MVCAX vs. FSPSX
Compare and contrast key facts about MFS Mid Cap Value Fund (MVCAX) and Fidelity International Index Fund (FSPSX).
MVCAX is managed by MFS. It was launched on Aug 31, 2001. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVCAX or FSPSX.
Performance
MVCAX vs. FSPSX - Performance Comparison
Returns By Period
In the year-to-date period, MVCAX achieves a 21.39% return, which is significantly higher than FSPSX's 4.83% return. Over the past 10 years, MVCAX has outperformed FSPSX with an annualized return of 9.63%, while FSPSX has yielded a comparatively lower 5.07% annualized return.
MVCAX
21.39%
3.81%
12.31%
31.09%
11.93%
9.63%
FSPSX
4.83%
-2.87%
-2.39%
11.23%
5.86%
5.07%
Key characteristics
| MVCAX | FSPSX | |
|---|---|---|
| Sharpe Ratio | 2.43 | 0.90 |
| Sortino Ratio | 3.44 | 1.31 |
| Omega Ratio | 1.42 | 1.16 |
| Calmar Ratio | 4.68 | 1.27 |
| Martin Ratio | 14.88 | 3.85 |
| Ulcer Index | 2.09% | 2.92% |
| Daily Std Dev | 12.78% | 12.48% |
| Max Drawdown | -59.10% | -33.69% |
| Current Drawdown | 0.00% | -8.29% |
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MVCAX vs. FSPSX - Expense Ratio Comparison
MVCAX has a 1.02% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Correlation
The correlation between MVCAX and FSPSX is 0.74, 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. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and Fidelity International Index Fund (FSPSX). 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. FSPSX - Dividend Comparison
MVCAX's dividend yield for the trailing twelve months is around 1.05%, less than FSPSX's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVCAX MFS Mid Cap Value Fund | 1.05% | 1.28% | 1.40% | 0.92% | 0.80% | 0.91% | 0.96% | 0.42% | 1.12% | 0.31% | 7.08% | 5.85% |
FSPSX Fidelity International Index Fund | 3.03% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
Drawdowns
MVCAX vs. FSPSX - Drawdown Comparison
The maximum MVCAX drawdown since its inception was -59.10%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for MVCAX and FSPSX. For additional features, visit the drawdowns tool.
Volatility
MVCAX vs. FSPSX - Volatility Comparison
MFS Mid Cap Value Fund (MVCAX) has a higher volatility of 4.44% compared to Fidelity International Index Fund (FSPSX) at 3.71%. This indicates that MVCAX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.