BVEFX vs. MEIAX
Compare and contrast key facts about Becker Value Equity Fund (BVEFX) and MFS Value Fund (MEIAX).
BVEFX is managed by Becker. It was launched on Nov 3, 2003. MEIAX is managed by MFS. It was launched on Jan 2, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BVEFX or MEIAX.
Performance
BVEFX vs. MEIAX - Performance Comparison
Returns By Period
In the year-to-date period, BVEFX achieves a 20.52% return, which is significantly higher than MEIAX's 17.95% return. Over the past 10 years, BVEFX has underperformed MEIAX with an annualized return of 2.37%, while MEIAX has yielded a comparatively higher 9.38% annualized return.
BVEFX
20.52%
2.49%
9.74%
13.72%
5.26%
2.37%
MEIAX
17.95%
1.89%
10.13%
24.32%
9.92%
9.38%
Key characteristics
| BVEFX | MEIAX | |
|---|---|---|
| Sharpe Ratio | 1.05 | 2.49 |
| Sortino Ratio | 1.25 | 3.52 |
| Omega Ratio | 1.24 | 1.45 |
| Calmar Ratio | 0.58 | 4.55 |
| Martin Ratio | 3.90 | 14.48 |
| Ulcer Index | 3.51% | 1.68% |
| Daily Std Dev | 13.12% | 9.79% |
| Max Drawdown | -53.76% | -52.28% |
| Current Drawdown | -5.23% | -0.40% |
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BVEFX vs. MEIAX - Expense Ratio Comparison
BVEFX has a 0.78% expense ratio, which is lower than MEIAX's 0.80% expense ratio.
Correlation
The correlation between BVEFX and MEIAX is 0.93, 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.
Risk-Adjusted Performance
BVEFX vs. MEIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Becker Value Equity Fund (BVEFX) 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.
Dividends
BVEFX vs. MEIAX - Dividend Comparison
BVEFX's dividend yield for the trailing twelve months is around 1.36%, less than MEIAX's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BVEFX Becker Value Equity Fund | 1.36% | 1.64% | 1.60% | 1.31% | 2.41% | 2.21% | 2.34% | 1.43% | 1.64% | 1.28% | 1.66% | 1.13% |
MEIAX MFS Value Fund | 1.40% | 1.54% | 1.69% | 1.15% | 1.39% | 1.72% | 1.84% | 1.32% | 1.78% | 6.23% | 5.09% | 3.66% |
Drawdowns
BVEFX vs. MEIAX - Drawdown Comparison
The maximum BVEFX drawdown since its inception was -53.76%, roughly equal to the maximum MEIAX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for BVEFX and MEIAX. For additional features, visit the drawdowns tool.
Volatility
BVEFX vs. MEIAX - Volatility Comparison
The current volatility for Becker Value Equity Fund (BVEFX) is 3.25%, while MFS Value Fund (MEIAX) has a volatility of 3.56%. This indicates that BVEFX experiences smaller price fluctuations and is considered to be less risky than MEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.