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MMUFX vs. DPG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMUFX vs. DPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Utilities Fund (MMUFX) and Duff & Phelps Utility and Infrastructure Fund Inc (DPG). The values are adjusted to include any dividend payments, if applicable.

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MMUFX vs. DPG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMUFX
MFS Utilities Fund
8.46%14.32%11.38%-2.28%0.35%13.86%6.04%24.91%0.85%14.69%
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
15.31%16.33%38.22%-25.07%3.15%30.37%-8.91%40.68%-15.84%9.12%

Returns By Period

In the year-to-date period, MMUFX achieves a 8.46% return, which is significantly lower than DPG's 15.31% return. Over the past 10 years, MMUFX has outperformed DPG with an annualized return of 9.36%, while DPG has yielded a comparatively lower 8.71% annualized return.


MMUFX

1D
1.02%
1M
-3.91%
YTD
8.46%
6M
9.30%
1Y
23.11%
3Y*
10.68%
5Y*
8.77%
10Y*
9.36%

DPG

1D
1.26%
1M
-1.62%
YTD
15.31%
6M
15.38%
1Y
25.97%
3Y*
11.12%
5Y*
10.62%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMUFX vs. DPG - Expense Ratio Comparison

MMUFX has a 0.99% expense ratio, which is lower than DPG's 2.26% expense ratio.


Return for Risk

MMUFX vs. DPG — Risk / Return Rank

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

MMUFX
MMUFX Risk / Return Rank: 8383
Overall Rank
MMUFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MMUFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
MMUFX Omega Ratio Rank: 7676
Omega Ratio Rank
MMUFX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MMUFX Martin Ratio Rank: 8383
Martin Ratio Rank

DPG
DPG Risk / Return Rank: 8585
Overall Rank
DPG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DPG Sortino Ratio Rank: 8181
Sortino Ratio Rank
DPG Omega Ratio Rank: 8282
Omega Ratio Rank
DPG Calmar Ratio Rank: 8686
Calmar Ratio Rank
DPG Martin Ratio Rank: 9292
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.

MMUFX vs. DPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Utilities Fund (MMUFX) and Duff & Phelps Utility and Infrastructure Fund Inc (DPG). 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.


MMUFXDPGDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.57

-0.02

Sortino ratio

Return per unit of downside risk

2.04

2.04

-0.01

Omega ratio

Gain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratio

Return relative to maximum drawdown

3.07

2.18

+0.90

Martin ratio

Return relative to average drawdown

8.31

11.15

-2.84

MMUFX vs. DPG - Sharpe Ratio Comparison

The current MMUFX Sharpe Ratio is 1.55, which is comparable to the DPG Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of MMUFX and DPG, 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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Sharpe Ratios by Period


MMUFXDPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.57

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.51

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.30

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.26

+0.38

Correlation

The correlation between MMUFX and DPG is 0.60, 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

MMUFX vs. DPG - Dividend Comparison

MMUFX's dividend yield for the trailing twelve months is around 3.53%, less than DPG's 5.82% yield.


TTM20252024202320222021202020192018201720162015
MMUFX
MFS Utilities Fund
3.53%3.83%3.72%5.82%8.68%5.61%5.80%6.85%4.29%2.67%3.72%9.09%
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
5.82%6.61%7.19%12.21%10.36%9.70%11.48%9.21%11.81%9.02%9.03%9.50%

Drawdowns

MMUFX vs. DPG - Drawdown Comparison

The maximum MMUFX drawdown since its inception was -56.03%, smaller than the maximum DPG drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for MMUFX and DPG.


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Drawdown Indicators


MMUFXDPGDifference

Max Drawdown

Largest peak-to-trough decline

-56.03%

-64.61%

+8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.06%

-12.69%

+4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-41.11%

+19.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.82%

-64.61%

+28.79%

Current Drawdown

Current decline from peak

-3.91%

-2.42%

-1.49%

Average Drawdown

Average peak-to-trough decline

-8.78%

-10.50%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.48%

+0.50%

Volatility

MMUFX vs. DPG - Volatility Comparison

MFS Utilities Fund (MMUFX) and Duff & Phelps Utility and Infrastructure Fund Inc (DPG) have volatilities of 5.34% and 5.11%, 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.


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Volatility by Period


MMUFXDPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.11%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

9.06%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.46%

16.62%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

21.14%

-5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

29.05%

-12.51%