MTMSX Performance — NYLI MacKay Total Return Bond Fund, SIMPLE Class
Data updated: 2026-09-23
MTMSX returned −0.39% year to date and +2.65% over one year to Jul 2026. Annualised returns are +5.04% over 3 years and −0.20% over 5 years. Against its Intermediate Core Bond category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $116, against $113 for the category, and to $103 over one year, against $103. Volatility over the past three years was 5.94% a year. In the 12 months to Jul 2026 the fund took in a net $233.5M, and assets reached $648.98M.
MTMSX 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 | MTMSX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $103 | $103 |
| 3 years (Aug 2023 – Jul 2026) | $116 | $113 |
| 5 years (Aug 2021 – Jul 2026) | $99 | $100 |
| Since data start (Sep 2020 – Jul 2026) | $101 | $102 |
MTMSX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −0.39% |
| 1 year | +2.65% |
| 3 years (annualised) | +5.04% |
| 5 years (annualised) | −0.20% |
MTMSX 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) | −0.39% |
| 2025 | +7.17% |
| 2024 | +4.18% |
| 2023 | +7.35% |
| 2022 | −16.02% |
| 2021 | −1.22% |
| 2020 (Sep–Dec) | +1.79% |
MTMSX 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 | +0.3% | +1.7% | −2.0% | +0.4% | +0.1% | +0.3% | −1.2% | — | — | — | — | — |
| 2025 | +0.9% | +2.2% | −0.1% | +0.3% | −0.5% | +1.7% | −0.5% | +1.4% | +0.8% | +0.6% | +0.7% | −0.4% |
| 2024 | +0.4% | −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% | −2.8% | +2.0% | +0.6% | −1.3% | −0.2% | +0.3% | −0.7% | −2.5% | −1.9% | +4.9% | +4.5% |
| 2022 | −2.4% | −1.8% | −2.8% | −4.1% | +0.1% | −3.0% | +3.2% | −2.9% | −5.5% | −1.2% | +3.9% | −0.5% |
| 2021 | −0.7% | −1.6% | −0.8% | +0.9% | +0.4% | +0.9% | +0.9% | −0.1% | −0.8% | −0.1% | 0.0% | −0.1% |
| 2020 | — | — | — | — | — | — | — | — | −0.3% | −0.4% | +1.9% | +0.6% |
MTMSX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 5.94%
- 3-year Sharpe ratio: 0.09 (vs 4.5% risk-free rate)
- Best month: +4.91% (Nov 2023)
- Worst month: −2.49% (Sep 2023)
MTMSX 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 |
MTMSX 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.