MEIAX vs. OIEJX
Compare and contrast key facts about MFS Value Fund (MEIAX) and JPMorgan Equity Income Fund R6 (OIEJX).
MEIAX is managed by MFS. It was launched on Jan 2, 1996. OIEJX is managed by JPMorgan. It was launched on Jul 2, 1987.
Performance
MEIAX vs. OIEJX - Performance Comparison
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MEIAX vs. OIEJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIAX MFS Value Fund | 1.01% | 12.97% | 11.60% | 7.92% | -6.25% | 25.11% | 3.71% | 29.73% | -10.11% | 16.97% |
OIEJX JPMorgan Equity Income Fund R6 | 1.64% | 14.95% | 19.97% | 5.05% | -1.63% | 25.41% | 3.87% | 26.61% | -4.23% | 17.85% |
Returns By Period
In the year-to-date period, MEIAX achieves a 1.01% return, which is significantly lower than OIEJX's 1.64% return. Over the past 10 years, MEIAX has underperformed OIEJX with an annualized return of 9.65%, while OIEJX has yielded a comparatively higher 11.66% annualized return.
MEIAX
- 1D
- 1.64%
- 1M
- -5.04%
- YTD
- 1.01%
- 6M
- 3.48%
- 1Y
- 10.10%
- 3Y*
- 11.75%
- 5Y*
- 8.09%
- 10Y*
- 9.65%
OIEJX
- 1D
- 1.91%
- 1M
- -4.62%
- YTD
- 1.64%
- 6M
- 4.35%
- 1Y
- 13.78%
- 3Y*
- 14.62%
- 5Y*
- 10.50%
- 10Y*
- 11.66%
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MEIAX vs. OIEJX - Expense Ratio Comparison
MEIAX has a 0.80% expense ratio, which is higher than OIEJX's 0.45% expense ratio.
Return for Risk
MEIAX vs. OIEJX — Risk / Return Rank
MEIAX
OIEJX
MEIAX vs. OIEJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIAX) and JPMorgan Equity Income Fund R6 (OIEJX). 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.
| MEIAX | OIEJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.90 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.31 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.33 | -0.33 |
Martin ratioReturn relative to average drawdown | 4.36 | 5.68 | -1.33 |
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
| MEIAX | OIEJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.90 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.74 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.70 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.76 | -0.18 |
Correlation
The correlation between MEIAX and OIEJX is 0.96, 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
MEIAX vs. OIEJX - Dividend Comparison
MEIAX's dividend yield for the trailing twelve months is around 9.44%, less than OIEJX's 10.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIAX MFS Value Fund | 9.44% | 9.34% | 9.10% | 8.21% | 7.36% | 3.10% | 2.42% | 2.97% | 3.36% | 3.87% | 2.84% | 5.73% |
OIEJX JPMorgan Equity Income Fund R6 | 10.94% | 11.06% | 14.67% | 3.01% | 3.93% | 3.57% | 2.04% | 3.01% | 5.37% | 2.70% | 2.71% | 3.03% |
Drawdowns
MEIAX vs. OIEJX - Drawdown Comparison
The maximum MEIAX drawdown since its inception was -52.85%, which is greater than OIEJX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for MEIAX and OIEJX.
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Drawdown Indicators
| MEIAX | OIEJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -36.88% | -15.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -11.34% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -14.74% | -2.98% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | -36.88% | +0.17% |
Current DrawdownCurrent decline from peak | -5.04% | -5.30% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -3.03% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.65% | -0.12% |
Volatility
MEIAX vs. OIEJX - Volatility Comparison
The current volatility for MFS Value Fund (MEIAX) is 3.64%, while JPMorgan Equity Income Fund R6 (OIEJX) has a volatility of 4.07%. This indicates that MEIAX experiences smaller price fluctuations and is considered to be less risky than OIEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIAX | OIEJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.07% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 7.87% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 15.26% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 14.30% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 16.77% | -0.22% |