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MVCAX vs. FLMVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

MVCAX vs. FLMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Mid Cap Value Fund (MVCAX) and JPMorgan Mid Cap Value Fund (FLMVX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-4.00%
-2.54%
MVCAX
FLMVX

Key characteristics

Sharpe Ratio

MVCAX:

0.24

FLMVX:

0.22

Sortino Ratio

MVCAX:

0.39

FLMVX:

0.37

Omega Ratio

MVCAX:

1.06

FLMVX:

1.06

Calmar Ratio

MVCAX:

0.23

FLMVX:

0.14

Martin Ratio

MVCAX:

1.08

FLMVX:

0.95

Ulcer Index

MVCAX:

3.58%

FLMVX:

3.72%

Daily Std Dev

MVCAX:

16.36%

FLMVX:

15.76%

Max Drawdown

MVCAX:

-59.10%

FLMVX:

-59.54%

Current Drawdown

MVCAX:

-15.99%

FLMVX:

-20.86%

Returns By Period

In the year-to-date period, MVCAX achieves a 3.05% return, which is significantly higher than FLMVX's 2.73% return. Over the past 10 years, MVCAX has outperformed FLMVX with an annualized return of 7.62%, while FLMVX has yielded a comparatively lower 0.88% annualized return.


MVCAX

YTD

3.05%

1M

-15.11%

6M

-4.00%

1Y

3.54%

5Y*

7.51%

10Y*

7.62%

FLMVX

YTD

2.73%

1M

-15.46%

6M

-2.53%

1Y

3.19%

5Y*

-0.43%

10Y*

0.88%

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. FLMVX - Expense Ratio Comparison

MVCAX has a 1.02% expense ratio, which is higher than FLMVX's 0.75% expense ratio.


MVCAX
MFS Mid Cap Value Fund
Expense ratio chart for MVCAX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for FLMVX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

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.


Sharpe ratio
The chart of Sharpe ratio for MVCAX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.000.240.22
The chart of Sortino ratio for MVCAX, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.0010.000.390.37
The chart of Omega ratio for MVCAX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.06
The chart of Calmar ratio for MVCAX, currently valued at 0.23, compared to the broader market0.002.004.006.008.0010.0012.000.230.14
The chart of Martin ratio for MVCAX, currently valued at 1.08, compared to the broader market0.0020.0040.0060.001.080.95
MVCAX
FLMVX

The current MVCAX Sharpe Ratio is 0.24, which is comparable to the FLMVX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of MVCAX and FLMVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.24
0.22
MVCAX
FLMVX

Dividends

MVCAX vs. FLMVX - Dividend Comparison

Neither MVCAX nor FLMVX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MVCAX
MFS Mid Cap Value Fund
0.00%1.28%1.40%0.92%0.80%0.91%0.96%0.42%1.12%0.31%7.08%5.85%
FLMVX
JPMorgan Mid Cap Value Fund
0.00%1.32%1.25%0.81%1.22%1.30%1.75%0.91%0.87%0.93%1.08%0.87%

Drawdowns

MVCAX vs. FLMVX - Drawdown Comparison

The maximum MVCAX drawdown since its inception was -59.10%, roughly equal to the maximum FLMVX drawdown of -59.54%. Use the drawdown chart below to compare losses from any high point for MVCAX and FLMVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.99%
-20.86%
MVCAX
FLMVX

Volatility

MVCAX vs. FLMVX - Volatility Comparison

MFS Mid Cap Value Fund (MVCAX) has a higher volatility of 11.29% compared to JPMorgan Mid Cap Value Fund (FLMVX) at 10.71%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.29%
10.71%
MVCAX
FLMVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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