FSTEX vs. MMUFX
Compare and contrast key facts about Invesco Energy Fund (FSTEX) and MFS Utilities Fund (MMUFX).
FSTEX is managed by Invesco. It was launched on Jan 18, 1984. MMUFX is managed by MFS. It was launched on Feb 13, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSTEX or MMUFX.
Key characteristics
| FSTEX | MMUFX | |
|---|---|---|
| YTD Return | 12.13% | 14.07% |
| 1Y Return | 14.34% | 18.88% |
| 3Y Return (Ann) | 17.81% | 0.84% |
| 5Y Return (Ann) | 13.86% | 2.28% |
| 10Y Return (Ann) | -1.77% | 2.95% |
| Sharpe Ratio | 0.77 | 1.17 |
| Sortino Ratio | 1.13 | 1.68 |
| Omega Ratio | 1.14 | 1.22 |
| Calmar Ratio | 0.29 | 0.75 |
| Martin Ratio | 2.48 | 3.27 |
| Ulcer Index | 5.25% | 5.50% |
| Daily Std Dev | 16.78% | 15.37% |
| Max Drawdown | -85.79% | -55.42% |
| Current Drawdown | -34.35% | -6.41% |
Correlation
The correlation between FSTEX and MMUFX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FSTEX vs. MMUFX - Performance Comparison
In the year-to-date period, FSTEX achieves a 12.13% return, which is significantly lower than MMUFX's 14.07% return. Over the past 10 years, FSTEX has underperformed MMUFX with an annualized return of -1.77%, while MMUFX has yielded a comparatively higher 2.95% 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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FSTEX vs. MMUFX - Expense Ratio Comparison
FSTEX has a 1.36% expense ratio, which is higher than MMUFX's 0.99% expense ratio.
Risk-Adjusted Performance
FSTEX vs. MMUFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and MFS Utilities Fund (MMUFX). 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
FSTEX vs. MMUFX - Dividend Comparison
FSTEX's dividend yield for the trailing twelve months is around 1.89%, less than MMUFX's 1.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTEX Invesco Energy Fund | 1.89% | 2.11% | 0.89% | 1.79% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 0.64% | 0.39% | 0.44% |
MMUFX MFS Utilities Fund | 1.94% | 2.25% | 1.89% | 1.29% | 1.76% | 2.46% | 2.60% | 2.28% | 3.71% | 3.10% | 9.22% | 7.24% |
Drawdowns
FSTEX vs. MMUFX - Drawdown Comparison
The maximum FSTEX drawdown since its inception was -85.79%, which is greater than MMUFX's maximum drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for FSTEX and MMUFX. For additional features, visit the drawdowns tool.
Volatility
FSTEX vs. MMUFX - Volatility Comparison
Invesco Energy Fund (FSTEX) has a higher volatility of 4.96% compared to MFS Utilities Fund (MMUFX) at 4.70%. This indicates that FSTEX's price experiences larger fluctuations and is considered to be riskier than MMUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.