MXFIX) and MainStay WMC Enduring Capital Fund (MSOAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXFIX achieves a 0.87% return, which is significantly lower than MSOAX's 2.15% return. Over the past 10 years, MXFIX has underperformed MSOAX with an annualized return of 4.62%, while MSOAX has yielded a comparatively higher 10.71% annualized return.


MXFIX

1D
0.00%
1M
0.42%
YTD
0.87%
6M
1.83%
1Y
4.53%
3Y*
6.78%
5Y*
5.07%
10Y*
4.62%

MSOAX

1D
0.49%
1M
2.83%
YTD
2.15%
6M
0.98%
1Y
-0.65%
3Y*
7.98%
5Y*
6.43%
10Y*
10.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXFIX vs. MSOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXFIX
MainStay Floating Rate Fund
0.87%5.47%7.80%11.43%-1.27%3.40%2.65%8.46%-0.41%4.06%
MSOAX
MainStay WMC Enduring Capital Fund
2.15%-0.61%10.54%17.67%-13.18%35.36%15.48%24.80%-7.00%23.82%

Correlation

The correlation between MXFIX and MSOAX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.22

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

0.21

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2004

0.13

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Return for Risk

MXFIX vs. MSOAX — Risk / Return Rank

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

MXFIX
MXFIX Risk / Return Rank: 6464
Overall Rank
MXFIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MXFIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
MXFIX Omega Ratio Rank: 8989
Omega Ratio Rank
MXFIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
MXFIX Martin Ratio Rank: 4141
Martin Ratio Rank

MSOAX
MSOAX Risk / Return Rank: 33
Overall Rank
MSOAX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSOAX Sortino Ratio Rank: 22
Sortino Ratio Rank
MSOAX Omega Ratio Rank: 22
Omega Ratio Rank
MSOAX Calmar Ratio Rank: 33
Calmar Ratio Rank
MSOAX Martin Ratio Rank: 33
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.

MXFIX vs. MSOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Floating Rate Fund (MXFIX) and MainStay WMC Enduring Capital Fund (MSOAX). 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.


MXFIXMSOAXDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+3.91

Omega ratioGain probability vs. loss probability

1.60

1.00

+0.60

Calmar ratioReturn relative to maximum drawdown

2.64

-0.05

+2.69

Martin ratioReturn relative to average drawdown

8.38

-0.10

+8.47

MXFIX vs. MSOAX - Sharpe Ratio Comparison

The current MXFIX Sharpe Ratio is 1.86, which is higher than the MSOAX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of MXFIX and MSOAX, 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

MXFIX vs. MSOAX - Drawdown Comparison

The maximum MXFIX drawdown since its inception was -25.01%, smaller than the maximum MSOAX drawdown of -55.16%. Use the drawdown chart below to compare losses from any high point for MXFIX and MSOAX.


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Drawdown Indicators


MXFIXMSOAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.01%

-55.16%

+30.15%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-11.43%

+9.70%

Max Drawdown (3Y)

Largest decline over 3 years

-2.57%

-14.69%

+12.12%

Max Drawdown (5Y)

Largest decline over 5 years

-6.34%

-21.27%

+14.93%

Max Drawdown (10Y)

Largest decline over 10 years

-20.09%

-34.01%

+13.92%

Current Drawdown

Current decline from peak

-0.12%

-8.31%

+8.19%

Average Drawdown

Average peak-to-trough decline

-1.21%

-13.28%

+12.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

5.64%

-5.10%

Volatility

MXFIX vs. MSOAX - Volatility Comparison

The current volatility for MainStay Floating Rate Fund (MXFIX) is 0.62%, while MainStay WMC Enduring Capital Fund (MSOAX) has a volatility of 3.56%. This indicates that MXFIX experiences smaller price fluctuations and is considered to be less risky than MSOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXFIXMSOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

3.56%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

9.70%

-7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

2.45%

12.86%

-10.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.69%

15.92%

-13.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.82%

17.81%

-13.99%

MXFIX vs. MSOAX - Expense Ratio Comparison

MXFIX has a 0.74% expense ratio, which is lower than MSOAX's 0.91% expense ratio.


Dividends

MXFIX vs. MSOAX - Dividend Comparison

MXFIX's dividend yield for the trailing twelve months is around 7.18%, more than MSOAX's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
MSOAX
MainStay WMC Enduring Capital Fund
3.98%4.07%0.26%0.64%4.00%8.70%0.83%5.99%13.82%0.88%1.22%1.11%
MXFIX
MainStay Floating Rate Fund
7.18%7.41%7.49%7.50%4.51%2.90%3.46%4.87%4.85%4.09%3.75%3.95%

Frequently Asked Questions


MXFIX and MSOAX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSOAX has higher volatility (3.56%) compared to MXFIX (0.62%). In terms of maximum drawdown, MXFIX dropped -25.01% vs MSOAX's -55.16%.

MXFIX currently has the higher Sharpe Ratio (1.86 vs -0.04), 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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