FLMVX vs. MVCAX
Compare and contrast key facts about JPMorgan Mid Cap Value Fund (FLMVX) and MFS Mid Cap Value Fund (MVCAX).
FLMVX is managed by JPMorgan Chase. It was launched on Nov 13, 1997. 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: FLMVX or MVCAX.
Key characteristics
| FLMVX | MVCAX | |
|---|---|---|
| YTD Return | 7.06% | 9.32% |
| 1Y Return | 21.40% | 22.59% |
| 3Y Return (Ann) | 4.93% | 6.75% |
| 5Y Return (Ann) | 9.39% | 11.23% |
| 10Y Return (Ann) | 8.60% | 9.22% |
| Sharpe Ratio | 1.74 | 1.83 |
| Daily Std Dev | 12.87% | 12.86% |
| Max Drawdown | -54.87% | -59.10% |
| Current Drawdown | -1.69% | -0.03% |
Correlation
The correlation between FLMVX and MVCAX is 0.96, 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. MVCAX - Performance Comparison
In the year-to-date period, FLMVX achieves a 7.06% return, which is significantly lower than MVCAX's 9.32% return. Over the past 10 years, FLMVX has underperformed MVCAX with an annualized return of 8.60%, while MVCAX has yielded a comparatively higher 9.22% 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. MVCAX - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is lower than MVCAX's 1.02% expense ratio.
Risk-Adjusted Performance
FLMVX vs. MVCAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) 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
FLMVX vs. MVCAX - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 5.67%, more than MVCAX's 2.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 5.67% | 6.07% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% | 8.60% | 5.01% |
MVCAX MFS Mid Cap Value Fund | 2.50% | 2.73% | 5.22% | 5.70% | 0.80% | 2.03% | 6.36% | 3.36% | 1.18% | 4.59% | 7.08% | 5.85% |
Drawdowns
FLMVX vs. MVCAX - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -54.87%, smaller than the maximum MVCAX drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for FLMVX and MVCAX. For additional features, visit the drawdowns tool.
Volatility
FLMVX vs. MVCAX - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) and MFS Mid Cap Value Fund (MVCAX) have volatilities of 2.66% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.