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

Performance

MVCAX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Mid Cap Value Fund (MVCAX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.55%
13.06%
MVCAX
FXAIX

Returns By Period

In the year-to-date period, MVCAX achieves a 18.40% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, MVCAX has underperformed FXAIX with an annualized return of 9.40%, while FXAIX has yielded a comparatively higher 13.04% annualized return.


MVCAX

YTD

18.40%

1M

0.71%

6M

9.18%

1Y

28.59%

5Y (annualized)

11.39%

10Y (annualized)

9.40%

FXAIX

YTD

25.57%

1M

1.18%

6M

12.23%

1Y

32.20%

5Y (annualized)

15.59%

10Y (annualized)

13.04%

Key characteristics


MVCAXFXAIX
Sharpe Ratio2.232.61
Sortino Ratio3.173.49
Omega Ratio1.381.49
Calmar Ratio4.013.78
Martin Ratio13.5417.01
Ulcer Index2.09%1.88%
Daily Std Dev12.68%12.24%
Max Drawdown-59.10%-33.79%
Current Drawdown-2.08%-1.35%

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MVCAX vs. FXAIX - Expense Ratio Comparison

MVCAX has a 1.02% expense ratio, which is higher than FXAIX's 0.02% 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 FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.9

The correlation between MVCAX and FXAIX is 0.88, 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. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and Fidelity 500 Index Fund (FXAIX). 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 2.23, compared to the broader market-1.000.001.002.003.004.005.002.232.61
The chart of Sortino ratio for MVCAX, currently valued at 3.17, compared to the broader market0.005.0010.003.173.49
The chart of Omega ratio for MVCAX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.49
The chart of Calmar ratio for MVCAX, currently valued at 4.01, compared to the broader market0.005.0010.0015.0020.0025.004.013.78
The chart of Martin ratio for MVCAX, currently valued at 13.54, compared to the broader market0.0020.0040.0060.0080.00100.0013.5417.01
MVCAX
FXAIX

The current MVCAX Sharpe Ratio is 2.23, which is comparable to the FXAIX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of MVCAX and FXAIX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.23
2.61
MVCAX
FXAIX

Dividends

MVCAX vs. FXAIX - Dividend Comparison

MVCAX's dividend yield for the trailing twelve months is around 1.08%, less than FXAIX's 1.23% yield.


TTM20232022202120202019201820172016201520142013
MVCAX
MFS Mid Cap Value Fund
1.08%1.28%1.40%0.92%0.80%0.91%0.96%0.42%1.12%0.31%7.08%5.85%
FXAIX
Fidelity 500 Index Fund
1.23%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

MVCAX vs. FXAIX - Drawdown Comparison

The maximum MVCAX drawdown since its inception was -59.10%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for MVCAX and FXAIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.08%
-1.35%
MVCAX
FXAIX

Volatility

MVCAX vs. FXAIX - Volatility Comparison

MFS Mid Cap Value Fund (MVCAX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.11% and 4.06%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.11%
4.06%
MVCAX
FXAIX