FLMVX vs. MVCKX
FLMVX (JPMorgan Mid Cap Value Fund) and MVCKX (MFS Mid Cap Value Fund Class R6) are both Mid Cap Value Equities funds. Over the past 10 years, FLMVX returned 10.61%/yr vs 9.84%/yr for MVCKX. Their 0.97 correlation means they have historically moved very closely together. FLMVX charges 0.75%/yr vs 0.62%/yr for MVCKX.
Performance
FLMVX vs. MVCKX - Performance Comparison
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Returns By Period
In the year-to-date period, FLMVX achieves a 14.54% return, which is significantly lower than MVCKX's 16.16% return. Over the past 10 years, FLMVX has outperformed MVCKX with an annualized return of 10.61%, while MVCKX has yielded a comparatively lower 9.84% annualized return.
FLMVX
- 1D
- 0.88%
- 1M
- 2.15%
- 6M
- 9.83%
- YTD
- 14.54%
- 1Y
- 17.92%
- 3Y*
- 17.59%
- 5Y*
- 10.97%
- 10Y*
- 10.61%
- ALL TIME*
- 11.98%
MVCKX
- 1D
- 1.03%
- 1M
- 2.22%
- 6M
- 10.81%
- YTD
- 16.16%
- 1Y
- 21.16%
- 3Y*
- 11.47%
- 5Y*
- 8.45%
- 10Y*
- 9.84%
- ALL TIME*
- 9.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FLMVX vs. MVCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 14.54% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
MVCKX MFS Mid Cap Value Fund Class R6 | 16.16% | 6.47% | 6.80% | 12.92% | -8.62% | 30.93% | 4.40% | 31.11% | -11.35% | 13.83% |
Correlation
The correlation between FLMVX and MVCKX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.97 |
The correlation between FLMVX and MVCKX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
FLMVX vs. MVCKX — Risk / Return Rank
FLMVX
MVCKX
FLMVX vs. MVCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and MFS Mid Cap Value Fund Class R6 (MVCKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLMVX | MVCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.42 | +0.28 |
| Martin ratioReturn relative to average drawdown | 9.35 | 8.41 | +0.94 |
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Drawdowns
FLMVX vs. MVCKX - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -54.72%, which is greater than MVCKX's maximum drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for FLMVX and MVCKX.
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Drawdown Indicators
| FLMVX | MVCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -42.75% | -11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -9.36% | +2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.91% | -25.96% | +10.05% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -25.96% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -43.06% | -42.75% | -0.31% |
Current DrawdownCurrent decline from peak | -0.52% | -0.63% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -5.20% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.68% | -0.61% |
Volatility
FLMVX vs. MVCKX - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) has a higher volatility of 3.64% compared to MFS Mid Cap Value Fund Class R6 (MVCKX) at 3.44%. This indicates that FLMVX's price experiences larger fluctuations and is considered to be riskier than MVCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLMVX | MVCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.44% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 9.78% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 13.41% | -1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.25% | 17.45% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 19.33% | +1.07% |
FLMVX vs. MVCKX - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than MVCKX's 0.62% expense ratio.
Dividends
FLMVX vs. MVCKX - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 18.48%, more than MVCKX's 7.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 18.48% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
MVCKX MFS Mid Cap Value Fund Class R6 | 7.12% | 8.27% | 3.87% | 3.00% | 5.44% | 5.88% | 1.12% | 2.32% | 6.65% | 3.68% | 0.06% | 4.87% |
Frequently Asked Questions
With a correlation of 0.96, FLMVX and MVCKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FLMVX has higher volatility (3.64%) compared to MVCKX (3.44%). In terms of maximum drawdown, FLMVX dropped -54.72% vs MVCKX's -42.75%.
MVCKX currently has the higher Sharpe Ratio (1.69 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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