MEIKX vs. BBVLX
Compare and contrast key facts about MFS Value Fund (MEIKX) and Bridge Builder Large Cap Value Fund (BBVLX).
MEIKX is managed by MFS. It was launched on May 1, 2006. BBVLX is managed by Bridge Builder. It was launched on Apr 27, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEIKX or BBVLX.
Key characteristics
| MEIKX | BBVLX | |
|---|---|---|
| YTD Return | 18.04% | 18.98% |
| 1Y Return | 26.59% | 23.97% |
| 3Y Return (Ann) | 6.96% | 3.54% |
| 5Y Return (Ann) | 10.27% | 9.28% |
| Sharpe Ratio | 2.94 | 2.52 |
| Sortino Ratio | 4.14 | 3.43 |
| Omega Ratio | 1.54 | 1.47 |
| Calmar Ratio | 5.24 | 2.46 |
| Martin Ratio | 17.39 | 15.30 |
| Ulcer Index | 1.65% | 1.73% |
| Daily Std Dev | 9.74% | 10.47% |
| Max Drawdown | -36.68% | -38.48% |
| Current Drawdown | -0.61% | -0.57% |
Correlation
The correlation between MEIKX and BBVLX is 0.95, 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
MEIKX vs. BBVLX - Performance Comparison
In the year-to-date period, MEIKX achieves a 18.04% return, which is significantly lower than BBVLX's 18.98% 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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MEIKX vs. BBVLX - Expense Ratio Comparison
MEIKX has a 0.43% expense ratio, which is higher than BBVLX's 0.23% expense ratio.
Risk-Adjusted Performance
MEIKX vs. BBVLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) and Bridge Builder Large Cap Value Fund (BBVLX). 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
MEIKX vs. BBVLX - Dividend Comparison
MEIKX's dividend yield for the trailing twelve months is around 1.73%, less than BBVLX's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIKX MFS Value Fund | 1.73% | 1.90% | 2.10% | 1.47% | 1.71% | 2.04% | 2.23% | 1.69% | 2.12% | 6.72% | 5.53% | 4.06% |
BBVLX Bridge Builder Large Cap Value Fund | 1.82% | 1.99% | 2.10% | 1.64% | 1.62% | 1.77% | 1.95% | 1.51% | 1.68% | 1.20% | 0.00% | 0.00% |
Drawdowns
MEIKX vs. BBVLX - Drawdown Comparison
The maximum MEIKX drawdown since its inception was -36.68%, roughly equal to the maximum BBVLX drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for MEIKX and BBVLX. For additional features, visit the drawdowns tool.
Volatility
MEIKX vs. BBVLX - Volatility Comparison
MFS Value Fund (MEIKX) and Bridge Builder Large Cap Value Fund (BBVLX) have volatilities of 3.34% and 3.30%, 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.