MTCIX vs. LVHI
Compare and contrast key facts about MFS Technology Fund (MTCIX) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
MTCIX is managed by MFS. It was launched on Jan 1, 1997. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTCIX or LVHI.
Performance
MTCIX vs. LVHI - Performance Comparison
Returns By Period
In the year-to-date period, MTCIX achieves a 34.34% return, which is significantly higher than LVHI's 16.77% return.
MTCIX
34.34%
4.02%
12.05%
28.32%
9.72%
12.35%
LVHI
16.77%
0.90%
6.14%
20.39%
9.13%
N/A
Key characteristics
| MTCIX | LVHI | |
|---|---|---|
| Sharpe Ratio | 1.27 | 2.21 |
| Sortino Ratio | 1.69 | 2.87 |
| Omega Ratio | 1.25 | 1.41 |
| Calmar Ratio | 0.84 | 3.19 |
| Martin Ratio | 6.27 | 15.31 |
| Ulcer Index | 4.52% | 1.33% |
| Daily Std Dev | 22.37% | 9.24% |
| Max Drawdown | -81.20% | -32.31% |
| Current Drawdown | -7.26% | -0.22% |
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MTCIX vs. LVHI - Expense Ratio Comparison
MTCIX has a 0.88% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Correlation
The correlation between MTCIX and LVHI is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
MTCIX vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Technology Fund (MTCIX) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.
Dividends
MTCIX vs. LVHI - Dividend Comparison
MTCIX has not paid dividends to shareholders, while LVHI's dividend yield for the trailing twelve months is around 6.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MTCIX MFS Technology Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.62% | 3.31% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.26% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% | 0.00% | 0.00% |
Drawdowns
MTCIX vs. LVHI - Drawdown Comparison
The maximum MTCIX drawdown since its inception was -81.20%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for MTCIX and LVHI. For additional features, visit the drawdowns tool.
Volatility
MTCIX vs. LVHI - Volatility Comparison
MFS Technology Fund (MTCIX) has a higher volatility of 5.90% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.56%. This indicates that MTCIX's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.