FLMVX vs. MEIIX
Compare and contrast key facts about JPMorgan Mid Cap Value Fund (FLMVX) and MFS Value Fund Class I (MEIIX).
FLMVX is managed by JPMorgan. It was launched on Nov 13, 1997. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
FLMVX vs. MEIIX - Performance Comparison
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FLMVX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 2.16% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
MEIIX MFS Value Fund Class I | 1.07% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, FLMVX achieves a 2.16% return, which is significantly higher than MEIIX's 1.07% return. Both investments have delivered pretty close results over the past 10 years, with FLMVX having a 9.84% annualized return and MEIIX not far ahead at 9.90%.
FLMVX
- 1D
- 1.81%
- 1M
- -5.37%
- YTD
- 2.16%
- 6M
- 3.42%
- 1Y
- 9.29%
- 3Y*
- 15.22%
- 5Y*
- 9.31%
- 10Y*
- 9.84%
MEIIX
- 1D
- 1.65%
- 1M
- -5.02%
- YTD
- 1.07%
- 6M
- 3.60%
- 1Y
- 10.36%
- 3Y*
- 12.03%
- 5Y*
- 8.36%
- 10Y*
- 9.90%
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FLMVX vs. MEIIX - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
FLMVX vs. MEIIX — Risk / Return Rank
FLMVX
MEIIX
FLMVX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and MFS Value Fund Class I (MEIIX). 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.
| FLMVX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.69 | -0.10 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.03 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.15 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.02 | -0.13 |
Martin ratioReturn relative to average drawdown | 3.78 | 4.48 | -0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLMVX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.69 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.60 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.60 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.56 | +0.06 |
Correlation
The correlation between FLMVX and MEIIX is 0.90, 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.
Dividends
FLMVX vs. MEIIX - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 20.71%, more than MEIIX's 9.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 20.71% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
MEIIX MFS Value Fund Class I | 9.62% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
FLMVX vs. MEIIX - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -54.72%, roughly equal to the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for FLMVX and MEIIX.
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Drawdown Indicators
| FLMVX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -52.64% | -2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -11.10% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -17.58% | -8.01% |
Max Drawdown (10Y)Largest decline over 10 years | -43.06% | -36.70% | -6.36% |
Current DrawdownCurrent decline from peak | -5.51% | -5.02% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -6.58% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.53% | +0.24% |
Volatility
FLMVX vs. MEIIX - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) has a higher volatility of 4.42% compared to MFS Value Fund Class I (MEIIX) at 3.64%. This indicates that FLMVX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLMVX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.64% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 7.85% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 14.83% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 13.92% | +5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 16.56% | +3.88% |