BMSLX vs. VSEQX

In the year-to-date period, BMSLX achieves a 0.50% return, which is significantly higher than VSEQX's -1.88% return.

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BMSLX has a 0.59% expense ratio, which is higher than VSEQX's 0.17% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Mid Cap Equity Fund (BMSLX) and Vanguard Strategic Equity Fund (VSEQX). 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.

The current BMSLX Sharpe Ratio is -0.03, which is lower than the VSEQX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BMSLX and VSEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BMSLX's dividend yield for the trailing twelve months is around 10.92%, less than VSEQX's 11.58% yield.

The maximum BMSLX drawdown since its inception was -41.06%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for BMSLX and VSEQX.

MFS Blended Research Mid Cap Equity Fund (BMSLX) has a higher volatility of 6.20% compared to Vanguard Strategic Equity Fund (VSEQX) at 5.78%. This indicates that BMSLX's price experiences larger fluctuations and is considered to be riskier than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.