MVCAX vs. BMVP
Compare and contrast key facts about MFS Mid Cap Value Fund (MVCAX) and Invesco Bloomberg MVP Multi-factor ETF (BMVP).
MVCAX is managed by MFS. It was launched on Aug 31, 2001. BMVP is a passively managed fund by Invesco that tracks the performance of the Bloomberg MVP Index. It was launched on May 1, 2003.
Performance
MVCAX vs. BMVP - Performance Comparison
Loading graphics...
MVCAX vs. BMVP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVCAX MFS Mid Cap Value Fund | 1.03% | 6.09% | 13.57% | 12.51% | -8.96% | 30.43% | 4.03% | 30.57% | -11.69% | 13.37% |
BMVP Invesco Bloomberg MVP Multi-factor ETF | 2.87% | 6.15% | 17.46% | 19.03% | -16.01% | 19.38% | 8.52% | 13.47% | -6.40% | 20.16% |
Returns By Period
In the year-to-date period, MVCAX achieves a 1.03% return, which is significantly lower than BMVP's 2.87% return. Both investments have delivered pretty close results over the past 10 years, with MVCAX having a 9.26% annualized return and BMVP not far behind at 9.18%.
MVCAX
- 1D
- 2.26%
- 1M
- -6.47%
- YTD
- 1.03%
- 6M
- 2.16%
- 1Y
- 9.98%
- 3Y*
- 10.87%
- 5Y*
- 7.27%
- 10Y*
- 9.26%
BMVP
- 1D
- 0.27%
- 1M
- -4.86%
- YTD
- 2.87%
- 6M
- 3.46%
- 1Y
- 6.74%
- 3Y*
- 12.77%
- 5Y*
- 6.71%
- 10Y*
- 9.18%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MVCAX vs. BMVP - Expense Ratio Comparison
MVCAX has a 1.02% expense ratio, which is higher than BMVP's 0.29% expense ratio.
Return for Risk
MVCAX vs. BMVP — Risk / Return Rank
MVCAX
BMVP
MVCAX vs. BMVP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and Invesco Bloomberg MVP Multi-factor ETF (BMVP). 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.
| MVCAX | BMVP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.48 | +0.07 |
Sortino ratioReturn per unit of downside risk | 0.89 | 0.77 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.60 | +0.20 |
Martin ratioReturn relative to average drawdown | 3.14 | 2.73 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MVCAX | BMVP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.48 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.41 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.49 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.11 | +0.33 |
Correlation
The correlation between MVCAX and BMVP 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.
Dividends
MVCAX vs. BMVP - Dividend Comparison
MVCAX's dividend yield for the trailing twelve months is around 8.12%, more than BMVP's 1.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVCAX MFS Mid Cap Value Fund | 8.12% | 8.21% | 10.99% | 2.73% | 5.22% | 5.70% | 0.80% | 2.03% | 6.36% | 3.36% | 0.07% | 4.59% |
BMVP Invesco Bloomberg MVP Multi-factor ETF | 1.73% | 1.77% | 1.58% | 1.67% | 1.51% | 0.56% | 1.09% | 0.95% | 1.44% | 1.75% | 1.35% | 1.02% |
Drawdowns
MVCAX vs. BMVP - Drawdown Comparison
The maximum MVCAX drawdown since its inception was -60.41%, smaller than the maximum BMVP drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for MVCAX and BMVP.
Loading graphics...
Drawdown Indicators
| MVCAX | BMVP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -78.13% | +17.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -11.26% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -21.05% | -26.58% | +5.53% |
Max Drawdown (10Y)Largest decline over 10 years | -42.79% | -39.45% | -3.34% |
Current DrawdownCurrent decline from peak | -7.35% | -5.11% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -36.46% | +28.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.47% | +0.98% |
Volatility
MVCAX vs. BMVP - Volatility Comparison
MFS Mid Cap Value Fund (MVCAX) has a higher volatility of 5.22% compared to Invesco Bloomberg MVP Multi-factor ETF (BMVP) at 3.09%. This indicates that MVCAX's price experiences larger fluctuations and is considered to be riskier than BMVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MVCAX | BMVP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.09% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 7.37% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 14.24% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 16.28% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 18.84% | +0.41% |