MUTHX vs. MEIAX
Compare and contrast key facts about Franklin Mutual Shares Fund (MUTHX) and MFS Value Fund (MEIAX).
MUTHX is managed by Franklin Templeton. It was launched on Jun 30, 1949. MEIAX is managed by MFS. It was launched on Jan 2, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUTHX or MEIAX.
Key characteristics
| MUTHX | MEIAX | |
|---|---|---|
| YTD Return | 12.84% | 14.87% |
| 1Y Return | 20.87% | 21.61% |
| 3Y Return (Ann) | 7.20% | 7.42% |
| 5Y Return (Ann) | 7.61% | 9.91% |
| 10Y Return (Ann) | 5.92% | 9.37% |
| Sharpe Ratio | 1.84 | 2.03 |
| Daily Std Dev | 10.99% | 10.16% |
| Max Drawdown | -80.46% | -52.28% |
| Current Drawdown | -0.18% | -0.63% |
Correlation
The correlation between MUTHX and MEIAX is 0.88, 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.
Performance
MUTHX vs. MEIAX - Performance Comparison
In the year-to-date period, MUTHX achieves a 12.84% return, which is significantly lower than MEIAX's 14.87% return. Over the past 10 years, MUTHX has underperformed MEIAX with an annualized return of 5.92%, while MEIAX has yielded a comparatively higher 9.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MUTHX vs. MEIAX - Expense Ratio Comparison
MUTHX has a 0.75% expense ratio, which is lower than MEIAX's 0.80% expense ratio.
Risk-Adjusted Performance
MUTHX vs. MEIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Shares Fund (MUTHX) and MFS Value Fund (MEIAX). 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
MUTHX vs. MEIAX - Dividend Comparison
MUTHX's dividend yield for the trailing twelve months is around 5.24%, less than MEIAX's 7.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTHX Franklin Mutual Shares Fund | 5.24% | 5.92% | 9.67% | 11.31% | 3.74% | 8.08% | 7.33% | 6.89% | 3.78% | 9.05% | 3.32% | 1.56% |
MEIAX MFS Value Fund | 7.31% | 8.22% | 7.36% | 3.10% | 2.42% | 2.97% | 3.36% | 4.30% | 3.59% | 6.23% | 5.09% | 3.66% |
Drawdowns
MUTHX vs. MEIAX - Drawdown Comparison
The maximum MUTHX drawdown since its inception was -80.46%, which is greater than MEIAX's maximum drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for MUTHX and MEIAX. For additional features, visit the drawdowns tool.
Volatility
MUTHX vs. MEIAX - Volatility Comparison
Franklin Mutual Shares Fund (MUTHX) and MFS Value Fund (MEIAX) have volatilities of 2.98% and 2.92%, 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.