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MFS Active Value ETF (MFSV)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
MFS
Inception Date
Dec 4, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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MFS Active Value ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MFS Active Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

MFS Active Value ETF (MFSV) has returned 1.12% so far this year and 10.01% over the past 12 months.


MFS Active Value ETF

1D
1.79%
1M
-4.46%
YTD
1.12%
6M
3.07%
1Y
10.01%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 5, 2024, MFSV's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.

Historically, 63% of months were positive and 38% were negative. The best month was Jan 2025 with a return of +4.3%, while the worst month was Dec 2024 at -4.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, MFSV closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Apr 4, 2025 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.09%2.67%-4.46%1.12%
20254.33%2.42%-2.25%-2.40%2.93%2.43%-0.82%3.53%1.00%-1.81%2.65%1.13%13.63%
2024-4.64%-4.64%

Benchmark Metrics

MFS Active Value ETF has an annualized alpha of 3.52%, beta of 0.64, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since December 06, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (65.25%) than losses (48.66%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.52% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.64 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.52%
Beta
0.64
0.65
Upside Capture
65.25%
Downside Capture
48.66%

Expense Ratio

MFSV has an expense ratio of 0.44%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MFSV ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


MFSV Risk / Return Rank: 3737
Overall Rank
MFSV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MFSV Sortino Ratio Rank: 3434
Sortino Ratio Rank
MFSV Omega Ratio Rank: 3535
Omega Ratio Rank
MFSV Calmar Ratio Rank: 3737
Calmar Ratio Rank
MFSV Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MFS Active Value ETF (MFSV) and compare them to a chosen benchmark (S&P 500 Index).


MFSVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.90

-0.21

Sortino ratio

Return per unit of downside risk

1.03

1.39

-0.36

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

0.99

1.40

-0.41

Martin ratio

Return relative to average drawdown

4.50

6.61

-2.11

Explore MFSV risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

MFS Active Value ETF provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.42 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.4020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.42$0.41$0.03

Dividend yield

1.56%1.53%0.11%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Active Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.11$0.11
2025$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.11$0.41
2024$0.03$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the MFS Active Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MFS Active Value ETF was 12.74%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.

The current MFS Active Value ETF drawdown is 4.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.74%Mar 3, 202527Apr 8, 202555Jun 27, 202582
-6.34%Mar 3, 202619Mar 27, 2026
-5.49%Dec 6, 202410Dec 19, 202423Jan 27, 202533
-3.45%Oct 28, 202518Nov 20, 20255Nov 28, 202523
-2.97%Jul 28, 20255Aug 1, 202513Aug 20, 202518

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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