MVCAX vs. JVMIX
Compare and contrast key facts about MFS Mid Cap Value Fund (MVCAX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX).
MVCAX is managed by MFS. It was launched on Aug 31, 2001. JVMIX is managed by John Hancock. It was launched on Jun 2, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVCAX or JVMIX.
Performance
MVCAX vs. JVMIX - Performance Comparison
Returns By Period
In the year-to-date period, MVCAX achieves a 18.04% return, which is significantly higher than JVMIX's 14.40% return. Over the past 10 years, MVCAX has underperformed JVMIX with an annualized return of 9.37%, while JVMIX has yielded a comparatively higher 9.84% annualized return.
MVCAX
18.04%
-0.54%
8.24%
27.87%
11.37%
9.37%
JVMIX
14.40%
-0.16%
6.64%
23.85%
11.59%
9.84%
Key characteristics
| MVCAX | JVMIX | |
|---|---|---|
| Sharpe Ratio | 2.22 | 1.74 |
| Sortino Ratio | 3.16 | 2.47 |
| Omega Ratio | 1.38 | 1.31 |
| Calmar Ratio | 4.00 | 3.68 |
| Martin Ratio | 13.52 | 8.49 |
| Ulcer Index | 2.08% | 2.85% |
| Daily Std Dev | 12.68% | 13.96% |
| Max Drawdown | -59.10% | -66.36% |
| Current Drawdown | -2.38% | -2.94% |
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MVCAX vs. JVMIX - Expense Ratio Comparison
MVCAX has a 1.02% expense ratio, which is higher than JVMIX's 0.87% expense ratio.
Correlation
The correlation between MVCAX and JVMIX 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. JVMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX). 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. JVMIX - Dividend Comparison
MVCAX's dividend yield for the trailing twelve months is around 1.08%, more than JVMIX's 0.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JVMIX John Hancock Funds Disciplined Value Mid Cap Fund Class I | 0.83% | 0.95% | 1.03% | 0.51% | 0.80% | 0.86% | 1.04% | 0.52% | 0.91% | 0.61% | 0.53% | 0.45% |
Drawdowns
MVCAX vs. JVMIX - Drawdown Comparison
The maximum MVCAX drawdown since its inception was -59.10%, smaller than the maximum JVMIX drawdown of -66.36%. Use the drawdown chart below to compare losses from any high point for MVCAX and JVMIX. For additional features, visit the drawdowns tool.
Volatility
MVCAX vs. JVMIX - Volatility Comparison
The current volatility for MFS Mid Cap Value Fund (MVCAX) is 4.13%, while John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) has a volatility of 4.94%. This indicates that MVCAX experiences smaller price fluctuations and is considered to be less risky than JVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.