PortfoliosLab logoPortfoliosLab logo
MVCAX vs. MEIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVCAX vs. MEIIX - Performance Comparison

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

Loading graphics...

MVCAX vs. MEIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVCAX
MFS Mid Cap Value Fund
1.03%6.09%13.57%12.51%-8.96%30.43%4.03%30.57%-11.69%13.37%
MEIIX
MFS Value Fund Class I
1.07%13.26%11.86%8.21%-6.02%25.43%3.99%30.04%-9.90%17.20%

Returns By Period

The year-to-date returns for both investments are quite close, with MVCAX having a 1.03% return and MEIIX slightly higher at 1.07%. Over the past 10 years, MVCAX has underperformed MEIIX with an annualized return of 9.26%, while MEIIX has yielded a comparatively higher 9.90% annualized return.


MVCAX

1D
2.26%
1M
-6.47%
YTD
1.03%
6M
2.16%
1Y
9.98%
3Y*
10.87%
5Y*
7.27%
10Y*
9.26%

MEIIX

1D
1.65%
1M
-5.02%
YTD
1.07%
6M
3.60%
1Y
10.36%
3Y*
12.03%
5Y*
8.36%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MVCAX vs. MEIIX - Expense Ratio Comparison

MVCAX has a 1.02% expense ratio, which is higher than MEIIX's 0.55% expense ratio.


Return for Risk

MVCAX vs. MEIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MVCAX
MVCAX Risk / Return Rank: 2121
Overall Rank
MVCAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MVCAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
MVCAX Omega Ratio Rank: 1818
Omega Ratio Rank
MVCAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MVCAX Martin Ratio Rank: 2727
Martin Ratio Rank

MEIIX
MEIIX Risk / Return Rank: 3131
Overall Rank
MEIIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MEIIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MEIIX Omega Ratio Rank: 2525
Omega Ratio Rank
MEIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MEIIX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MVCAX vs. MEIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and MFS Value Fund Class I (MEIIX). 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.


MVCAXMEIIXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.69

-0.14

Sortino ratio

Return per unit of downside risk

0.89

1.03

-0.14

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.80

1.02

-0.22

Martin ratio

Return relative to average drawdown

3.14

4.48

-1.34

MVCAX vs. MEIIX - Sharpe Ratio Comparison

The current MVCAX Sharpe Ratio is 0.54, which is comparable to the MEIIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MVCAX and MEIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MVCAXMEIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.69

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.60

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.60

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.56

-0.13

Correlation

The correlation between MVCAX and MEIIX is 0.92, 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.


Dividends

MVCAX vs. MEIIX - Dividend Comparison

MVCAX's dividend yield for the trailing twelve months is around 8.12%, less than MEIIX's 9.62% yield.


TTM20252024202320222021202020192018201720162015
MVCAX
MFS Mid Cap Value Fund
8.12%8.21%10.99%2.73%5.22%5.70%0.80%2.03%6.36%3.36%0.07%4.59%
MEIIX
MFS Value Fund Class I
9.62%9.52%9.30%8.41%7.58%3.32%2.63%3.17%3.62%4.04%2.91%5.97%

Drawdowns

MVCAX vs. MEIIX - Drawdown Comparison

The maximum MVCAX drawdown since its inception was -60.41%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MVCAX and MEIIX.


Loading graphics...

Drawdown Indicators


MVCAXMEIIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.41%

-52.64%

-7.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.55%

-11.10%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

-17.58%

-3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-36.70%

-6.09%

Current Drawdown

Current decline from peak

-7.35%

-5.02%

-2.33%

Average Drawdown

Average peak-to-trough decline

-8.17%

-6.58%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.53%

+0.92%

Volatility

MVCAX vs. MEIIX - Volatility Comparison

MFS Mid Cap Value Fund (MVCAX) has a higher volatility of 5.22% compared to MFS Value Fund Class I (MEIIX) at 3.64%. This indicates that MVCAX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MVCAXMEIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

3.64%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

7.85%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

14.83%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

13.92%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

16.56%

+2.69%