MVCAX vs. FASEX
Compare and contrast key facts about MFS Mid Cap Value Fund (MVCAX) and Nuveen Mid Cap Value Fund (FASEX).
MVCAX is managed by MFS. It was launched on Aug 31, 2001. FASEX is managed by Nuveen. It was launched on Dec 22, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVCAX or FASEX.
Key characteristics
| MVCAX | FASEX | |
|---|---|---|
| YTD Return | 20.15% | 17.10% |
| 1Y Return | 36.58% | 28.12% |
| 3Y Return (Ann) | 7.68% | 2.27% |
| 5Y Return (Ann) | 11.56% | 8.71% |
| 10Y Return (Ann) | 9.69% | 6.24% |
| Sharpe Ratio | 2.74 | 1.85 |
| Sortino Ratio | 3.90 | 2.61 |
| Omega Ratio | 1.48 | 1.33 |
| Calmar Ratio | 3.18 | 1.60 |
| Martin Ratio | 17.26 | 11.32 |
| Ulcer Index | 2.06% | 2.39% |
| Daily Std Dev | 13.00% | 14.62% |
| Max Drawdown | -59.10% | -58.65% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between MVCAX and FASEX is 0.96, 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
MVCAX vs. FASEX - Performance Comparison
In the year-to-date period, MVCAX achieves a 20.15% return, which is significantly higher than FASEX's 17.10% return. Over the past 10 years, MVCAX has outperformed FASEX with an annualized return of 9.69%, while FASEX has yielded a comparatively lower 6.24% 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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MVCAX vs. FASEX - Expense Ratio Comparison
MVCAX has a 1.02% expense ratio, which is lower than FASEX's 1.16% expense ratio.
Risk-Adjusted Performance
MVCAX vs. FASEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and Nuveen Mid Cap Value Fund (FASEX). 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. FASEX - Dividend Comparison
MVCAX's dividend yield for the trailing twelve months is around 1.07%, more than FASEX's 0.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVCAX MFS Mid Cap Value Fund | 1.07% | 1.28% | 1.40% | 0.92% | 0.80% | 0.91% | 0.96% | 0.42% | 1.12% | 0.31% | 7.08% | 5.85% |
FASEX Nuveen Mid Cap Value Fund | 0.82% | 0.96% | 1.13% | 0.63% | 1.05% | 0.89% | 0.26% | 0.63% | 0.86% | 0.28% | 0.84% | 0.48% |
Drawdowns
MVCAX vs. FASEX - Drawdown Comparison
The maximum MVCAX drawdown since its inception was -59.10%, roughly equal to the maximum FASEX drawdown of -58.65%. Use the drawdown chart below to compare losses from any high point for MVCAX and FASEX. For additional features, visit the drawdowns tool.
Volatility
MVCAX vs. FASEX - Volatility Comparison
The current volatility for MFS Mid Cap Value Fund (MVCAX) is 4.11%, while Nuveen Mid Cap Value Fund (FASEX) has a volatility of 5.36%. This indicates that MVCAX experiences smaller price fluctuations and is considered to be less risky than FASEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.