FASEX vs. MVCAX
Compare and contrast key facts about Nuveen Mid Cap Value Fund (FASEX) and MFS Mid Cap Value Fund (MVCAX).
FASEX is managed by Nuveen. It was launched on Dec 22, 1987. 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: FASEX or MVCAX.
Key characteristics
| FASEX | MVCAX | |
|---|---|---|
| YTD Return | 11.91% | 20.15% |
| 1Y Return | 23.62% | 35.12% |
| 3Y Return (Ann) | 4.71% | 7.75% |
| 5Y Return (Ann) | 10.32% | 11.58% |
| 10Y Return (Ann) | 8.90% | 9.70% |
| Sharpe Ratio | 1.60 | 2.67 |
| Sortino Ratio | 2.26 | 3.81 |
| Omega Ratio | 1.28 | 1.47 |
| Calmar Ratio | 2.13 | 3.10 |
| Martin Ratio | 10.09 | 16.80 |
| Ulcer Index | 2.18% | 2.06% |
| Daily Std Dev | 13.74% | 13.00% |
| Max Drawdown | -55.57% | -59.10% |
| Current Drawdown | -2.40% | 0.00% |
Correlation
The correlation between FASEX and MVCAX is 0.97, 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
FASEX vs. MVCAX - Performance Comparison
In the year-to-date period, FASEX achieves a 11.91% return, which is significantly lower than MVCAX's 20.15% return. Over the past 10 years, FASEX has underperformed MVCAX with an annualized return of 8.90%, while MVCAX has yielded a comparatively higher 9.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FASEX vs. MVCAX - Expense Ratio Comparison
FASEX has a 1.16% expense ratio, which is higher than MVCAX's 1.02% expense ratio.
Risk-Adjusted Performance
FASEX vs. MVCAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Mid Cap Value Fund (FASEX) 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
FASEX vs. MVCAX - Dividend Comparison
FASEX's dividend yield for the trailing twelve months is around 2.78%, more than MVCAX's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FASEX Nuveen Mid Cap Value Fund | 2.78% | 3.12% | 6.32% | 5.24% | 1.06% | 0.89% | 4.48% | 7.93% | 3.67% | 3.49% | 0.84% | 0.48% |
MVCAX MFS Mid Cap Value Fund | 1.07% | 1.28% | 1.40% | 0.92% | 0.80% | 0.91% | 0.96% | 0.42% | 1.12% | 0.31% | 7.08% | 5.85% |
Drawdowns
FASEX vs. MVCAX - Drawdown Comparison
The maximum FASEX drawdown since its inception was -55.57%, smaller than the maximum MVCAX drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for FASEX and MVCAX. For additional features, visit the drawdowns tool.
Volatility
FASEX vs. MVCAX - Volatility Comparison
The current volatility for Nuveen Mid Cap Value Fund (FASEX) is 3.49%, while MFS Mid Cap Value Fund (MVCAX) has a volatility of 4.13%. This indicates that FASEX 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.