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MYIIX vs. MLAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MYIIX vs. MLAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay WMC International Research Equity Fund (MYIIX) and MainStay Winslow Large Cap Growth Fund (MLAAX). The values are adjusted to include any dividend payments, if applicable.

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MYIIX vs. MLAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MYIIX
MainStay WMC International Research Equity Fund
-0.87%39.10%7.56%13.56%-15.94%10.65%1.75%17.15%-23.31%23.20%
MLAAX
MainStay Winslow Large Cap Growth Fund
-15.36%14.20%28.95%43.10%-31.51%25.00%36.95%33.18%3.81%32.19%

Returns By Period

In the year-to-date period, MYIIX achieves a -0.87% return, which is significantly higher than MLAAX's -15.36% return. Over the past 10 years, MYIIX has underperformed MLAAX with an annualized return of 6.53%, while MLAAX has yielded a comparatively higher 14.62% annualized return.


MYIIX

1D
0.10%
1M
-11.08%
YTD
-0.87%
6M
5.98%
1Y
29.46%
3Y*
16.37%
5Y*
8.52%
10Y*
6.53%

MLAAX

1D
-0.80%
1M
-9.71%
YTD
-15.36%
6M
-15.31%
1Y
5.38%
3Y*
17.08%
5Y*
8.65%
10Y*
14.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MYIIX vs. MLAAX - Expense Ratio Comparison

MYIIX has a 0.86% expense ratio, which is lower than MLAAX's 0.93% expense ratio.


Return for Risk

MYIIX vs. MLAAX — Risk / Return Rank

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

MYIIX
MYIIX Risk / Return Rank: 8787
Overall Rank
MYIIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MYIIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
MYIIX Omega Ratio Rank: 8787
Omega Ratio Rank
MYIIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
MYIIX Martin Ratio Rank: 8686
Martin Ratio Rank

MLAAX
MLAAX Risk / Return Rank: 1010
Overall Rank
MLAAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MLAAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MLAAX Omega Ratio Rank: 1212
Omega Ratio Rank
MLAAX Calmar Ratio Rank: 88
Calmar Ratio Rank
MLAAX Martin Ratio Rank: 88
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.

MYIIX vs. MLAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay WMC International Research Equity Fund (MYIIX) and MainStay Winslow Large Cap Growth Fund (MLAAX). 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.


MYIIXMLAAXDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.23

+1.63

Sortino ratio

Return per unit of downside risk

2.35

0.50

+1.85

Omega ratio

Gain probability vs. loss probability

1.37

1.07

+0.30

Calmar ratio

Return relative to maximum drawdown

2.18

0.09

+2.09

Martin ratio

Return relative to average drawdown

9.00

0.28

+8.72

MYIIX vs. MLAAX - Sharpe Ratio Comparison

The current MYIIX Sharpe Ratio is 1.86, which is higher than the MLAAX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of MYIIX and MLAAX, 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


MYIIXMLAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

0.23

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.34

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.57

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.20

-0.04

Correlation

The correlation between MYIIX and MLAAX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MYIIX vs. MLAAX - Dividend Comparison

MYIIX's dividend yield for the trailing twelve months is around 2.95%, less than MLAAX's 28.79% yield.


TTM20252024202320222021202020192018201720162015
MYIIX
MainStay WMC International Research Equity Fund
2.95%2.92%1.88%2.05%1.98%2.74%2.13%10.18%6.35%1.76%3.16%0.90%
MLAAX
MainStay Winslow Large Cap Growth Fund
28.79%24.37%22.54%10.59%14.95%26.64%5.40%11.55%23.59%17.20%13.18%13.61%

Drawdowns

MYIIX vs. MLAAX - Drawdown Comparison

The maximum MYIIX drawdown since its inception was -62.79%, smaller than the maximum MLAAX drawdown of -83.01%. Use the drawdown chart below to compare losses from any high point for MYIIX and MLAAX.


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Drawdown Indicators


MYIIXMLAAXDifference

Max Drawdown

Largest peak-to-trough decline

-62.79%

-83.01%

+20.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-20.28%

+9.11%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

-39.36%

+8.65%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

-39.36%

-5.52%

Current Drawdown

Current decline from peak

-11.08%

-23.58%

+12.50%

Average Drawdown

Average peak-to-trough decline

-17.33%

-38.96%

+21.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

6.35%

-3.35%

Volatility

MYIIX vs. MLAAX - Volatility Comparison

MainStay WMC International Research Equity Fund (MYIIX) has a higher volatility of 6.13% compared to MainStay Winslow Large Cap Growth Fund (MLAAX) at 5.76%. This indicates that MYIIX's price experiences larger fluctuations and is considered to be riskier than MLAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYIIXMLAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

5.76%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

12.52%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

22.74%

-7.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

25.55%

-10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

25.64%

-9.68%