MEIAX vs. VTV
MEIAX (MFS Value Fund) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. Over the past 10 years, MEIAX returned 9.90%/yr vs 12.57%/yr for VTV. Their 0.96 correlation means they have historically moved very closely together. MEIAX charges 0.80%/yr vs 0.04%/yr for VTV.
Performance
MEIAX vs. VTV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MEIAX achieves a 10.34% return, which is significantly lower than VTV's 16.37% return. Over the past 10 years, MEIAX has underperformed VTV with an annualized return of 9.90%, while VTV has yielded a comparatively higher 12.57% annualized return.
MEIAX
- 1D
- 0.39%
- 1M
- 1.20%
- 6M
- 6.86%
- YTD
- 10.34%
- 1Y
- 18.52%
- 3Y*
- 12.81%
- 5Y*
- 8.46%
- 10Y*
- 9.90%
- ALL TIME*
- 10.07%
VTV
- 1D
- -0.27%
- 1M
- 0.36%
- 6M
- 11.27%
- YTD
- 16.37%
- 1Y
- 27.94%
- 3Y*
- 17.12%
- 5Y*
- 12.29%
- 10Y*
- 12.57%
- ALL TIME*
- 9.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MEIAX MFS Value Fund | $0.00 | $0.00 | $0.00 |
| $688.19M | $688.42M | $619.05M |
MEIAX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIAX MFS Value Fund | 10.34% | 12.97% | 11.60% | 7.92% | -6.25% | 25.11% | 3.71% | 29.73% | -10.11% | 16.97% |
VTV Vanguard Value ETF | 16.37% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between MEIAX and VTV is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.96 |
The correlation between MEIAX and VTV has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MEIAX vs. VTV — Risk / Return Rank
MEIAX
VTV
MEIAX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIAX) and Vanguard Value ETF (VTV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MEIAX | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.47 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.24 | -1.87 |
| Martin ratioReturn relative to average drawdown | 8.30 | 16.42 | -8.12 |
Loading charts...
Drawdowns
MEIAX vs. VTV - Drawdown Comparison
The maximum MEIAX drawdown since its inception was -52.85%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for MEIAX and VTV.
Loading charts...
Drawdown Indicators
| MEIAX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -59.27% | +6.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.78% | -6.35% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | -14.52% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -17.04% | -0.68% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | -36.78% | +0.07% |
Current DrawdownCurrent decline from peak | -1.05% | -1.36% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -6.51% | -7.82% | +1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.64% | +0.31% |
Volatility
MEIAX vs. VTV - Volatility Comparison
MFS Value Fund (MEIAX) has a higher volatility of 2.76% compared to Vanguard Value ETF (VTV) at 2.62%. This indicates that MEIAX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MEIAX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.62% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.50% | 7.72% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 10.36% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 13.82% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 16.61% | -0.14% |
MEIAX vs. VTV - Expense Ratio Comparison
MEIAX has a 0.80% expense ratio, which is higher than VTV's 0.04% expense ratio.
Dividends
MEIAX vs. VTV - Dividend Comparison
MEIAX's dividend yield for the trailing twelve months is around 8.60%, more than VTV's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIAX MFS Value Fund | 8.60% | 9.34% | 9.10% | 8.21% | 7.36% | 3.10% | 2.42% | 2.97% | 3.36% | 3.87% | 2.84% | 5.73% |
VTV Vanguard Value ETF | 1.86% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
MEIAX and VTV have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEIAX has higher volatility (2.76%) compared to VTV (2.62%). In terms of maximum drawdown, MEIAX dropped -52.85% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.62 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MEIAX and VTV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer