MMUFX vs. SHSAX
Compare and contrast key facts about MFS Utilities Fund (MMUFX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX).
MMUFX is managed by MFS. It was launched on Feb 13, 1992. SHSAX is managed by Blackrock. It was launched on Dec 20, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMUFX or SHSAX.
Performance
MMUFX vs. SHSAX - Performance Comparison
Returns By Period
In the year-to-date period, MMUFX achieves a 19.11% return, which is significantly higher than SHSAX's 4.60% return. Over the past 10 years, MMUFX has outperformed SHSAX with an annualized return of 3.32%, while SHSAX has yielded a comparatively lower 2.89% annualized return.
MMUFX
19.11%
-1.33%
12.48%
19.52%
3.09%
3.32%
SHSAX
4.60%
-3.25%
-2.37%
7.92%
1.51%
2.89%
Key characteristics
| MMUFX | SHSAX | |
|---|---|---|
| Sharpe Ratio | 1.30 | 0.64 |
| Sortino Ratio | 1.80 | 0.89 |
| Omega Ratio | 1.24 | 1.13 |
| Calmar Ratio | 0.81 | 0.37 |
| Martin Ratio | 3.50 | 2.59 |
| Ulcer Index | 5.57% | 3.06% |
| Daily Std Dev | 14.98% | 12.30% |
| Max Drawdown | -55.42% | -39.26% |
| Current Drawdown | -2.27% | -14.59% |
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MMUFX vs. SHSAX - Expense Ratio Comparison
MMUFX has a 0.99% expense ratio, which is lower than SHSAX's 1.09% expense ratio.
Correlation
The correlation between MMUFX and SHSAX is 0.61, 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. SHSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Utilities Fund (MMUFX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX). 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. SHSAX - Dividend Comparison
MMUFX's dividend yield for the trailing twelve months is around 1.86%, more than SHSAX's 0.25% 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% |
SHSAX BlackRock Health Sciences Opportunities Portfolio | 0.25% | 0.26% | 0.34% | 0.00% | 0.00% | 0.30% | 0.11% | 0.00% | 0.00% | 1.38% | 0.04% | 0.08% |
Drawdowns
MMUFX vs. SHSAX - Drawdown Comparison
The maximum MMUFX drawdown since its inception was -55.42%, which is greater than SHSAX's maximum drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for MMUFX and SHSAX. For additional features, visit the drawdowns tool.
Volatility
MMUFX vs. SHSAX - Volatility Comparison
MFS Utilities Fund (MMUFX) has a higher volatility of 4.80% compared to BlackRock Health Sciences Opportunities Portfolio (SHSAX) at 4.19%. This indicates that MMUFX's price experiences larger fluctuations and is considered to be riskier than SHSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.