MEIIX vs. SCHD
Compare and contrast key facts about MFS Value Fund Class I (MEIIX) and Schwab US Dividend Equity ETF (SCHD).
MEIIX is managed by MFS. It was launched on Feb 1, 1996. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEIIX or SCHD.
Key characteristics
| MEIIX | SCHD | |
|---|---|---|
| YTD Return | 18.26% | 17.75% |
| 1Y Return | 29.91% | 31.70% |
| 3Y Return (Ann) | 7.00% | 7.26% |
| 5Y Return (Ann) | 10.35% | 12.80% |
| 10Y Return (Ann) | 9.79% | 11.72% |
| Sharpe Ratio | 2.95 | 2.67 |
| Sortino Ratio | 4.16 | 3.84 |
| Omega Ratio | 1.54 | 1.47 |
| Calmar Ratio | 3.66 | 2.80 |
| Martin Ratio | 17.54 | 14.83 |
| Ulcer Index | 1.65% | 2.04% |
| Daily Std Dev | 9.80% | 11.32% |
| Max Drawdown | -52.01% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between MEIIX and SCHD is 0.91, 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. SCHD - Performance Comparison
The year-to-date returns for both stocks are quite close, with MEIIX having a 18.26% return and SCHD slightly lower at 17.75%. Over the past 10 years, MEIIX has underperformed SCHD with an annualized return of 9.79%, while SCHD has yielded a comparatively higher 11.72% 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. SCHD - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
MEIIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 1.61%, less than SCHD's 3.36% 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% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
MEIIX vs. SCHD - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.01%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MEIIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
MEIIX vs. SCHD - Volatility Comparison
MFS Value Fund Class I (MEIIX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.52% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.