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MRGAX vs. FTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRGAX vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Core Equity Fund (MRGAX) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

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MRGAX vs. FTEC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRGAX
MFS Core Equity Fund
-6.85%12.33%20.01%22.88%-17.24%25.26%18.56%34.66%-4.12%23.79%
FTEC
Fidelity MSCI Information Technology Index ETF
-7.30%22.11%29.40%53.30%-29.59%30.49%45.83%48.93%-0.39%36.83%

Returns By Period

In the year-to-date period, MRGAX achieves a -6.85% return, which is significantly higher than FTEC's -7.30% return. Over the past 10 years, MRGAX has underperformed FTEC with an annualized return of 12.79%, while FTEC has yielded a comparatively higher 21.13% annualized return.


MRGAX

1D
-0.28%
1M
-7.55%
YTD
-6.85%
6M
-5.68%
1Y
9.53%
3Y*
13.48%
5Y*
8.62%
10Y*
12.79%

FTEC

1D
4.32%
1M
-3.83%
YTD
-7.30%
6M
-6.15%
1Y
29.59%
3Y*
22.94%
5Y*
14.76%
10Y*
21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MRGAX vs. FTEC - Expense Ratio Comparison

MRGAX has a 0.93% expense ratio, which is higher than FTEC's 0.08% expense ratio.


Return for Risk

MRGAX vs. FTEC — Risk / Return Rank

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

MRGAX
MRGAX Risk / Return Rank: 2424
Overall Rank
MRGAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MRGAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MRGAX Omega Ratio Rank: 2525
Omega Ratio Rank
MRGAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MRGAX Martin Ratio Rank: 2626
Martin Ratio Rank

FTEC
FTEC Risk / Return Rank: 6868
Overall Rank
FTEC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 6969
Sortino Ratio Rank
FTEC Omega Ratio Rank: 6767
Omega Ratio Rank
FTEC Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTEC Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRGAX vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Core Equity Fund (MRGAX) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


MRGAXFTECDifference

Sharpe ratio

Return per unit of total volatility

0.55

1.08

-0.53

Sortino ratio

Return per unit of downside risk

0.91

1.66

-0.75

Omega ratio

Gain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.64

1.81

-1.17

Martin ratio

Return relative to average drawdown

2.80

5.63

-2.83

MRGAX vs. FTEC - Sharpe Ratio Comparison

The current MRGAX Sharpe Ratio is 0.55, which is lower than the FTEC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of MRGAX and FTEC, 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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Sharpe Ratios by Period


MRGAXFTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.08

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.59

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.86

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.85

-0.33

Correlation

The correlation between MRGAX and FTEC is 0.88, 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.


Dividends

MRGAX vs. FTEC - Dividend Comparison

MRGAX's dividend yield for the trailing twelve months is around 14.60%, more than FTEC's 0.46% yield.


TTM20252024202320222021202020192018201720162015
MRGAX
MFS Core Equity Fund
14.60%13.60%8.21%2.54%3.83%7.28%1.54%3.20%11.09%6.27%3.65%11.02%
FTEC
Fidelity MSCI Information Technology Index ETF
0.46%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%

Drawdowns

MRGAX vs. FTEC - Drawdown Comparison

The maximum MRGAX drawdown since its inception was -54.04%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for MRGAX and FTEC.


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Drawdown Indicators


MRGAXFTECDifference

Max Drawdown

Largest peak-to-trough decline

-54.04%

-34.95%

-19.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-16.26%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.08%

-34.95%

+11.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-34.95%

+1.54%

Current Drawdown

Current decline from peak

-9.53%

-12.65%

+3.12%

Average Drawdown

Average peak-to-trough decline

-8.31%

-5.61%

-2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

5.22%

-2.45%

Volatility

MRGAX vs. FTEC - Volatility Comparison

The current volatility for MFS Core Equity Fund (MRGAX) is 4.41%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 7.97%. This indicates that MRGAX experiences smaller price fluctuations and is considered to be less risky than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRGAXFTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

7.97%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

16.35%

-7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

27.51%

-9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

25.12%

-8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

24.57%

-6.80%