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MEIAX vs. BVEFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MEIAX vs. BVEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Value Fund (MEIAX) and Becker Value Equity Fund (BVEFX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.87%
6.48%
MEIAX
BVEFX

Returns By Period

In the year-to-date period, MEIAX achieves a 16.00% return, which is significantly lower than BVEFX's 18.75% return. Over the past 10 years, MEIAX has outperformed BVEFX with an annualized return of 9.22%, while BVEFX has yielded a comparatively lower 2.24% annualized return.


MEIAX

YTD

16.00%

1M

-1.06%

6M

6.87%

1Y

22.75%

5Y (annualized)

9.68%

10Y (annualized)

9.22%

BVEFX

YTD

18.75%

1M

-0.05%

6M

6.48%

1Y

12.34%

5Y (annualized)

5.09%

10Y (annualized)

2.24%

Key characteristics


MEIAXBVEFX
Sharpe Ratio2.390.98
Sortino Ratio3.381.18
Omega Ratio1.431.23
Calmar Ratio4.340.54
Martin Ratio13.883.66
Ulcer Index1.67%3.51%
Daily Std Dev9.72%13.09%
Max Drawdown-52.28%-53.76%
Current Drawdown-2.04%-6.62%

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MEIAX vs. BVEFX - Expense Ratio Comparison

MEIAX has a 0.80% expense ratio, which is higher than BVEFX's 0.78% expense ratio.


MEIAX
MFS Value Fund
Expense ratio chart for MEIAX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for BVEFX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%

Correlation

-0.50.00.51.00.9

The correlation between MEIAX and BVEFX is 0.93, 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.

Risk-Adjusted Performance

MEIAX vs. BVEFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIAX) and Becker Value Equity Fund (BVEFX). 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.


Sharpe ratio
The chart of Sharpe ratio for MEIAX, currently valued at 2.39, compared to the broader market0.002.004.002.390.98
The chart of Sortino ratio for MEIAX, currently valued at 3.38, compared to the broader market0.005.0010.003.381.18
The chart of Omega ratio for MEIAX, currently valued at 1.43, compared to the broader market1.002.003.004.001.431.23
The chart of Calmar ratio for MEIAX, currently valued at 4.34, compared to the broader market0.005.0010.0015.0020.0025.004.340.54
The chart of Martin ratio for MEIAX, currently valued at 13.88, compared to the broader market0.0020.0040.0060.0080.00100.0013.883.66
MEIAX
BVEFX

The current MEIAX Sharpe Ratio is 2.39, which is higher than the BVEFX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of MEIAX and BVEFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.39
0.98
MEIAX
BVEFX

Dividends

MEIAX vs. BVEFX - Dividend Comparison

MEIAX's dividend yield for the trailing twelve months is around 1.42%, more than BVEFX's 1.38% yield.


TTM20232022202120202019201820172016201520142013
MEIAX
MFS Value Fund
1.42%1.54%1.69%1.15%1.39%1.72%1.84%1.32%1.78%6.23%5.09%3.66%
BVEFX
Becker Value Equity Fund
1.38%1.64%1.60%1.31%2.41%2.21%2.34%1.43%1.64%1.28%1.66%1.13%

Drawdowns

MEIAX vs. BVEFX - Drawdown Comparison

The maximum MEIAX drawdown since its inception was -52.28%, roughly equal to the maximum BVEFX drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for MEIAX and BVEFX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.04%
-6.62%
MEIAX
BVEFX

Volatility

MEIAX vs. BVEFX - Volatility Comparison

MFS Value Fund (MEIAX) has a higher volatility of 3.34% compared to Becker Value Equity Fund (BVEFX) at 3.17%. This indicates that MEIAX's price experiences larger fluctuations and is considered to be riskier than BVEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
3.34%
3.17%
MEIAX
BVEFX