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.
Performance
MMUFX vs. SHSAX - Performance Comparison
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MMUFX vs. SHSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MMUFX MFS Utilities Fund | 8.46% | 14.32% | 11.38% | -2.28% | 0.35% | 13.86% | 6.04% | 24.91% | 0.85% | 14.69% |
SHSAX BlackRock Health Sciences Opportunities Portfolio | -6.94% | 15.85% | 3.73% | 3.59% | -5.94% | 11.88% | 19.44% | 25.27% | 7.93% | 24.74% |
Returns By Period
In the year-to-date period, MMUFX achieves a 8.46% return, which is significantly higher than SHSAX's -6.94% return. Both investments have delivered pretty close results over the past 10 years, with MMUFX having a 9.36% annualized return and SHSAX not far ahead at 9.71%.
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%
SHSAX
- 1D
- 0.28%
- 1M
- -9.11%
- YTD
- -6.94%
- 6M
- 3.97%
- 1Y
- 4.06%
- 3Y*
- 5.89%
- 5Y*
- 4.02%
- 10Y*
- 9.71%
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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.
Return for Risk
MMUFX vs. SHSAX — Risk / Return Rank
MMUFX
SHSAX
MMUFX vs. SHSAX - Risk-Adjusted Trends 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.
| MMUFX | SHSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.28 | +1.27 |
Sortino ratioReturn per unit of downside risk | 2.04 | 0.50 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.06 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 0.40 | +2.67 |
Martin ratioReturn relative to average drawdown | 8.31 | 0.94 | +7.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MMUFX | SHSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.28 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.28 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.72 | -0.08 |
Correlation
The correlation between MMUFX and SHSAX is 0.58, 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. SHSAX - Dividend Comparison
MMUFX's dividend yield for the trailing twelve months is around 3.53%, less than SHSAX's 11.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SHSAX BlackRock Health Sciences Opportunities Portfolio | 11.43% | 10.63% | 9.18% | 3.84% | 7.44% | 9.20% | 4.34% | 3.89% | 8.56% | 3.53% | 2.43% | 12.58% |
Drawdowns
MMUFX vs. SHSAX - Drawdown Comparison
The maximum MMUFX drawdown since its inception was -56.03%, which is greater than SHSAX's maximum drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for MMUFX and SHSAX.
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Drawdown Indicators
| MMUFX | SHSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.03% | -35.49% | -20.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -9.87% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -17.99% | -3.65% |
Max Drawdown (10Y)Largest decline over 10 years | -35.82% | -28.36% | -7.46% |
Current DrawdownCurrent decline from peak | -3.91% | -9.62% | +5.71% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -6.17% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 4.20% | -1.22% |
Volatility
MMUFX vs. SHSAX - Volatility Comparison
MFS Utilities Fund (MMUFX) has a higher volatility of 5.34% compared to BlackRock Health Sciences Opportunities Portfolio (SHSAX) at 4.60%. 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.
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Volatility by Period
| MMUFX | SHSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.60% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 9.72% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.46% | 16.30% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 14.18% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 16.53% | +0.01% |