Why is the credit volatility of the monetary policy that joins the credit growth rate so large?

General DSGE Modeling
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I tried to add credit growth to the monetary policy. When I did a welfare analysis and extracted the volatility, I found that the monetary policy that added credit growth had a greater volatility than the Taylor rule. What happened? It’s a little hard to explain.
The credit gap volatility of the Taylor rule is 0.3760, and the credit gap volatility of my monetary policy is 0.4960.

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Why is that hard to explain? The Taylor rule is a feedback rule that will influence the behavior of other variables in the model. If credit growth is endogenous that can happen.