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.
Performance
FSTEX vs. MMUFX - Performance Comparison
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FSTEX vs. MMUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSTEX Invesco Energy Fund | 38.85% | 12.31% | 6.00% | 0.28% | 52.85% | 55.99% | -32.13% | 4.78% | -26.82% | -8.26% |
MMUFX MFS Utilities Fund | 8.46% | 14.32% | 11.38% | -2.28% | 0.35% | 13.86% | 6.04% | 24.91% | 0.85% | 14.69% |
Returns By Period
In the year-to-date period, FSTEX achieves a 38.85% return, which is significantly higher than MMUFX's 8.46% return. Over the past 10 years, FSTEX has underperformed MMUFX with an annualized return of 8.77%, while MMUFX has yielded a comparatively higher 9.36% annualized return.
FSTEX
- 1D
- -0.55%
- 1M
- 13.19%
- YTD
- 38.85%
- 6M
- 42.88%
- 1Y
- 43.71%
- 3Y*
- 20.07%
- 5Y*
- 25.80%
- 10Y*
- 8.77%
MMUFX
- 1D
- 1.02%
- 1M
- -3.91%
- YTD
- 8.46%
- 6M
- 9.30%
- 1Y
- 23.11%
- 3Y*
- 10.68%
- 5Y*
- 8.77%
- 10Y*
- 9.36%
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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.
Return for Risk
FSTEX vs. MMUFX — Risk / Return Rank
FSTEX
MMUFX
FSTEX vs. MMUFX - Risk-Adjusted Trends 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.
| FSTEX | MMUFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 1.55 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.54 | 2.04 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.07 | -0.77 |
Martin ratioReturn relative to average drawdown | 8.35 | 8.31 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSTEX | MMUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.55 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.57 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.57 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.64 | -0.37 |
Correlation
The correlation between FSTEX and MMUFX is 0.53, 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.
Dividends
FSTEX vs. MMUFX - Dividend Comparison
FSTEX's dividend yield for the trailing twelve months is around 1.60%, less than MMUFX's 3.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTEX Invesco Energy Fund | 1.60% | 2.22% | 4.03% | 2.11% | 0.89% | 1.80% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 1.58% |
MMUFX MFS Utilities Fund | 3.53% | 3.83% | 3.72% | 5.82% | 8.68% | 5.61% | 5.80% | 6.85% | 4.29% | 2.67% | 3.72% | 9.09% |
Drawdowns
FSTEX vs. MMUFX - Drawdown Comparison
The maximum FSTEX drawdown since its inception was -83.31%, which is greater than MMUFX's maximum drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for FSTEX and MMUFX.
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Drawdown Indicators
| FSTEX | MMUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.31% | -56.03% | -27.28% |
Max Drawdown (1Y)Largest decline over 1 year | -18.57% | -8.06% | -10.51% |
Max Drawdown (5Y)Largest decline over 5 years | -26.88% | -21.64% | -5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -73.41% | -35.82% | -37.59% |
Current DrawdownCurrent decline from peak | -0.55% | -3.91% | +3.36% |
Average DrawdownAverage peak-to-trough decline | -25.28% | -8.78% | -16.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.13% | 2.98% | +2.15% |
Volatility
FSTEX vs. MMUFX - Volatility Comparison
The current volatility for Invesco Energy Fund (FSTEX) is 4.36%, while MFS Utilities Fund (MMUFX) has a volatility of 5.34%. This indicates that FSTEX experiences smaller price fluctuations and is considered to be less risky than MMUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTEX | MMUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 5.34% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 10.11% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 15.46% | +6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.29% | 15.58% | +9.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.77% | 16.54% | +13.23% |