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.
Performance
MVCAX vs. FLMVX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with MVCAX having a 20.25% return and FLMVX slightly higher at 20.37%. Over the past 10 years, MVCAX has outperformed FLMVX with an annualized return of 9.52%, while FLMVX has yielded a comparatively lower 2.02% annualized return.
MVCAX
20.25%
2.72%
12.27%
29.86%
11.73%
9.52%
FLMVX
20.37%
3.97%
14.41%
24.07%
2.68%
2.02%
Key characteristics
| MVCAX | FLMVX | |
|---|---|---|
| Sharpe Ratio | 2.40 | 1.98 |
| Sortino Ratio | 3.39 | 2.77 |
| Omega Ratio | 1.41 | 1.35 |
| Calmar Ratio | 4.60 | 0.98 |
| Martin Ratio | 14.65 | 9.56 |
| Ulcer Index | 2.09% | 2.59% |
| Daily Std Dev | 12.76% | 12.50% |
| Max Drawdown | -59.10% | -59.54% |
| Current Drawdown | -0.55% | -7.26% |
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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.
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.
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 1.06%, less than FLMVX's 1.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVCAX MFS Mid Cap Value Fund | 1.06% | 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 | 1.10% | 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.
Volatility
MVCAX vs. FLMVX - Volatility Comparison
MFS Mid Cap Value Fund (MVCAX) and JPMorgan Mid Cap Value Fund (FLMVX) have volatilities of 4.36% and 4.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.