MMUFX vs. SPY
Compare and contrast key facts about MFS Utilities Fund (MMUFX) and SPDR S&P 500 ETF (SPY).
MMUFX is managed by MFS. It was launched on Feb 13, 1992. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMUFX or SPY.
Key characteristics
| MMUFX | SPY | |
|---|---|---|
| YTD Return | 15.23% | 26.77% |
| 1Y Return | 21.66% | 37.43% |
| 3Y Return (Ann) | 0.99% | 10.15% |
| 5Y Return (Ann) | 2.40% | 15.86% |
| 10Y Return (Ann) | 3.19% | 13.33% |
| Sharpe Ratio | 1.32 | 3.06 |
| Sortino Ratio | 1.87 | 4.08 |
| Omega Ratio | 1.24 | 1.58 |
| Calmar Ratio | 0.85 | 4.44 |
| Martin Ratio | 3.70 | 20.11 |
| Ulcer Index | 5.52% | 1.85% |
| Daily Std Dev | 15.45% | 12.18% |
| Max Drawdown | -55.42% | -55.19% |
| Current Drawdown | -5.46% | -0.31% |
Correlation
The correlation between MMUFX and SPY is 0.69, 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.
Performance
MMUFX vs. SPY - Performance Comparison
In the year-to-date period, MMUFX achieves a 15.23% return, which is significantly lower than SPY's 26.77% return. Over the past 10 years, MMUFX has underperformed SPY with an annualized return of 3.19%, while SPY has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MMUFX vs. SPY - Expense Ratio Comparison
MMUFX has a 0.99% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
MMUFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Utilities Fund (MMUFX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
MMUFX's dividend yield for the trailing twelve months is around 1.92%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMUFX MFS Utilities Fund | 1.92% | 2.25% | 1.89% | 1.29% | 1.76% | 2.46% | 2.60% | 2.28% | 3.71% | 3.10% | 9.22% | 7.24% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
MMUFX vs. SPY - Drawdown Comparison
The maximum MMUFX drawdown since its inception was -55.42%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MMUFX and SPY. For additional features, visit the drawdowns tool.
Volatility
MMUFX vs. SPY - Volatility Comparison
MFS Utilities Fund (MMUFX) has a higher volatility of 4.89% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that MMUFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.