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SECR vs. MMMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SECR vs. MMMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI MacKay Securitized Income ETF (SECR) and NYLI MacKay Muni Allocation ETF (MMMA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SECR achieves a -0.15% return, which is significantly lower than MMMA's 2.42% return.


SECR

1D
-0.48%
1M
-1.07%
6M
-0.69%
YTD
-0.15%
1Y
2.48%
3Y*
5Y*
10Y*
ALL TIME*
5.70%

MMMA

1D
-0.10%
1M
-1.54%
6M
1.05%
YTD
2.42%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$111.36K$97.19K$48.83K
$83.75K$132.45K$200.63K

SECR vs. MMMA - Yearly Performance Comparison


Correlation

The correlation between SECR and MMMA is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 16, 2025

0.63

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Return for Risk

SECR vs. MMMA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SECR
SECR Risk / Return Rank: 3232
Overall Rank
SECR Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SECR Sortino Ratio Rank: 3333
Sortino Ratio Rank
SECR Omega Ratio Rank: 3131
Omega Ratio Rank
SECR Calmar Ratio Rank: 3333
Calmar Ratio Rank
SECR Martin Ratio Rank: 3131
Martin Ratio Rank

MMMA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SECR vs. MMMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI MacKay Securitized Income ETF (SECR) and NYLI MacKay Muni Allocation ETF (MMMA). 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.


SECRMMMADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

2.82

SECR vs. MMMA - Sharpe Ratio Comparison


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Drawdowns

SECR vs. MMMA - Drawdown Comparison

The maximum SECR drawdown since its inception was -3.93%, which is greater than MMMA's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for SECR and MMMA.


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Drawdown Indicators


SECRMMMADifference

Max Drawdown

Largest peak-to-trough decline

-3.93%

-2.79%

-1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

Current Drawdown

Current decline from peak

-2.42%

-1.65%

-0.77%

Average Drawdown

Average peak-to-trough decline

-1.12%

-0.60%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

Volatility

SECR vs. MMMA - Volatility Comparison


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Volatility by Period


SECRMMMADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

4.04%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

4.04%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.57%

4.04%

+0.53%

SECR vs. MMMA - Expense Ratio Comparison

SECR has a 0.28% expense ratio, which is lower than MMMA's 0.35% expense ratio.


Dividends

SECR vs. MMMA - Dividend Comparison

SECR's dividend yield for the trailing twelve months is around 6.91%, more than MMMA's 2.69% yield.


PositionTTM20252024
MMMA
NYLI MacKay Muni Allocation ETF
2.69%0.17%0.00%
SECR
NYLI MacKay Securitized Income ETF
6.43%6.68%3.24%

Frequently Asked Questions


SECR and MMMA have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SECR is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SECR is cheaper with a 0.28% expense ratio, compared with 0.35% for MMMA.

SECR has the higher dividend yield at 6.43%, compared with 2.69% for MMMA.

SECR is categorized as Mortgage Backed Securities, while MMMA is Municipal Bonds. Their fees differ too: 0.28% for SECR and 0.35% for MMMA.

Portfolio Optimizer

Find the right allocation for SECR and MMMA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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