MTCIX vs. SOXX
Compare and contrast key facts about MFS Technology Fund (MTCIX) and iShares PHLX Semiconductor ETF (SOXX).
MTCIX is managed by MFS. It was launched on Jan 1, 1997. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTCIX or SOXX.
Performance
MTCIX vs. SOXX - Performance Comparison
Returns By Period
In the year-to-date period, MTCIX achieves a 34.34% return, which is significantly higher than SOXX's 13.10% return. Over the past 10 years, MTCIX has underperformed SOXX with an annualized return of 12.35%, while SOXX has yielded a comparatively higher 23.12% annualized return.
MTCIX
34.34%
4.02%
12.05%
28.32%
9.72%
12.35%
SOXX
13.10%
-4.37%
-9.05%
26.75%
24.30%
23.12%
Key characteristics
| MTCIX | SOXX | |
|---|---|---|
| Sharpe Ratio | 1.27 | 0.78 |
| Sortino Ratio | 1.69 | 1.22 |
| Omega Ratio | 1.25 | 1.16 |
| Calmar Ratio | 0.84 | 1.07 |
| Martin Ratio | 6.27 | 2.60 |
| Ulcer Index | 4.52% | 10.28% |
| Daily Std Dev | 22.37% | 34.27% |
| Max Drawdown | -81.20% | -70.21% |
| Current Drawdown | -7.26% | -18.38% |
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MTCIX vs. SOXX - Expense Ratio Comparison
MTCIX has a 0.88% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Correlation
The correlation between MTCIX and SOXX is 0.83, 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.
Risk-Adjusted Performance
MTCIX vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Technology Fund (MTCIX) and iShares PHLX Semiconductor ETF (SOXX). 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. SOXX - Dividend Comparison
MTCIX has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.68% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Drawdowns
MTCIX vs. SOXX - Drawdown Comparison
The maximum MTCIX drawdown since its inception was -81.20%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for MTCIX and SOXX. For additional features, visit the drawdowns tool.
Volatility
MTCIX vs. SOXX - Volatility Comparison
The current volatility for MFS Technology Fund (MTCIX) is 5.90%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 9.04%. This indicates that MTCIX experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.