- ISIN
- US55273H2702
- CUSIP
- 55273H270
- Issuer
- MFS
- Inception Date
- Dec 5, 2013
- Category
- Large Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MLVHX Performance Chart
MFS Low Volatility Equity Fund (MLVHX) is up 1.5% since the beginning of the year. MLVHX is currently trading at $18 per share. Investors who bought $1,000 worth of MLVHX shares 5 years ago would now be looking at an investment worth $1,452.
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Returns By Period
MFS Low Volatility Equity Fund (MLVHX) has returned 1.52% so far this year and 8.31% over the past 12 months. Over the last ten years, MLVHX has returned 10.49% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
MFS Low Volatility Equity Fund
- 1D
- -0.28%
- 1M
- -1.53%
- YTD
- 1.52%
- 6M
- 1.96%
- 1Y
- 8.31%
- 3Y*
- 11.27%
- 5Y*
- 7.75%
- 10Y*
- 10.49%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
MLVHX Monthly Returns History
Based on dividend-adjusted daily data since Dec 6, 2013, MLVHX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +10.3%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MLVHX closed higher 52% of trading days. The best single day was Dec 12, 2024 with a return of +12.6%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.20% | 3.87% | -6.54% | 4.27% | -1.58% | -0.28% | 1.52% | ||||||
| 2025 | 3.28% | 0.78% | -2.22% | -1.69% | 3.17% | 1.19% | 0.15% | 2.78% | 1.82% | -1.63% | 2.86% | -0.75% | 9.96% |
| 2024 | 2.60% | 3.48% | 2.82% | -3.33% | 3.29% | 0.65% | 3.08% | 3.56% | 0.37% | -1.81% | 4.87% | -5.88% | 13.91% |
| 2023 | 2.68% | -2.39% | 1.91% | 2.07% | -2.31% | 5.27% | 0.80% | -1.27% | -3.55% | -1.12% | 6.56% | 3.65% | 12.40% |
| 2022 | -5.87% | -2.64% | 4.79% | -5.23% | -0.60% | -4.54% | 5.42% | -3.29% | -7.41% | 8.27% | 5.11% | -3.87% | -10.84% |
| 2021 | -2.20% | 1.32% | 4.14% | 5.90% | 0.89% | 2.03% | 5.04% | 3.02% | -5.47% | 5.97% | -2.31% | 5.30% | 25.42% |
Benchmark Metrics
MFS Low Volatility Equity Fund has an annualized alpha of 0.80%, beta of 0.79, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 09, 2013.
- This fund participated in 77.62% of S&P 500 Index downside but only 75.44% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.80%
- Beta
- 0.79
- R²
- 0.78
- Upside Capture
- 75.44%
- Downside Capture
- 77.62%
Expense Ratio
MLVHX has an expense ratio of 0.67%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MLVHX ranks 11 for risk / return — in the bottom 11% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MFS Low Volatility Equity Fund (MLVHX) and compare them to S&P 500 Index.
| MLVHX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 2.39 | -1.53 |
Sortino ratioReturn per unit of downside risk | 1.31 | 3.25 | -1.95 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.11 | -2.13 |
Martin ratioReturn relative to average drawdown | 3.32 | 14.38 | -11.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
MFS Low Volatility Equity Fund provided a 15.17% dividend yield over the last twelve months, with an annual payout of $2.73 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.73 | $2.73 | $2.51 | $1.20 | $2.28 | $1.18 | $0.23 | $0.20 | $0.67 | $0.32 | $0.15 | $0.22 |
Dividend yield | 15.17% | 15.40% | 13.51% | 6.47% | 13.00% | 5.33% | 1.25% | 1.17% | 4.99% | 2.23% | 1.19% | 1.90% |
Monthly Dividends
The table displays the monthly dividend distributions for MFS Low Volatility Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $2.60 | $2.73 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $2.35 | $2.51 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.05 | $1.20 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $2.13 | $2.28 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $1.05 | $1.18 |
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 Low Volatility Equity Fund. 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 Low Volatility Equity Fund was 34.14%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current MFS Low Volatility Equity Fund drawdown is 4.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.14%Mar 2020 | 1mo 4d | 7mo 22d | 8mo 26dFeb 2020 - Nov 2020 |
2025 selloff2025 | -20.92%Apr 2025 | 3mo 26d | 10mo 25d | 1y 2moDec 2024 - Feb 2026 |
Bear market2022 | -19.06%Oct 2022 | 9mo 16d | 1y 2mo | 1y 12moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -13.36%Dec 2018 | 20d | 1mo 27d | 2mo 17dDec 2018 - Feb 2019 |
2015 correction2015 | -10.03%Aug 2015 | 7d | 2mo 10d | 2mo 17dAug 2015 - Nov 2015 |
Drawdown Indicators
| MLVHX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -56.78% | +22.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -9.10% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -20.92% | -18.90% | -2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -25.43% | +4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.14% | -33.92% | -0.22% |
Current DrawdownCurrent decline from peak | -4.36% | 0.00% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -10.72% | +6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.97% | +0.49% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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