Correlation
The correlation between MMUFX and VGLT is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
MMUFX vs. VGLT
Compare and contrast key facts about MFS Utilities Fund (MMUFX) and Vanguard Long-Term Treasury ETF (VGLT).
MMUFX is managed by MFS. It was launched on Feb 13, 1992. VGLT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. Long Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMUFX or VGLT.
Performance
MMUFX vs. VGLT - Performance Comparison
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Key characteristics
MMUFX:
0.63
VGLT:
-0.02
MMUFX:
1.21
VGLT:
0.24
MMUFX:
1.16
VGLT:
1.03
MMUFX:
1.00
VGLT:
0.04
MMUFX:
2.43
VGLT:
0.20
MMUFX:
5.79%
VGLT:
7.42%
MMUFX:
16.44%
VGLT:
13.09%
MMUFX:
-55.64%
VGLT:
-46.18%
MMUFX:
-2.30%
VGLT:
-39.90%
Returns By Period
In the year-to-date period, MMUFX achieves a 6.91% return, which is significantly higher than VGLT's -0.19% return. Over the past 10 years, MMUFX has outperformed VGLT with an annualized return of 6.70%, while VGLT has yielded a comparatively lower -0.20% annualized return.
MMUFX
6.91%
3.24%
0.42%
10.25%
4.41%
8.14%
6.70%
VGLT
-0.19%
-2.28%
-5.88%
-0.22%
-5.13%
-8.37%
-0.20%
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MMUFX vs. VGLT - Expense Ratio Comparison
MMUFX has a 0.99% expense ratio, which is higher than VGLT's 0.04% expense ratio.
Risk-Adjusted Performance
MMUFX vs. VGLT — Risk-Adjusted Performance Rank
MMUFX
VGLT
MMUFX vs. VGLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Utilities Fund (MMUFX) and Vanguard Long-Term Treasury ETF (VGLT). 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.
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Dividends
MMUFX vs. VGLT - Dividend Comparison
MMUFX's dividend yield for the trailing twelve months is around 3.55%, less than VGLT's 4.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMUFX MFS Utilities Fund | 3.55% | 3.72% | 5.82% | 8.68% | 5.61% | 5.81% | 6.85% | 4.30% | 2.67% | 3.71% | 9.45% | 9.22% |
VGLT Vanguard Long-Term Treasury ETF | 4.90% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
Drawdowns
MMUFX vs. VGLT - Drawdown Comparison
The maximum MMUFX drawdown since its inception was -55.64%, which is greater than VGLT's maximum drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for MMUFX and VGLT.
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Volatility
MMUFX vs. VGLT - Volatility Comparison
MFS Utilities Fund (MMUFX) has a higher volatility of 4.30% compared to Vanguard Long-Term Treasury ETF (VGLT) at 3.36%. This indicates that MMUFX's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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