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MRGAX vs. GSPKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRGAX and GSPKX is 0.96, 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.


-0.50.00.51.01.0

Performance

MRGAX vs. GSPKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Core Equity Fund (MRGAX) and Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.45%
4.18%
MRGAX
GSPKX

Key characteristics

Sharpe Ratio

MRGAX:

0.90

GSPKX:

1.49

Sortino Ratio

MRGAX:

1.16

GSPKX:

1.85

Omega Ratio

MRGAX:

1.19

GSPKX:

1.32

Calmar Ratio

MRGAX:

1.11

GSPKX:

1.66

Martin Ratio

MRGAX:

5.49

GSPKX:

9.63

Ulcer Index

MRGAX:

2.42%

GSPKX:

1.76%

Daily Std Dev

MRGAX:

14.78%

GSPKX:

11.37%

Max Drawdown

MRGAX:

-53.66%

GSPKX:

-55.29%

Current Drawdown

MRGAX:

-10.48%

GSPKX:

-6.43%

Returns By Period

In the year-to-date period, MRGAX achieves a 12.72% return, which is significantly lower than GSPKX's 16.47% return. Over the past 10 years, MRGAX has outperformed GSPKX with an annualized return of 11.63%, while GSPKX has yielded a comparatively lower 5.64% annualized return.


MRGAX

YTD

12.72%

1M

-8.40%

6M

0.45%

1Y

13.09%

5Y*

11.32%

10Y*

11.63%

GSPKX

YTD

16.47%

1M

-5.04%

6M

4.18%

1Y

16.78%

5Y*

6.77%

10Y*

5.64%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MRGAX vs. GSPKX - Expense Ratio Comparison

MRGAX has a 0.93% expense ratio, which is higher than GSPKX's 0.71% expense ratio.


MRGAX
MFS Core Equity Fund
Expense ratio chart for MRGAX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for GSPKX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Risk-Adjusted Performance

MRGAX vs. GSPKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Core Equity Fund (MRGAX) and Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX). 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 MRGAX, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.000.901.49
The chart of Sortino ratio for MRGAX, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.0010.001.161.85
The chart of Omega ratio for MRGAX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.32
The chart of Calmar ratio for MRGAX, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.0012.001.111.66
The chart of Martin ratio for MRGAX, currently valued at 5.49, compared to the broader market0.0020.0040.0060.005.499.63
MRGAX
GSPKX

The current MRGAX Sharpe Ratio is 0.90, which is lower than the GSPKX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of MRGAX and GSPKX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.90
1.49
MRGAX
GSPKX

Dividends

MRGAX vs. GSPKX - Dividend Comparison

MRGAX has not paid dividends to shareholders, while GSPKX's dividend yield for the trailing twelve months is around 0.96%.


TTM20232022202120202019201820172016201520142013
MRGAX
MFS Core Equity Fund
0.00%0.65%0.39%0.16%0.37%0.43%0.60%0.54%0.60%11.57%8.70%0.63%
GSPKX
Goldman Sachs U.S. Equity Dividend and Premium Fund
0.96%1.55%1.69%1.27%1.67%1.97%2.32%1.86%1.92%2.14%1.90%2.22%

Drawdowns

MRGAX vs. GSPKX - Drawdown Comparison

The maximum MRGAX drawdown since its inception was -53.66%, roughly equal to the maximum GSPKX drawdown of -55.29%. Use the drawdown chart below to compare losses from any high point for MRGAX and GSPKX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.48%
-6.43%
MRGAX
GSPKX

Volatility

MRGAX vs. GSPKX - Volatility Comparison

MFS Core Equity Fund (MRGAX) has a higher volatility of 9.21% compared to Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) at 6.66%. This indicates that MRGAX's price experiences larger fluctuations and is considered to be riskier than GSPKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.21%
6.66%
MRGAX
GSPKX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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