MVCAX vs. FGSAX
Compare and contrast key facts about MFS Mid Cap Value Fund (MVCAX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX).
MVCAX is managed by MFS. It was launched on Aug 31, 2001. FGSAX is managed by Federated. It was launched on Aug 23, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVCAX or FGSAX.
Key characteristics
| MVCAX | FGSAX | |
|---|---|---|
| YTD Return | 19.98% | 37.55% |
| 1Y Return | 35.13% | 55.91% |
| 3Y Return (Ann) | 7.54% | -1.06% |
| 5Y Return (Ann) | 11.59% | 8.39% |
| 10Y Return (Ann) | 9.72% | 2.47% |
| Sharpe Ratio | 2.69 | 3.71 |
| Sortino Ratio | 3.82 | 4.87 |
| Omega Ratio | 1.47 | 1.66 |
| Calmar Ratio | 3.36 | 1.48 |
| Martin Ratio | 16.88 | 24.43 |
| Ulcer Index | 2.06% | 2.32% |
| Daily Std Dev | 12.97% | 15.31% |
| Max Drawdown | -59.10% | -68.55% |
| Current Drawdown | -0.78% | -3.90% |
Correlation
The correlation between MVCAX and FGSAX is 0.87, 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. FGSAX - Performance Comparison
In the year-to-date period, MVCAX achieves a 19.98% return, which is significantly lower than FGSAX's 37.55% return. Over the past 10 years, MVCAX has outperformed FGSAX with an annualized return of 9.72%, while FGSAX has yielded a comparatively lower 2.47% 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. FGSAX - Expense Ratio Comparison
MVCAX has a 1.02% expense ratio, which is lower than FGSAX's 1.15% expense ratio.
Risk-Adjusted Performance
MVCAX vs. FGSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). 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. FGSAX - Dividend Comparison
MVCAX's dividend yield for the trailing twelve months is around 1.07%, while FGSAX has not paid dividends to shareholders.
| 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% |
FGSAX Federated Hermes MDT Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.15% | 0.00% |
Drawdowns
MVCAX vs. FGSAX - Drawdown Comparison
The maximum MVCAX drawdown since its inception was -59.10%, smaller than the maximum FGSAX drawdown of -68.55%. Use the drawdown chart below to compare losses from any high point for MVCAX and FGSAX. For additional features, visit the drawdowns tool.
Volatility
MVCAX vs. FGSAX - Volatility Comparison
The current volatility for MFS Mid Cap Value Fund (MVCAX) is 4.10%, while Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a volatility of 5.32%. This indicates that MVCAX experiences smaller price fluctuations and is considered to be less risky than FGSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.