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

Performance

MMUFX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Utilities Fund (MMUFX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.49%
13.26%
MMUFX
VFIAX

Returns By Period

In the year-to-date period, MMUFX achieves a 19.11% return, which is significantly lower than VFIAX's 26.66% return. Over the past 10 years, MMUFX has underperformed VFIAX with an annualized return of 3.32%, while VFIAX has yielded a comparatively higher 13.21% annualized return.


MMUFX

YTD

19.11%

1M

-1.33%

6M

12.48%

1Y

19.52%

5Y (annualized)

3.09%

10Y (annualized)

3.32%

VFIAX

YTD

26.66%

1M

3.09%

6M

13.26%

1Y

32.80%

5Y (annualized)

15.72%

10Y (annualized)

13.21%

Key characteristics


MMUFXVFIAX
Sharpe Ratio1.302.68
Sortino Ratio1.803.57
Omega Ratio1.241.50
Calmar Ratio0.813.88
Martin Ratio3.5017.45
Ulcer Index5.57%1.88%
Daily Std Dev14.98%12.24%
Max Drawdown-55.42%-55.20%
Current Drawdown-2.27%-0.46%

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MMUFX vs. VFIAX - Expense Ratio Comparison

MMUFX has a 0.99% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


MMUFX
MFS Utilities Fund
Expense ratio chart for MMUFX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.7

The correlation between MMUFX and VFIAX is 0.72, 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.

Risk-Adjusted Performance

MMUFX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Utilities Fund (MMUFX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for MMUFX, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.005.001.302.68
The chart of Sortino ratio for MMUFX, currently valued at 1.80, compared to the broader market0.005.0010.001.803.57
The chart of Omega ratio for MMUFX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.50
The chart of Calmar ratio for MMUFX, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.813.88
The chart of Martin ratio for MMUFX, currently valued at 3.50, compared to the broader market0.0020.0040.0060.0080.00100.003.5017.45
MMUFX
VFIAX

The current MMUFX Sharpe Ratio is 1.30, which is lower than the VFIAX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of MMUFX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.30
2.68
MMUFX
VFIAX

Dividends

MMUFX vs. VFIAX - Dividend Comparison

MMUFX's dividend yield for the trailing twelve months is around 1.86%, more than VFIAX's 1.23% yield.


TTM20232022202120202019201820172016201520142013
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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.23%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MMUFX vs. VFIAX - Drawdown Comparison

The maximum MMUFX drawdown since its inception was -55.42%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for MMUFX and VFIAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.27%
-0.46%
MMUFX
VFIAX

Volatility

MMUFX vs. VFIAX - Volatility Comparison

MFS Utilities Fund (MMUFX) has a higher volatility of 4.80% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.96%. This indicates that MMUFX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.80%
3.96%
MMUFX
VFIAX