MTMIX Performance — NYLI MacKay Total Return Bond Fund, Class I
Data updated: 2026-09-23
MTMIX returned −0.07% year to date and +3.21% over one year to Jul 2026. Annualised returns are +5.64% over 3 years and +0.44% over 5 years. The fund beat its Intermediate Core Bond category average: $100 invested three years ago grew to $118, against $113 for the category, and to $103 over one year, against $103. Volatility over the past three years was 5.95% a year. In the 12 months to Jul 2026 the fund took in a net $233.5M, and assets reached $648.98M.
MTMIX Growth of $100
What $100 invested in NYLI MacKay Total Return Bond Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Core Bond category average over the same months.
| Period | MTMIX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $103 | $103 |
| 3 years (Aug 2023 – Jul 2026) | $118 | $113 |
| 5 years (Aug 2021 – Jul 2026) | $102 | $100 |
| Since data start (Aug 2019 – Jul 2026) | $115 | $110 |
MTMIX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −0.07% |
| 1 year | +3.21% |
| 3 years (annualised) | +5.64% |
| 5 years (annualised) | +0.44% |
MTMIX Annual Returns
Calendar-year total returns of NYLI MacKay Total Return Bond Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | −0.07% |
| 2025 | +7.82% |
| 2024 | +4.76% |
| 2023 | +7.90% |
| 2022 | −15.28% |
| 2021 | −0.50% |
| 2020 | +9.71% |
| 2019 (Aug–Dec) | +2.41% |
MTMIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.4% | +1.8% | −1.9% | +0.4% | +0.2% | +0.3% | −1.2% | — | — | — | — | — |
| 2025 | +1.0% | +2.3% | −0.1% | +0.3% | −0.4% | +1.6% | −0.4% | +1.4% | +0.7% | +0.7% | +0.6% | −0.2% |
| 2024 | +0.5% | −1.0% | +1.4% | −2.2% | +2.0% | +1.2% | +2.4% | +1.5% | +1.6% | −2.4% | +1.2% | −1.6% |
| 2023 | +4.5% | −2.7% | +2.1% | +0.7% | −1.3% | −0.2% | +0.4% | −0.6% | −2.4% | −2.0% | +5.0% | +4.6% |
| 2022 | −2.4% | −1.7% | −2.7% | −4.0% | +0.2% | −2.9% | +3.3% | −2.8% | −5.5% | −1.1% | +4.0% | −0.3% |
| 2021 | −0.8% | −1.6% | −0.8% | +1.0% | +0.4% | +1.1% | +1.0% | −0.1% | −0.8% | 0.0% | 0.0% | −0.1% |
| 2020 | +2.0% | +1.5% | −3.9% | +3.1% | +1.5% | +1.3% | +2.4% | −0.3% | −0.3% | −0.2% | +2.0% | +0.6% |
| 2019 | — | — | — | — | — | — | — | +2.7% | −0.6% | +0.3% | −0.1% | 0.0% |
MTMIX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 5.95%
- 3-year Sharpe ratio: 0.19 (vs 4.5% risk-free rate)
- Best month: +4.98% (Nov 2023)
- Worst month: −2.36% (Oct 2024)
MTMIX Fund Flows
Monthly money in and out of NYLI MacKay Total Return Bond Fund, from SEC Form N-PORT.
- 12-month net flow: $233.5M
- 12-month gross sales (incl. reinvestments): $332.8M
- Sales ÷ redemptions: 3.35×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $22.5M | $7.9M | $14.5M |
| Jun 2026 | $14.0M | $9.0M | $5.1M |
| May 2026 | $43.3M | $7.8M | $35.5M |
| Apr 2026 | $19.5M | $14.0M | $5.5M |
| Mar 2026 | $25.0M | $12.6M | $12.3M |
| Feb 2026 | $37.0M | $13.3M | $23.6M |
| Jan 2026 | $74.0M | $4.4M | $69.6M |
| Dec 2025 | $19.5M | $8.6M | $10.8M |
| Nov 2025 | $17.6M | $5.3M | $12.2M |
| Oct 2025 | $33.0M | $5.2M | $27.8M |
| Sep 2025 | $14.8M | $6.2M | $8.6M |
| Aug 2025 | $12.8M | $4.9M | $7.9M |
MTMIX Assets Under Management
Net assets of NYLI MacKay Total Return Bond Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $648.98M |
| 2026-04-30 | $606.64M |
| 2026-01-31 | $571.47M |
| 2025-10-31 | $481.23M |
| 2025-07-31 | $429.96M |
| 2025-04-30 | $365.16M |
| 2025-01-31 | $362.90M |
| 2024-10-31 | $352.94M |
| 2024-07-31 | $321.28M |
| 2024-04-30 | $327.50M |
| 2024-01-31 | $352.69M |
| 2023-10-31 | $359.14M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.