MMUFX vs. FLCSX
Compare and contrast key facts about MFS Utilities Fund (MMUFX) and Fidelity Large Cap Stock Fund (FLCSX).
MMUFX is managed by MFS. It was launched on Feb 13, 1992. FLCSX is managed by Fidelity. It was launched on Jun 22, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMUFX or FLCSX.
Performance
MMUFX vs. FLCSX - Performance Comparison
Returns By Period
In the year-to-date period, MMUFX achieves a 19.11% return, which is significantly lower than FLCSX's 26.96% return. Over the past 10 years, MMUFX has underperformed FLCSX with an annualized return of 3.32%, while FLCSX has yielded a comparatively higher 8.95% annualized return.
MMUFX
19.11%
-1.33%
12.48%
19.52%
3.09%
3.32%
FLCSX
26.96%
3.67%
10.68%
31.71%
12.89%
8.95%
Key characteristics
| MMUFX | FLCSX | |
|---|---|---|
| Sharpe Ratio | 1.30 | 2.61 |
| Sortino Ratio | 1.80 | 3.46 |
| Omega Ratio | 1.24 | 1.49 |
| Calmar Ratio | 0.81 | 3.98 |
| Martin Ratio | 3.50 | 19.17 |
| Ulcer Index | 5.57% | 1.65% |
| Daily Std Dev | 14.98% | 12.14% |
| Max Drawdown | -55.42% | -65.69% |
| Current Drawdown | -2.27% | -0.14% |
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MMUFX vs. FLCSX - Expense Ratio Comparison
MMUFX has a 0.99% expense ratio, which is higher than FLCSX's 0.54% expense ratio.
Correlation
The correlation between MMUFX and FLCSX is 0.68, 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.
Risk-Adjusted Performance
MMUFX vs. FLCSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Utilities Fund (MMUFX) and Fidelity Large Cap Stock Fund (FLCSX). 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
MMUFX vs. FLCSX - Dividend Comparison
MMUFX's dividend yield for the trailing twelve months is around 1.86%, more than FLCSX's 0.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMUFX MFS Utilities Fund | 1.86% | 2.25% | 1.89% | 1.29% | 1.76% | 2.46% | 2.60% | 2.28% | 3.71% | 3.10% | 9.22% | 7.24% |
FLCSX Fidelity Large Cap Stock Fund | 0.79% | 1.07% | 1.28% | 1.83% | 1.84% | 1.85% | 2.07% | 1.14% | 1.40% | 6.15% | 0.94% | 0.78% |
Drawdowns
MMUFX vs. FLCSX - Drawdown Comparison
The maximum MMUFX drawdown since its inception was -55.42%, smaller than the maximum FLCSX drawdown of -65.69%. Use the drawdown chart below to compare losses from any high point for MMUFX and FLCSX. For additional features, visit the drawdowns tool.
Volatility
MMUFX vs. FLCSX - Volatility Comparison
MFS Utilities Fund (MMUFX) has a higher volatility of 4.80% compared to Fidelity Large Cap Stock Fund (FLCSX) at 3.81%. This indicates that MMUFX's price experiences larger fluctuations and is considered to be riskier than FLCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.