MEIAX vs. MUTHX
Compare and contrast key facts about MFS Value Fund (MEIAX) and Franklin Mutual Shares Fund (MUTHX).
MEIAX is managed by MFS. It was launched on Jan 2, 1996. MUTHX is managed by Franklin Templeton. It was launched on Jun 30, 1949.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEIAX or MUTHX.
Key characteristics
| MEIAX | MUTHX | |
|---|---|---|
| YTD Return | 18.01% | 17.94% |
| 1Y Return | 29.56% | 29.08% |
| 3Y Return (Ann) | 6.73% | 0.61% |
| 5Y Return (Ann) | 10.07% | 2.95% |
| 10Y Return (Ann) | 9.51% | 1.87% |
| Sharpe Ratio | 2.92 | 2.47 |
| Sortino Ratio | 4.13 | 3.42 |
| Omega Ratio | 1.53 | 1.46 |
| Calmar Ratio | 3.44 | 0.49 |
| Martin Ratio | 17.28 | 12.56 |
| Ulcer Index | 1.66% | 2.25% |
| Daily Std Dev | 9.79% | 11.47% |
| Max Drawdown | -52.28% | -84.42% |
| Current Drawdown | 0.00% | -45.82% |
Correlation
The correlation between MEIAX and MUTHX is 0.88, 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.
Performance
MEIAX vs. MUTHX - Performance Comparison
The year-to-date returns for both stocks are quite close, with MEIAX having a 18.01% return and MUTHX slightly lower at 17.94%. Over the past 10 years, MEIAX has outperformed MUTHX with an annualized return of 9.51%, while MUTHX has yielded a comparatively lower 1.87% 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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MEIAX vs. MUTHX - Expense Ratio Comparison
MEIAX has a 0.80% expense ratio, which is higher than MUTHX's 0.75% expense ratio.
Risk-Adjusted Performance
MEIAX vs. MUTHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIAX) and Franklin Mutual Shares Fund (MUTHX). 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
MEIAX vs. MUTHX - Dividend Comparison
MEIAX's dividend yield for the trailing twelve months is around 1.40%, less than MUTHX's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIAX MFS Value Fund | 1.40% | 1.54% | 1.69% | 1.15% | 1.39% | 1.72% | 1.84% | 1.32% | 1.78% | 6.23% | 5.09% | 3.66% |
MUTHX Franklin Mutual Shares Fund | 2.09% | 2.05% | 1.63% | 3.47% | 2.07% | 2.59% | 2.18% | 2.37% | 2.27% | 2.27% | 3.32% | 1.56% |
Drawdowns
MEIAX vs. MUTHX - Drawdown Comparison
The maximum MEIAX drawdown since its inception was -52.28%, smaller than the maximum MUTHX drawdown of -84.42%. Use the drawdown chart below to compare losses from any high point for MEIAX and MUTHX. For additional features, visit the drawdowns tool.
Volatility
MEIAX vs. MUTHX - Volatility Comparison
The current volatility for MFS Value Fund (MEIAX) is 3.53%, while Franklin Mutual Shares Fund (MUTHX) has a volatility of 4.14%. This indicates that MEIAX experiences smaller price fluctuations and is considered to be less risky than MUTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.