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MMUFX vs. UTES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MMUFX and UTES is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

MMUFX vs. UTES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Utilities Fund (MMUFX) and Virtus Reaves Utilities ETF (UTES). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MMUFX:

0.42

UTES:

1.26

Sortino Ratio

MMUFX:

0.79

UTES:

1.74

Omega Ratio

MMUFX:

1.10

UTES:

1.25

Calmar Ratio

MMUFX:

0.53

UTES:

1.95

Martin Ratio

MMUFX:

1.29

UTES:

5.67

Ulcer Index

MMUFX:

6.61%

UTES:

6.05%

Daily Std Dev

MMUFX:

16.56%

UTES:

26.02%

Max Drawdown

MMUFX:

-55.42%

UTES:

-35.39%

Current Drawdown

MMUFX:

-6.89%

UTES:

-3.64%

Returns By Period

In the year-to-date period, MMUFX achieves a 3.51% return, which is significantly lower than UTES's 9.85% return.


MMUFX

YTD

3.51%

1M

5.28%

6M

-2.75%

1Y

6.82%

5Y*

5.68%

10Y*

2.67%

UTES

YTD

9.85%

1M

10.62%

6M

6.18%

1Y

32.35%

5Y*

17.75%

10Y*

N/A

*Annualized

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MMUFX vs. UTES - Expense Ratio Comparison

MMUFX has a 0.99% expense ratio, which is higher than UTES's 0.49% expense ratio.


Risk-Adjusted Performance

MMUFX vs. UTES — Risk-Adjusted Performance Rank

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

MMUFX
The Risk-Adjusted Performance Rank of MMUFX is 5555
Overall Rank
The Sharpe Ratio Rank of MMUFX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of MMUFX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of MMUFX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of MMUFX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MMUFX is 4848
Martin Ratio Rank

UTES
The Risk-Adjusted Performance Rank of UTES is 8989
Overall Rank
The Sharpe Ratio Rank of UTES is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of UTES is 8787
Sortino Ratio Rank
The Omega Ratio Rank of UTES is 8888
Omega Ratio Rank
The Calmar Ratio Rank of UTES is 9393
Calmar Ratio Rank
The Martin Ratio Rank of UTES is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MMUFX vs. UTES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Utilities Fund (MMUFX) and Virtus Reaves Utilities ETF (UTES). 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.


The current MMUFX Sharpe Ratio is 0.42, which is lower than the UTES Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of MMUFX and UTES, 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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Dividends

MMUFX vs. UTES - Dividend Comparison

MMUFX's dividend yield for the trailing twelve months is around 3.66%, more than UTES's 1.38% yield.


TTM20242023202220212020201920182017201620152014
MMUFX
MFS Utilities Fund
3.66%3.72%5.81%8.68%5.61%5.80%6.85%4.29%2.67%3.72%9.45%9.22%
UTES
Virtus Reaves Utilities ETF
1.38%1.51%2.44%2.13%1.94%2.09%1.84%2.16%2.81%3.28%0.61%0.00%

Drawdowns

MMUFX vs. UTES - Drawdown Comparison

The maximum MMUFX drawdown since its inception was -55.42%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for MMUFX and UTES. For additional features, visit the drawdowns tool.


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Volatility

MMUFX vs. UTES - Volatility Comparison

The current volatility for MFS Utilities Fund (MMUFX) is 4.60%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 6.31%. This indicates that MMUFX experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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