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MFS Mid Cap Value Fund (MVCAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US55272P6381

CUSIP

55272P638

Issuer

MFS

Inception Date

Aug 31, 2001

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
MVCAX vs. ACMVX MVCAX vs. TRMCX MVCAX vs. FGSAX MVCAX vs. FASEX MVCAX vs. JVMIX MVCAX vs. FLMVX MVCAX vs. FSPSX MVCAX vs. VITAX MVCAX vs. FXAIX MVCAX vs. RGAGX
Popular comparisons:
MVCAX vs. ACMVX MVCAX vs. TRMCX MVCAX vs. FGSAX MVCAX vs. FASEX MVCAX vs. JVMIX MVCAX vs. FLMVX MVCAX vs. FSPSX MVCAX vs. VITAX MVCAX vs. FXAIX MVCAX vs. RGAGX

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.18%
11.50%
MVCAX (MFS Mid Cap Value Fund)
Benchmark (^GSPC)

Returns By Period

MFS Mid Cap Value Fund had a return of 18.40% year-to-date (YTD) and 28.59% in the last 12 months. Over the past 10 years, MFS Mid Cap Value Fund had an annualized return of 9.40%, while the S&P 500 had an annualized return of 11.13%, indicating that MFS Mid Cap Value Fund did not perform as well as the benchmark.


MVCAX

YTD

18.40%

1M

0.71%

6M

9.18%

1Y

28.59%

5Y (annualized)

11.39%

10Y (annualized)

9.40%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of MVCAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.68%5.35%5.08%-4.43%4.03%-2.08%6.36%1.93%1.37%-0.69%18.40%
20237.37%-2.94%-3.59%0.91%-3.91%8.73%3.08%-3.22%-4.34%-3.92%8.49%6.75%12.51%
2022-2.98%0.20%0.16%-5.41%3.27%-10.41%8.12%-2.62%-9.38%9.88%6.11%-3.96%-8.96%
2021-0.55%6.81%6.67%5.01%1.64%-1.68%0.49%2.23%-3.01%5.38%-1.97%6.57%30.43%
2020-2.63%-9.66%-21.40%12.68%5.50%0.64%4.98%2.79%-2.44%1.11%13.30%4.29%4.03%
201910.18%3.94%-0.05%4.65%-6.34%6.68%0.82%-2.65%3.91%0.93%2.56%3.35%30.57%
20182.93%-4.85%0.09%0.92%0.52%0.78%3.26%1.25%-1.03%-8.05%3.07%-10.15%-11.69%
20171.51%2.93%-0.95%-0.00%0.27%2.09%0.62%-1.68%3.51%0.83%2.50%1.11%13.37%
2016-5.54%0.57%9.18%1.56%1.43%-0.96%3.97%0.44%-0.19%-2.59%5.56%1.75%15.39%
2015-3.21%6.06%0.78%-0.29%1.56%-1.63%0.19%-4.13%-4.20%5.50%1.15%-3.74%-2.58%
2014-3.05%5.17%1.47%-0.30%1.90%3.29%-3.57%3.75%-4.19%2.38%2.52%1.51%10.90%
20136.34%2.26%3.93%1.00%2.34%-0.17%5.95%-2.70%4.00%4.27%1.94%3.33%37.31%

Expense Ratio

MVCAX has a high expense ratio of 1.02%, indicating higher-than-average management fees.


Expense ratio chart for MVCAX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MVCAX is 74, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of MVCAX is 7474
Combined Rank
The Sharpe Ratio Rank of MVCAX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of MVCAX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of MVCAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MVCAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MVCAX is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MVCAX, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.005.002.232.46
The chart of Sortino ratio for MVCAX, currently valued at 3.17, compared to the broader market0.005.0010.003.173.31
The chart of Omega ratio for MVCAX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.46
The chart of Calmar ratio for MVCAX, currently valued at 4.01, compared to the broader market0.005.0010.0015.0020.0025.004.013.55
The chart of Martin ratio for MVCAX, currently valued at 13.54, compared to the broader market0.0020.0040.0060.0080.00100.0013.5415.76
MVCAX
^GSPC

The current MFS Mid Cap Value Fund Sharpe ratio is 2.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of MFS Mid Cap Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.23
2.46
MVCAX (MFS Mid Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

MFS Mid Cap Value Fund provided a 1.08% dividend yield over the last twelve months, with an annual payout of $0.38 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.38$0.38$0.38$0.29$0.21$0.23$0.19$0.10$0.24$0.06$1.41$1.13

Dividend yield

1.08%1.28%1.40%0.92%0.80%0.91%0.96%0.42%1.12%0.31%7.08%5.85%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.41$1.41
2013$1.13$1.13

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.08%
-1.40%
MVCAX (MFS Mid Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the MFS Mid Cap Value 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 Mid Cap Value Fund was 59.10%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.

The current MFS Mid Cap Value Fund drawdown is 2.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.1%Jun 5, 2007442Mar 9, 2009491Feb 16, 2011933
-42.79%Feb 21, 202022Mar 23, 2020172Nov 24, 2020194
-32.75%Apr 22, 2002119Oct 9, 2002254Oct 14, 2003373
-24.38%Jul 8, 201161Oct 3, 2011233Sep 6, 2012294
-20.78%Sep 24, 201864Dec 24, 201886Apr 30, 2019150

Volatility

Volatility Chart

The current MFS Mid Cap Value Fund volatility is 4.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.11%
4.07%
MVCAX (MFS Mid Cap Value Fund)
Benchmark (^GSPC)