MLVHX vs. HTGC

In the year-to-date period, MLVHX achieves a 3.57% return, which is significantly higher than HTGC's -8.51% return. Over the past 10 years, MLVHX has underperformed HTGC with an annualized return of 10.57%, while HTGC has yielded a comparatively higher 14.35% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for MFS Low Volatility Equity Fund (MLVHX) and Hercules Capital, Inc. (HTGC). 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 MLVHX Sharpe Ratio is 0.70, which is higher than the HTGC Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of MLVHX and HTGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MLVHX's dividend yield for the trailing twelve months is around 13.15%, more than HTGC's 9.08% yield.

The maximum MLVHX drawdown since its inception was -34.15%, smaller than the maximum HTGC drawdown of -68.30%. Use the drawdown chart below to compare losses from any high point for MLVHX and HTGC.

The current volatility for MFS Low Volatility Equity Fund (MLVHX) is 3.55%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.75%. This indicates that MLVHX experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.