World Series won by the Red Sox in this millennium: 2
World Series won by the Yankees in this millennium: 1 (I'll be nice to Yankees fans and use the non-pedantic definition of the millennium; I don't care whether there was a year 0, since it's all arbitrary anyway)
Message to Yankees fans: HA HA!
Message to Red Sox fans: An even bigger HA HA! You're now officially just another baseball team!