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FRNKX vs. MVCKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRNKX vs. MVCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frank Value Fund (FRNKX) and MFS Mid Cap Value Fund Class R6 (MVCKX). The values are adjusted to include any dividend payments, if applicable.

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FRNKX vs. MVCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRNKX
Frank Value Fund
3.51%12.05%19.31%14.88%4.23%6.46%12.84%4.15%-2.24%-2.81%
MVCKX
MFS Mid Cap Value Fund Class R6
1.63%6.47%6.80%12.92%-8.62%30.93%4.40%31.11%-11.35%13.83%

Returns By Period

In the year-to-date period, FRNKX achieves a 3.51% return, which is significantly higher than MVCKX's 1.63% return. Over the past 10 years, FRNKX has underperformed MVCKX with an annualized return of 7.06%, while MVCKX has yielded a comparatively higher 8.98% annualized return.


FRNKX

1D
0.00%
1M
-2.59%
YTD
3.51%
6M
-0.81%
1Y
16.79%
3Y*
14.40%
5Y*
11.15%
10Y*
7.06%

MVCKX

1D
0.51%
1M
-4.60%
YTD
1.63%
6M
2.75%
1Y
9.62%
3Y*
9.06%
5Y*
6.37%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRNKX vs. MVCKX - Expense Ratio Comparison

FRNKX has a 1.37% expense ratio, which is higher than MVCKX's 0.62% expense ratio.


Return for Risk

FRNKX vs. MVCKX — Risk / Return Rank

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

FRNKX
FRNKX Risk / Return Rank: 4141
Overall Rank
FRNKX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FRNKX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FRNKX Omega Ratio Rank: 3636
Omega Ratio Rank
FRNKX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FRNKX Martin Ratio Rank: 4747
Martin Ratio Rank

MVCKX
MVCKX Risk / Return Rank: 1818
Overall Rank
MVCKX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVCKX Sortino Ratio Rank: 1717
Sortino Ratio Rank
MVCKX Omega Ratio Rank: 1616
Omega Ratio Rank
MVCKX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MVCKX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FRNKX vs. MVCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frank Value Fund (FRNKX) 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.


FRNKXMVCKXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.59

+0.34

Sortino ratio

Return per unit of downside risk

1.43

0.95

+0.47

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.54

0.81

+0.72

Martin ratio

Return relative to average drawdown

5.90

3.19

+2.71

FRNKX vs. MVCKX - Sharpe Ratio Comparison

The current FRNKX Sharpe Ratio is 0.93, which is higher than the MVCKX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FRNKX and MVCKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FRNKXMVCKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.59

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.37

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.46

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.45

-0.44

Correlation

The correlation between FRNKX and MVCKX is 0.71, 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

FRNKX vs. MVCKX - Dividend Comparison

FRNKX's dividend yield for the trailing twelve months is around 11.57%, more than MVCKX's 8.14% yield.


TTM20252024202320222021202020192018201720162015
FRNKX
Frank Value Fund
11.57%11.98%4.63%10.14%8.10%4.93%0.00%0.23%3.23%0.00%3.00%7.64%
MVCKX
MFS Mid Cap Value Fund Class R6
8.14%8.27%3.87%3.00%5.44%5.88%1.12%2.32%6.65%3.68%0.06%4.87%

Drawdowns

FRNKX vs. MVCKX - Drawdown Comparison

The maximum FRNKX drawdown since its inception was -97.09%, which is greater than MVCKX's maximum drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for FRNKX and MVCKX.


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Drawdown Indicators


FRNKXMVCKXDifference

Max Drawdown

Largest peak-to-trough decline

-97.09%

-42.75%

-54.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-9.36%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-97.09%

-25.96%

-71.13%

Max Drawdown (10Y)

Largest decline over 10 years

-97.09%

-42.75%

-54.34%

Current Drawdown

Current decline from peak

-96.12%

-6.83%

-89.29%

Average Drawdown

Average peak-to-trough decline

-11.37%

-5.30%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.46%

-0.27%

Volatility

FRNKX vs. MVCKX - Volatility Comparison

The current volatility for Frank Value Fund (FRNKX) is 4.77%, while MFS Mid Cap Value Fund Class R6 (MVCKX) has a volatility of 5.16%. This indicates that FRNKX experiences smaller price fluctuations and is considered to be less risky 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


FRNKXMVCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

5.16%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

10.19%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.99%

18.66%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,805.06%

17.54%

+1,787.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,276.09%

19.38%

+1,256.71%