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

Correlation

The correlation between MRGAX and VOO is 0.97, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Core Equity Fund (MRGAX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.85%
5.49%
MRGAX
VOO

Key characteristics

Sharpe Ratio

MRGAX:

0.34

VOO:

1.35

Sortino Ratio

MRGAX:

0.51

VOO:

1.84

Omega Ratio

MRGAX:

1.08

VOO:

1.25

Calmar Ratio

MRGAX:

0.42

VOO:

2.04

Martin Ratio

MRGAX:

1.14

VOO:

8.32

Ulcer Index

MRGAX:

4.39%

VOO:

2.07%

Daily Std Dev

MRGAX:

14.68%

VOO:

12.75%

Max Drawdown

MRGAX:

-53.66%

VOO:

-33.99%

Current Drawdown

MRGAX:

-11.46%

VOO:

-4.56%

Returns By Period

In the year-to-date period, MRGAX achieves a -0.22% return, which is significantly lower than VOO's -0.16% return. Over the past 10 years, MRGAX has underperformed VOO with an annualized return of 7.51%, while VOO has yielded a comparatively higher 12.73% annualized return.


MRGAX

YTD

-0.22%

1M

-4.45%

6M

-2.85%

1Y

5.00%

5Y*

9.78%

10Y*

7.51%

VOO

YTD

-0.16%

1M

-3.22%

6M

5.49%

1Y

17.16%

5Y*

16.49%

10Y*

12.73%

*Annualized

Compare stocks, funds, or ETFs

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MRGAX vs. VOO - Expense Ratio Comparison

MRGAX has a 0.93% expense ratio, which is higher than VOO's 0.03% expense ratio.


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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

MRGAX vs. VOO — Risk-Adjusted Performance Rank

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

MRGAX
The Risk-Adjusted Performance Rank of MRGAX is 2626
Overall Rank
The Sharpe Ratio Rank of MRGAX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of MRGAX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of MRGAX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of MRGAX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of MRGAX is 2424
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRGAX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Core Equity Fund (MRGAX) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for MRGAX, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.000.341.35
The chart of Sortino ratio for MRGAX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.000.511.84
The chart of Omega ratio for MRGAX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.25
The chart of Calmar ratio for MRGAX, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.422.04
The chart of Martin ratio for MRGAX, currently valued at 1.14, compared to the broader market0.0020.0040.0060.0080.001.148.32
MRGAX
VOO

The current MRGAX Sharpe Ratio is 0.34, which is lower than the VOO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of MRGAX and VOO, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.34
1.35
MRGAX
VOO

Dividends

MRGAX vs. VOO - Dividend Comparison

MRGAX's dividend yield for the trailing twelve months is around 0.54%, less than VOO's 1.25% yield.


TTM20242023202220212020201920182017201620152014
MRGAX
MFS Core Equity Fund
0.54%0.54%0.65%0.39%0.16%0.37%0.43%0.60%0.54%0.60%11.57%8.70%
VOO
Vanguard S&P 500 ETF
1.25%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MRGAX vs. VOO - Drawdown Comparison

The maximum MRGAX drawdown since its inception was -53.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MRGAX and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.46%
-4.56%
MRGAX
VOO

Volatility

MRGAX vs. VOO - Volatility Comparison

MFS Core Equity Fund (MRGAX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.16% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.16%
3.31%
MRGAX
VOO