MVCAX vs. FLMVX
Compare and contrast key facts about MFS Mid Cap Value Fund (MVCAX) and JPMorgan Mid Cap Value Fund (FLMVX).
MVCAX is managed by MFS. It was launched on Aug 31, 2001. FLMVX is managed by JPMorgan Chase. It was launched on Nov 13, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVCAX or FLMVX.
Key characteristics
| MVCAX | FLMVX | |
|---|---|---|
| YTD Return | 13.51% | 11.39% |
| 1Y Return | 21.77% | 21.39% |
| 3Y Return (Ann) | 8.10% | 7.04% |
| 5Y Return (Ann) | 10.87% | 9.53% |
| 10Y Return (Ann) | 9.09% | 8.42% |
| Sharpe Ratio | 1.72 | 1.73 |
| Daily Std Dev | 13.56% | 13.20% |
| Max Drawdown | -59.10% | -54.87% |
| Current Drawdown | -1.20% | -1.23% |
Correlation
The correlation between MVCAX and FLMVX 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. FLMVX - Performance Comparison
In the year-to-date period, MVCAX achieves a 13.51% return, which is significantly higher than FLMVX's 11.39% return. Over the past 10 years, MVCAX has outperformed FLMVX with an annualized return of 9.09%, while FLMVX has yielded a comparatively lower 8.42% 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. FLMVX - Expense Ratio Comparison
MVCAX has a 1.02% expense ratio, which is higher than FLMVX's 0.75% expense ratio.
Risk-Adjusted Performance
MVCAX vs. FLMVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and JPMorgan Mid Cap Value Fund (FLMVX). 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. FLMVX - Dividend Comparison
MVCAX's dividend yield for the trailing twelve months is around 2.41%, less than FLMVX's 5.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVCAX MFS Mid Cap Value Fund | 2.41% | 2.73% | 5.22% | 5.70% | 0.80% | 2.03% | 6.36% | 3.36% | 1.18% | 4.59% | 7.08% | 5.85% |
FLMVX JPMorgan Mid Cap Value Fund | 5.45% | 6.07% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% | 8.60% | 5.01% |
Drawdowns
MVCAX vs. FLMVX - Drawdown Comparison
The maximum MVCAX drawdown since its inception was -59.10%, which is greater than FLMVX's maximum drawdown of -54.87%. Use the drawdown chart below to compare losses from any high point for MVCAX and FLMVX. For additional features, visit the drawdowns tool.
Volatility
MVCAX vs. FLMVX - Volatility Comparison
MFS Mid Cap Value Fund (MVCAX) has a higher volatility of 3.88% compared to JPMorgan Mid Cap Value Fund (FLMVX) at 3.38%. This indicates that MVCAX's price experiences larger fluctuations and is considered to be riskier than FLMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.