MEIIX vs. OAKMX
Compare and contrast key facts about MFS Value Fund Class I (MEIIX) and Oakmark Fund Investor Class (OAKMX).
MEIIX is managed by MFS. It was launched on Feb 1, 1996. OAKMX is managed by Oakmark. It was launched on Aug 5, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEIIX or OAKMX.
Key characteristics
| MEIIX | OAKMX | |
|---|---|---|
| YTD Return | 18.26% | 19.58% |
| 1Y Return | 29.91% | 36.78% |
| 3Y Return (Ann) | 7.00% | 10.10% |
| 5Y Return (Ann) | 10.35% | 16.47% |
| 10Y Return (Ann) | 9.79% | 12.34% |
| Sharpe Ratio | 2.95 | 2.71 |
| Sortino Ratio | 4.16 | 3.81 |
| Omega Ratio | 1.54 | 1.48 |
| Calmar Ratio | 3.66 | 4.77 |
| Martin Ratio | 17.54 | 14.48 |
| Ulcer Index | 1.65% | 2.46% |
| Daily Std Dev | 9.80% | 13.15% |
| Max Drawdown | -52.01% | -56.19% |
| Current Drawdown | 0.00% | -1.00% |
Correlation
The correlation between MEIIX and OAKMX 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
MEIIX vs. OAKMX - Performance Comparison
In the year-to-date period, MEIIX achieves a 18.26% return, which is significantly lower than OAKMX's 19.58% return. Over the past 10 years, MEIIX has underperformed OAKMX with an annualized return of 9.79%, while OAKMX has yielded a comparatively higher 12.34% 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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MEIIX vs. OAKMX - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is lower than OAKMX's 0.91% expense ratio.
Risk-Adjusted Performance
MEIIX vs. OAKMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and Oakmark Fund Investor Class (OAKMX). 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
MEIIX vs. OAKMX - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 1.61%, more than OAKMX's 0.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | 1.61% | 1.78% | 1.95% | 1.37% | 1.60% | 1.93% | 2.10% | 1.58% | 2.01% | 6.53% | 5.38% | 3.93% |
OAKMX Oakmark Fund Investor Class | 0.85% | 1.02% | 0.92% | 0.52% | 0.17% | 0.81% | 0.73% | 0.47% | 1.06% | 0.95% | 0.64% | 0.50% |
Drawdowns
MEIIX vs. OAKMX - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.01%, smaller than the maximum OAKMX drawdown of -56.19%. Use the drawdown chart below to compare losses from any high point for MEIIX and OAKMX. For additional features, visit the drawdowns tool.
Volatility
MEIIX vs. OAKMX - Volatility Comparison
The current volatility for MFS Value Fund Class I (MEIIX) is 3.52%, while Oakmark Fund Investor Class (OAKMX) has a volatility of 4.80%. This indicates that MEIIX experiences smaller price fluctuations and is considered to be less risky than OAKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.