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MXFIX vs. MSXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXFIX vs. MSXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay Floating Rate Fund (MXFIX) and NYLI S&P 500 Index Class A (MSXAX). The values are adjusted to include any dividend payments, if applicable.

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MXFIX vs. MSXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXFIX
MainStay Floating Rate Fund
-1.50%5.47%7.80%11.43%-1.27%3.40%2.65%8.46%-0.41%4.06%
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%

Returns By Period

In the year-to-date period, MXFIX achieves a -1.50% return, which is significantly higher than MSXAX's -7.16% return. Over the past 10 years, MXFIX has underperformed MSXAX with an annualized return of 4.58%, while MSXAX has yielded a comparatively higher 13.18% annualized return.


MXFIX

1D
0.00%
1M
-0.24%
YTD
-1.50%
6M
-0.46%
1Y
3.58%
3Y*
6.54%
5Y*
4.76%
10Y*
4.58%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXFIX vs. MSXAX - Expense Ratio Comparison

MXFIX has a 0.74% expense ratio, which is higher than MSXAX's 0.52% expense ratio.


Return for Risk

MXFIX vs. MSXAX — Risk / Return Rank

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

MXFIX
MXFIX Risk / Return Rank: 7979
Overall Rank
MXFIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MXFIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
MXFIX Omega Ratio Rank: 9191
Omega Ratio Rank
MXFIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
MXFIX Martin Ratio Rank: 6565
Martin Ratio Rank

MSXAX
MSXAX Risk / Return Rank: 4141
Overall Rank
MSXAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MSXAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MSXAX Omega Ratio Rank: 4545
Omega Ratio Rank
MSXAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
MSXAX Martin Ratio Rank: 4646
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. MSXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Floating Rate Fund (MXFIX) and NYLI S&P 500 Index Class A (MSXAX). 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.


MXFIXMSXAXDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.81

+0.58

Sortino ratio

Return per unit of downside risk

2.21

1.26

+0.95

Omega ratio

Gain probability vs. loss probability

1.42

1.19

+0.22

Calmar ratio

Return relative to maximum drawdown

1.87

0.95

+0.92

Martin ratio

Return relative to average drawdown

6.17

4.60

+1.57

MXFIX vs. MSXAX - Sharpe Ratio Comparison

The current MXFIX Sharpe Ratio is 1.39, which is higher than the MSXAX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of MXFIX and MSXAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXFIXMSXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.81

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.80

0.65

+1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

0.73

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.51

+0.70

Correlation

The correlation between MXFIX and MSXAX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MXFIX vs. MSXAX - Dividend Comparison

MXFIX's dividend yield for the trailing twelve months is around 6.82%, more than MSXAX's 1.14% yield.


TTM20252024202320222021202020192018201720162015
MXFIX
MainStay Floating Rate Fund
6.82%7.41%7.49%7.50%4.51%2.90%3.46%4.87%4.85%4.09%3.75%3.95%
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%

Drawdowns

MXFIX vs. MSXAX - Drawdown Comparison

The maximum MXFIX drawdown since its inception was -25.01%, smaller than the maximum MSXAX drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for MXFIX and MSXAX.


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Drawdown Indicators


MXFIXMSXAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.01%

-55.48%

+30.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.06%

-12.11%

+10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-6.34%

-24.78%

+18.44%

Max Drawdown (10Y)

Largest decline over 10 years

-20.09%

-33.79%

+13.70%

Current Drawdown

Current decline from peak

-1.61%

-8.97%

+7.36%

Average Drawdown

Average peak-to-trough decline

-1.22%

-7.21%

+5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

2.58%

-1.96%

Volatility

MXFIX vs. MSXAX - Volatility Comparison

The current volatility for MainStay Floating Rate Fund (MXFIX) is 0.82%, while NYLI S&P 500 Index Class A (MSXAX) has a volatility of 4.24%. This indicates that MXFIX experiences smaller price fluctuations and is considered to be less risky than MSXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXFIXMSXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

4.24%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

9.09%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

18.13%

-15.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.66%

16.87%

-14.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

18.03%

-14.22%