AMOM vs. MEIAX
Compare and contrast key facts about QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and MFS Value Fund (MEIAX).
AMOM is an actively managed fund by Exchange Traded Concepts. It was launched on May 21, 2019. MEIAX is managed by MFS. It was launched on Jan 2, 1996.
Performance
AMOM vs. MEIAX - Performance Comparison
Loading graphics...
AMOM vs. MEIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF | -0.91% | 7.69% | 35.79% | 27.06% | -26.29% | 13.08% | 53.81% | 9.33% |
MEIAX MFS Value Fund | 1.01% | 12.97% | 11.60% | 7.92% | -6.25% | 25.11% | 3.71% | 12.79% |
Returns By Period
In the year-to-date period, AMOM achieves a -0.91% return, which is significantly lower than MEIAX's 1.01% return.
AMOM
- 1D
- 2.17%
- 1M
- -5.43%
- YTD
- -0.91%
- 6M
- -1.05%
- 1Y
- 26.38%
- 3Y*
- 19.41%
- 5Y*
- 7.77%
- 10Y*
- —
MEIAX
- 1D
- 1.64%
- 1M
- -5.04%
- YTD
- 1.01%
- 6M
- 3.48%
- 1Y
- 10.10%
- 3Y*
- 11.75%
- 5Y*
- 8.09%
- 10Y*
- 9.65%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AMOM vs. MEIAX - Expense Ratio Comparison
AMOM has a 0.75% expense ratio, which is lower than MEIAX's 0.80% expense ratio.
Return for Risk
AMOM vs. MEIAX — Risk / Return Rank
AMOM
MEIAX
AMOM vs. MEIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and MFS Value Fund (MEIAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AMOM | MEIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.67 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.01 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 0.99 | +1.13 |
Martin ratioReturn relative to average drawdown | 7.20 | 4.36 | +2.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AMOM | MEIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.67 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.58 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.58 | +0.02 |
Correlation
The correlation between AMOM and MEIAX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AMOM vs. MEIAX - Dividend Comparison
AMOM's dividend yield for the trailing twelve months is around 0.09%, less than MEIAX's 9.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF | 0.09% | 0.09% | 0.00% | 0.47% | 0.72% | 0.74% | 24.31% | 5.51% | 0.00% | 0.00% | 0.00% | 0.00% |
MEIAX MFS Value Fund | 9.44% | 9.34% | 9.10% | 8.21% | 7.36% | 3.10% | 2.42% | 2.97% | 3.36% | 3.87% | 2.84% | 5.73% |
Drawdowns
AMOM vs. MEIAX - Drawdown Comparison
The maximum AMOM drawdown since its inception was -39.68%, smaller than the maximum MEIAX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for AMOM and MEIAX.
Loading graphics...
Drawdown Indicators
| AMOM | MEIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.68% | -52.85% | +13.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -11.10% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -17.72% | -21.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.71% | — |
Current DrawdownCurrent decline from peak | -7.58% | -5.04% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -6.57% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.53% | +1.34% |
Volatility
AMOM vs. MEIAX - Volatility Comparison
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a higher volatility of 8.91% compared to MFS Value Fund (MEIAX) at 3.64%. This indicates that AMOM's price experiences larger fluctuations and is considered to be riskier than MEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AMOM | MEIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.91% | 3.64% | +5.27% |
Volatility (6M)Calculated over the trailing 6-month period | 17.66% | 7.85% | +9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.27% | 14.83% | +10.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.52% | 13.91% | +9.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.98% | 16.55% | +8.43% |