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 Chase. It was launched on Nov 13, 1997. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLMVX or MEIIX.
Key characteristics
| FLMVX | MEIIX | |
|---|---|---|
| YTD Return | 20.28% | 18.67% |
| 1Y Return | 28.53% | 29.10% |
| 3Y Return (Ann) | -2.42% | 7.08% |
| 5Y Return (Ann) | 2.65% | 10.47% |
| 10Y Return (Ann) | 2.21% | 9.86% |
| Sharpe Ratio | 2.35 | 3.11 |
| Sortino Ratio | 3.32 | 4.37 |
| Omega Ratio | 1.42 | 1.57 |
| Calmar Ratio | 1.07 | 4.24 |
| Martin Ratio | 11.70 | 18.40 |
| Ulcer Index | 2.58% | 1.65% |
| Daily Std Dev | 12.80% | 9.75% |
| Max Drawdown | -59.54% | -52.01% |
| Current Drawdown | -7.33% | 0.00% |
Correlation
The correlation between FLMVX and MEIIX is 0.91, 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
FLMVX vs. MEIIX - Performance Comparison
In the year-to-date period, FLMVX achieves a 20.28% return, which is significantly higher than MEIIX's 18.67% return. Over the past 10 years, FLMVX has underperformed MEIIX with an annualized return of 2.21%, while MEIIX has yielded a comparatively higher 9.86% 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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FLMVX vs. MEIIX - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Risk-Adjusted Performance
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.
Dividends
FLMVX vs. MEIIX - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 1.10%, less than MEIIX's 1.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 1.10% | 1.32% | 1.25% | 0.81% | 1.22% | 1.30% | 1.75% | 0.91% | 0.87% | 0.93% | 1.08% | 0.87% |
MEIIX MFS Value Fund Class I | 1.61% | 1.78% | 1.95% | 1.37% | 1.60% | 1.93% | 2.10% | 1.58% | 2.01% | 6.53% | 5.38% | 3.93% |
Drawdowns
FLMVX vs. MEIIX - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -59.54%, which is greater than MEIIX's maximum 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.
Volatility
FLMVX vs. MEIIX - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) has a higher volatility of 4.45% compared to MFS Value Fund Class I (MEIIX) at 3.40%. 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.