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FLMVX vs. MEIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLMVX and MEIIX is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FLMVX vs. MEIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Value Fund (FLMVX) and MFS Value Fund Class I (MEIIX). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
986.62%
463.66%
FLMVX
MEIIX

Key characteristics

Sharpe Ratio

FLMVX:

0.24

MEIIX:

-0.10

Sortino Ratio

FLMVX:

0.47

MEIIX:

-0.02

Omega Ratio

FLMVX:

1.06

MEIIX:

1.00

Calmar Ratio

FLMVX:

0.22

MEIIX:

-0.09

Martin Ratio

FLMVX:

0.77

MEIIX:

-0.23

Ulcer Index

FLMVX:

5.31%

MEIIX:

6.95%

Daily Std Dev

FLMVX:

16.87%

MEIIX:

16.60%

Max Drawdown

FLMVX:

-54.19%

MEIIX:

-52.01%

Current Drawdown

FLMVX:

-11.39%

MEIIX:

-13.04%

Returns By Period

In the year-to-date period, FLMVX achieves a -4.90% return, which is significantly lower than MEIIX's -0.37% return. Over the past 10 years, FLMVX has outperformed MEIIX with an annualized return of 7.16%, while MEIIX has yielded a comparatively lower 5.48% annualized return.


FLMVX

YTD

-4.90%

1M

-3.93%

6M

-5.35%

1Y

4.17%

5Y*

14.59%

10Y*

7.16%

MEIIX

YTD

-0.37%

1M

-4.05%

6M

-9.71%

1Y

-1.54%

5Y*

7.61%

10Y*

5.48%

*Annualized

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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.


Expense ratio chart for FLMVX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLMVX: 0.75%
Expense ratio chart for MEIIX: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MEIIX: 0.55%

Risk-Adjusted Performance

FLMVX vs. MEIIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLMVX
The Risk-Adjusted Performance Rank of FLMVX is 3737
Overall Rank
The Sharpe Ratio Rank of FLMVX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FLMVX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FLMVX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FLMVX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FLMVX is 3636
Martin Ratio Rank

MEIIX
The Risk-Adjusted Performance Rank of MEIIX is 1616
Overall Rank
The Sharpe Ratio Rank of MEIIX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of MEIIX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of MEIIX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of MEIIX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of MEIIX is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLMVX vs. MEIIX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FLMVX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.00
FLMVX: 0.24
MEIIX: -0.10
The chart of Sortino ratio for FLMVX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
FLMVX: 0.47
MEIIX: -0.02
The chart of Omega ratio for FLMVX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
FLMVX: 1.06
MEIIX: 1.00
The chart of Calmar ratio for FLMVX, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.00
FLMVX: 0.22
MEIIX: -0.09
The chart of Martin ratio for FLMVX, currently valued at 0.77, compared to the broader market0.0010.0020.0030.0040.0050.00
FLMVX: 0.77
MEIIX: -0.23

The current FLMVX Sharpe Ratio is 0.24, which is higher than the MEIIX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of FLMVX and MEIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.24
-0.10
FLMVX
MEIIX

Dividends

FLMVX vs. MEIIX - Dividend Comparison

FLMVX's dividend yield for the trailing twelve months is around 12.78%, more than MEIIX's 1.92% yield.


TTM20242023202220212020201920182017201620152014
FLMVX
JPMorgan Mid Cap Value Fund
12.78%12.15%6.09%11.73%14.98%7.73%5.20%8.30%2.71%7.04%6.69%8.60%
MEIIX
MFS Value Fund Class I
1.92%1.86%1.78%1.95%1.37%1.60%1.93%2.10%1.58%2.01%6.53%5.38%

Drawdowns

FLMVX vs. MEIIX - Drawdown Comparison

The maximum FLMVX drawdown since its inception was -54.19%, roughly equal to the maximum MEIIX drawdown of -52.01%. Use the drawdown chart below to compare losses from any high point for FLMVX and MEIIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.39%
-13.04%
FLMVX
MEIIX

Volatility

FLMVX vs. MEIIX - Volatility Comparison

JPMorgan Mid Cap Value Fund (FLMVX) has a higher volatility of 11.57% compared to MFS Value Fund Class I (MEIIX) at 10.90%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.57%
10.90%
FLMVX
MEIIX