MVCAX vs. JVMIX

In the year-to-date period, MVCAX achieves a -2.12% return, which is significantly lower than JVMIX's 1.97% return. Over the past 10 years, MVCAX has outperformed JVMIX with an annualized return of 8.02%, while JVMIX has yielded a comparatively lower 3.45% annualized return.

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MVCAX has a 1.02% expense ratio, which is higher than JVMIX's 0.87% expense ratio.

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.

The current MVCAX Sharpe Ratio is 0.22, which is higher than the JVMIX Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of MVCAX and JVMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MVCAX's dividend yield for the trailing twelve months is around 11.22%, less than JVMIX's 11.82% yield.

The maximum MVCAX drawdown since its inception was -59.47%, 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.

MFS Mid Cap Value Fund (MVCAX) and John Hancock Funds Disciplined Value Mid Cap Fund Class I (JVMIX) have volatilities of 5.33% and 5.36%, 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.