PortfoliosLab logoPortfoliosLab logo
MEIKX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEIKX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Value Fund (MEIKX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MEIKX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MEIKX
MFS Value Fund
-0.52%13.37%11.98%8.32%-5.92%16.55%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, MEIKX achieves a -0.52% return, which is significantly higher than ACTIX's -1.36% return.


MEIKX

1D
0.24%
1M
-6.32%
YTD
-0.52%
6M
1.73%
1Y
8.48%
3Y*
11.54%
5Y*
8.26%
10Y*
9.92%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MEIKX vs. ACTIX - Expense Ratio Comparison

MEIKX has a 0.43% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

MEIKX vs. ACTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MEIKX
MEIKX Risk / Return Rank: 2929
Overall Rank
MEIKX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MEIKX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MEIKX Omega Ratio Rank: 2727
Omega Ratio Rank
MEIKX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MEIKX Martin Ratio Rank: 3333
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MEIKX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


MEIKXACTIXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.69

-0.03

Sortino ratio

Return per unit of downside risk

0.99

0.97

+0.01

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.79

1.11

-0.32

Martin ratio

Return relative to average drawdown

3.49

4.03

-0.54

MEIKX vs. ACTIX - Sharpe Ratio Comparison

The current MEIKX Sharpe Ratio is 0.66, which is comparable to the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MEIKX and ACTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MEIKXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.69

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.00

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.00

+0.39

Correlation

The correlation between MEIKX and ACTIX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MEIKX vs. ACTIX - Dividend Comparison

MEIKX's dividend yield for the trailing twelve months is around 9.98%, more than ACTIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
MEIKX
MFS Value Fund
9.98%9.72%9.49%8.58%7.77%3.43%2.75%3.28%3.76%4.14%3.84%6.12%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MEIKX vs. ACTIX - Drawdown Comparison

The maximum MEIKX drawdown since its inception was -56.81%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for MEIKX and ACTIX.


Loading graphics...

Drawdown Indicators


MEIKXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-96.41%

+39.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-3.07%

-8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

-96.41%

+78.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

Current Drawdown

Current decline from peak

-6.54%

-96.20%

+89.66%

Average Drawdown

Average peak-to-trough decline

-9.51%

-27.55%

+18.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

0.85%

+1.65%

Volatility

MEIKX vs. ACTIX - Volatility Comparison

MFS Value Fund (MEIKX) has a higher volatility of 3.12% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that MEIKX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MEIKXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

1.82%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

2.51%

+5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

4.68%

+10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

1,202.55%

-1,188.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

1,201.12%

-1,184.57%