BMVP vs. MVCAX
Compare and contrast key facts about Invesco Bloomberg MVP Multi-factor ETF (BMVP) and MFS Mid Cap Value Fund (MVCAX).
BMVP is a passively managed fund by Invesco that tracks the performance of the Bloomberg MVP Index. It was launched on May 1, 2003. MVCAX is managed by MFS. It was launched on Aug 31, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMVP or MVCAX.
Correlation
The correlation between BMVP and MVCAX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BMVP vs. MVCAX - Performance Comparison
Key characteristics
BMVP:
1.91
MVCAX:
0.27
BMVP:
2.72
MVCAX:
0.42
BMVP:
1.33
MVCAX:
1.07
BMVP:
2.47
MVCAX:
0.25
BMVP:
7.96
MVCAX:
1.17
BMVP:
2.46%
MVCAX:
3.71%
BMVP:
10.22%
MVCAX:
16.35%
BMVP:
-52.66%
MVCAX:
-59.10%
BMVP:
-6.18%
MVCAX:
-15.33%
Returns By Period
In the year-to-date period, BMVP achieves a 18.97% return, which is significantly higher than MVCAX's 3.86% return. Over the past 10 years, BMVP has outperformed MVCAX with an annualized return of 8.12%, while MVCAX has yielded a comparatively lower 7.70% annualized return.
BMVP
18.97%
-4.95%
8.21%
19.56%
8.99%
8.12%
MVCAX
3.86%
-14.44%
-2.18%
4.34%
7.64%
7.70%
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BMVP vs. MVCAX - Expense Ratio Comparison
BMVP has a 0.29% expense ratio, which is lower than MVCAX's 1.02% expense ratio.
Risk-Adjusted Performance
BMVP vs. MVCAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg MVP Multi-factor ETF (BMVP) and MFS Mid Cap Value Fund (MVCAX). 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.
Dividends
BMVP vs. MVCAX - Dividend Comparison
BMVP's dividend yield for the trailing twelve months is around 1.56%, while MVCAX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMVP Invesco Bloomberg MVP Multi-factor ETF | 1.56% | 1.66% | 1.51% | 0.56% | 1.09% | 0.96% | 1.44% | 1.75% | 1.35% | 1.02% | 0.82% | 0.78% |
MVCAX MFS Mid Cap Value Fund | 0.00% | 1.28% | 1.40% | 0.92% | 0.80% | 0.91% | 0.96% | 0.42% | 1.12% | 0.31% | 7.08% | 5.85% |
Drawdowns
BMVP vs. MVCAX - Drawdown Comparison
The maximum BMVP drawdown since its inception was -52.66%, smaller than the maximum MVCAX drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for BMVP and MVCAX. For additional features, visit the drawdowns tool.
Volatility
BMVP vs. MVCAX - Volatility Comparison
The current volatility for Invesco Bloomberg MVP Multi-factor ETF (BMVP) is 3.11%, while MFS Mid Cap Value Fund (MVCAX) has a volatility of 11.27%. This indicates that BMVP experiences smaller price fluctuations and is considered to be less risky than MVCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.