MMUFX vs. UTES
Compare and contrast key facts about MFS Utilities Fund (MMUFX) and Virtus Reaves Utilities ETF (UTES).
MMUFX is managed by MFS. It was launched on Feb 13, 1992. UTES is an actively managed fund by Virtus Investment Partners. It was launched on Sep 23, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMUFX or UTES.
Key characteristics
| MMUFX | UTES | |
|---|---|---|
| YTD Return | 15.81% | 49.25% |
| 1Y Return | 21.79% | 58.48% |
| 3Y Return (Ann) | 1.24% | 16.78% |
| 5Y Return (Ann) | 2.59% | 13.32% |
| Sharpe Ratio | 1.34 | 3.04 |
| Sortino Ratio | 1.90 | 4.09 |
| Omega Ratio | 1.25 | 1.52 |
| Calmar Ratio | 0.86 | 3.70 |
| Martin Ratio | 3.76 | 18.74 |
| Ulcer Index | 5.51% | 3.03% |
| Daily Std Dev | 15.42% | 18.65% |
| Max Drawdown | -55.42% | -35.39% |
| Current Drawdown | -4.98% | -1.01% |
Correlation
The correlation between MMUFX and UTES is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MMUFX vs. UTES - Performance Comparison
In the year-to-date period, MMUFX achieves a 15.81% return, which is significantly lower than UTES's 49.25% 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. 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 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.
Dividends
MMUFX vs. UTES - Dividend Comparison
MMUFX's dividend yield for the trailing twelve months is around 1.91%, more than UTES's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMUFX MFS Utilities Fund | 1.91% | 2.25% | 1.89% | 1.29% | 1.76% | 2.46% | 2.60% | 2.28% | 3.71% | 3.10% | 9.22% | 7.24% |
UTES Virtus Reaves Utilities ETF | 1.55% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.16% | 2.81% | 3.28% | 0.61% | 0.00% | 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.
Volatility
MMUFX vs. UTES - Volatility Comparison
The current volatility for MFS Utilities Fund (MMUFX) is 4.96%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 7.46%. 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.