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MEIKX vs. BBVLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MEIKX and BBVLX is 0.86, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Value Fund (MEIKX) and Bridge Builder Large Cap Value Fund (BBVLX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MEIKX:

-0.06

BBVLX:

-0.06

Sortino Ratio

MEIKX:

0.11

BBVLX:

0.10

Omega Ratio

MEIKX:

1.02

BBVLX:

1.01

Calmar Ratio

MEIKX:

0.00

BBVLX:

-0.01

Martin Ratio

MEIKX:

0.00

BBVLX:

-0.02

Ulcer Index

MEIKX:

7.33%

BBVLX:

7.09%

Daily Std Dev

MEIKX:

16.66%

BBVLX:

16.14%

Max Drawdown

MEIKX:

-36.68%

BBVLX:

-38.48%

Current Drawdown

MEIKX:

-10.70%

BBVLX:

-11.76%

Returns By Period

In the year-to-date period, MEIKX achieves a 2.35% return, which is significantly higher than BBVLX's -0.71% return. Over the past 10 years, MEIKX has underperformed BBVLX with an annualized return of 5.84%, while BBVLX has yielded a comparatively higher 7.33% annualized return.


MEIKX

YTD

2.35%

1M

6.32%

6M

-9.76%

1Y

-1.29%

5Y*

8.02%

10Y*

5.84%

BBVLX

YTD

-0.71%

1M

6.68%

6M

-10.19%

1Y

-1.25%

5Y*

10.98%

10Y*

7.33%

*Annualized

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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 Rank

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

MEIKX
The Risk-Adjusted Performance Rank of MEIKX is 2222
Overall Rank
The Sharpe Ratio Rank of MEIKX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of MEIKX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of MEIKX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of MEIKX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of MEIKX is 2222
Martin Ratio Rank

BBVLX
The Risk-Adjusted Performance Rank of BBVLX is 2121
Overall Rank
The Sharpe Ratio Rank of BBVLX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of BBVLX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of BBVLX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of BBVLX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of BBVLX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MEIKX Sharpe Ratio is -0.06, which is comparable to the BBVLX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of MEIKX and BBVLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MEIKX vs. BBVLX - Dividend Comparison

MEIKX's dividend yield for the trailing twelve months is around 2.00%, less than BBVLX's 2.07% yield.


TTM20242023202220212020201920182017201620152014
MEIKX
MFS Value Fund
2.00%1.99%1.90%2.10%1.47%1.71%2.04%2.23%1.69%2.12%6.72%5.53%
BBVLX
Bridge Builder Large Cap Value Fund
2.07%2.01%1.99%2.10%1.64%1.62%1.77%1.95%1.51%1.68%1.20%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.


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Volatility

MEIKX vs. BBVLX - Volatility Comparison

The current volatility for MFS Value Fund (MEIKX) is 4.93%, while Bridge Builder Large Cap Value Fund (BBVLX) has a volatility of 5.41%. This indicates that MEIKX experiences smaller price fluctuations and is considered to be less risky than BBVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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