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MTCIX vs. GTTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTCIX vs. GTTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Technology Fund (MTCIX) and Gabelli Global Content & Connectivity Fund Class I (GTTIX). The values are adjusted to include any dividend payments, if applicable.

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MTCIX vs. GTTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTCIX
MFS Technology Fund
-14.15%16.39%56.76%54.42%-36.18%14.11%46.45%38.84%1.85%38.78%
GTTIX
Gabelli Global Content & Connectivity Fund Class I
-2.99%27.42%14.93%22.82%-28.59%5.17%16.44%16.44%-11.28%14.18%

Returns By Period

In the year-to-date period, MTCIX achieves a -14.15% return, which is significantly lower than GTTIX's -2.99% return. Over the past 10 years, MTCIX has outperformed GTTIX with an annualized return of 18.56%, while GTTIX has yielded a comparatively lower 5.96% annualized return.


MTCIX

1D
-1.17%
1M
-9.04%
YTD
-14.15%
6M
-11.52%
1Y
13.36%
3Y*
27.60%
5Y*
12.01%
10Y*
18.56%

GTTIX

1D
-0.88%
1M
-7.81%
YTD
-2.99%
6M
-2.67%
1Y
19.49%
3Y*
16.42%
5Y*
4.59%
10Y*
5.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MTCIX vs. GTTIX - Expense Ratio Comparison

MTCIX has a 0.88% expense ratio, which is lower than GTTIX's 0.90% expense ratio.


Return for Risk

MTCIX vs. GTTIX — Risk / Return Rank

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

MTCIX
MTCIX Risk / Return Rank: 2020
Overall Rank
MTCIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MTCIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MTCIX Omega Ratio Rank: 2121
Omega Ratio Rank
MTCIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MTCIX Martin Ratio Rank: 1818
Martin Ratio Rank

GTTIX
GTTIX Risk / Return Rank: 6565
Overall Rank
GTTIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GTTIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GTTIX Omega Ratio Rank: 6060
Omega Ratio Rank
GTTIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
GTTIX Martin Ratio Rank: 4545
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.

MTCIX vs. GTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Technology Fund (MTCIX) and Gabelli Global Content & Connectivity Fund Class I (GTTIX). 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.


MTCIXGTTIXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.30

-0.79

Sortino ratio

Return per unit of downside risk

0.91

1.81

-0.91

Omega ratio

Gain probability vs. loss probability

1.12

1.24

-0.11

Calmar ratio

Return relative to maximum drawdown

0.53

1.78

-1.25

Martin ratio

Return relative to average drawdown

1.80

4.64

-2.84

MTCIX vs. GTTIX - Sharpe Ratio Comparison

The current MTCIX Sharpe Ratio is 0.52, which is lower than the GTTIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of MTCIX and GTTIX, 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


MTCIXGTTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.30

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.28

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.37

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.41

-0.06

Correlation

The correlation between MTCIX and GTTIX is 0.71, 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

MTCIX vs. GTTIX - Dividend Comparison

MTCIX's dividend yield for the trailing twelve months is around 15.97%, less than GTTIX's 18.49% yield.


TTM20252024202320222021202020192018201720162015
MTCIX
MFS Technology Fund
15.97%13.71%26.78%9.66%10.35%11.58%4.97%3.87%4.97%3.51%1.84%3.62%
GTTIX
Gabelli Global Content & Connectivity Fund Class I
18.49%17.94%0.00%0.32%2.29%6.74%3.09%7.22%6.96%7.11%7.34%8.62%

Drawdowns

MTCIX vs. GTTIX - Drawdown Comparison

The maximum MTCIX drawdown since its inception was -82.78%, which is greater than GTTIX's maximum drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for MTCIX and GTTIX.


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Drawdown Indicators


MTCIXGTTIXDifference

Max Drawdown

Largest peak-to-trough decline

-82.78%

-39.84%

-42.94%

Max Drawdown (1Y)

Largest decline over 1 year

-18.59%

-9.45%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-42.74%

-39.84%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

-39.84%

-2.90%

Current Drawdown

Current decline from peak

-18.59%

-7.99%

-10.60%

Average Drawdown

Average peak-to-trough decline

-30.02%

-8.22%

-21.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

3.67%

+1.85%

Volatility

MTCIX vs. GTTIX - Volatility Comparison

MFS Technology Fund (MTCIX) has a higher volatility of 6.97% compared to Gabelli Global Content & Connectivity Fund Class I (GTTIX) at 4.71%. This indicates that MTCIX's price experiences larger fluctuations and is considered to be riskier than GTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTCIXGTTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

4.71%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.00%

9.96%

+6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

25.72%

14.62%

+11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.29%

16.26%

+9.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

16.30%

+7.61%