MVCAX vs. ACMVX
Compare and contrast key facts about MFS Mid Cap Value Fund (MVCAX) and American Century Mid Cap Value Fund (ACMVX).
MVCAX is managed by MFS. It was launched on Aug 31, 2001. ACMVX is managed by American Century Investments. It was launched on Mar 31, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVCAX or ACMVX.
Performance
MVCAX vs. ACMVX - Performance Comparison
Returns By Period
In the year-to-date period, MVCAX achieves a 20.25% return, which is significantly higher than ACMVX's 13.75% return. Over the past 10 years, MVCAX has outperformed ACMVX with an annualized return of 9.52%, while ACMVX has yielded a comparatively lower 1.23% annualized return.
MVCAX
20.25%
2.72%
12.27%
29.86%
11.73%
9.52%
ACMVX
13.75%
2.64%
11.02%
17.18%
2.63%
1.23%
Key characteristics
| MVCAX | ACMVX | |
|---|---|---|
| Sharpe Ratio | 2.40 | 1.58 |
| Sortino Ratio | 3.39 | 2.22 |
| Omega Ratio | 1.41 | 1.28 |
| Calmar Ratio | 4.60 | 0.75 |
| Martin Ratio | 14.65 | 7.05 |
| Ulcer Index | 2.09% | 2.53% |
| Daily Std Dev | 12.76% | 11.29% |
| Max Drawdown | -59.10% | -55.52% |
| Current Drawdown | -0.55% | -10.55% |
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MVCAX vs. ACMVX - Expense Ratio Comparison
MVCAX has a 1.02% expense ratio, which is higher than ACMVX's 0.97% expense ratio.
Correlation
The correlation between MVCAX and ACMVX is 0.94, 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
MVCAX vs. ACMVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and American Century Mid Cap Value Fund (ACMVX). 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
MVCAX vs. ACMVX - Dividend Comparison
MVCAX's dividend yield for the trailing twelve months is around 1.06%, less than ACMVX's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVCAX MFS Mid Cap Value Fund | 1.06% | 1.28% | 1.40% | 0.92% | 0.80% | 0.91% | 0.96% | 0.42% | 1.12% | 0.31% | 7.08% | 5.85% |
ACMVX American Century Mid Cap Value Fund | 1.50% | 1.72% | 1.80% | 1.42% | 1.33% | 1.46% | 1.81% | 1.58% | 1.29% | 1.18% | 1.11% | 1.30% |
Drawdowns
MVCAX vs. ACMVX - Drawdown Comparison
The maximum MVCAX drawdown since its inception was -59.10%, which is greater than ACMVX's maximum drawdown of -55.52%. Use the drawdown chart below to compare losses from any high point for MVCAX and ACMVX. For additional features, visit the drawdowns tool.
Volatility
MVCAX vs. ACMVX - Volatility Comparison
MFS Mid Cap Value Fund (MVCAX) has a higher volatility of 4.36% compared to American Century Mid Cap Value Fund (ACMVX) at 3.78%. This indicates that MVCAX's price experiences larger fluctuations and is considered to be riskier than ACMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.