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

Key characteristics


MEIAXPEOPX
YTD Return14.33%18.57%
1Y Return21.05%25.99%
3Y Return (Ann)7.23%8.99%
5Y Return (Ann)9.91%14.52%
10Y Return (Ann)9.32%12.32%
Sharpe Ratio2.052.05
Daily Std Dev10.15%12.70%
Max Drawdown-52.28%-55.51%
Current Drawdown-1.09%-0.69%

Correlation

-0.50.00.51.00.9

The correlation between MEIAX and PEOPX is 0.90, 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. PEOPX - Performance Comparison

In the year-to-date period, MEIAX achieves a 14.33% return, which is significantly lower than PEOPX's 18.57% return. Over the past 10 years, MEIAX has underperformed PEOPX with an annualized return of 9.32%, while PEOPX has yielded a comparatively higher 12.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.81%
7.99%
MEIAX
PEOPX

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MEIAX vs. PEOPX - Expense Ratio Comparison

MEIAX has a 0.80% expense ratio, which is higher than PEOPX's 0.50% 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 PEOPX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

MEIAX vs. PEOPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIAX) and BNY Mellon S&P 500 Index Fund (PEOPX). 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
Sharpe ratio
The chart of Sharpe ratio for MEIAX, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.005.002.05
Sortino ratio
The chart of Sortino ratio for MEIAX, currently valued at 2.84, compared to the broader market0.005.0010.002.84
Omega ratio
The chart of Omega ratio for MEIAX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for MEIAX, currently valued at 1.81, compared to the broader market0.005.0010.0015.0020.001.81
Martin ratio
The chart of Martin ratio for MEIAX, currently valued at 9.79, compared to the broader market0.0020.0040.0060.0080.00100.009.79
PEOPX
Sharpe ratio
The chart of Sharpe ratio for PEOPX, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.005.002.05
Sortino ratio
The chart of Sortino ratio for PEOPX, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Omega ratio
The chart of Omega ratio for PEOPX, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for PEOPX, currently valued at 2.07, compared to the broader market0.005.0010.0015.0020.002.07
Martin ratio
The chart of Martin ratio for PEOPX, currently valued at 10.83, compared to the broader market0.0020.0040.0060.0080.00100.0010.83

MEIAX vs. PEOPX - Sharpe Ratio Comparison

The current MEIAX Sharpe Ratio is 2.05, which roughly equals the PEOPX Sharpe Ratio of 2.05. The chart below compares the 12-month rolling Sharpe Ratio of MEIAX and PEOPX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.05
2.05
MEIAX
PEOPX

Dividends

MEIAX vs. PEOPX - Dividend Comparison

MEIAX's dividend yield for the trailing twelve months is around 7.34%, more than PEOPX's 5.22% yield.


TTM20232022202120202019201820172016201520142013
MEIAX
MFS Value Fund
7.34%8.22%7.36%3.10%2.42%2.97%3.36%4.30%3.59%6.23%5.09%3.66%
PEOPX
BNY Mellon S&P 500 Index Fund
5.22%6.19%11.78%12.89%11.94%14.37%16.66%9.21%10.90%7.81%7.01%3.59%

Drawdowns

MEIAX vs. PEOPX - Drawdown Comparison

The maximum MEIAX drawdown since its inception was -52.28%, smaller than the maximum PEOPX drawdown of -55.51%. Use the drawdown chart below to compare losses from any high point for MEIAX and PEOPX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.09%
-0.69%
MEIAX
PEOPX

Volatility

MEIAX vs. PEOPX - Volatility Comparison

The current volatility for MFS Value Fund (MEIAX) is 2.93%, while BNY Mellon S&P 500 Index Fund (PEOPX) has a volatility of 4.00%. This indicates that MEIAX experiences smaller price fluctuations and is considered to be less risky than PEOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.93%
4.00%
MEIAX
PEOPX