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

Performance

MVCAX vs. RGAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Mid Cap Value Fund (MVCAX) and American Funds The Growth Fund of America Class R-6 (RGAGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.49%
11.78%
MVCAX
RGAGX

Returns By Period

In the year-to-date period, MVCAX achieves a 18.30% return, which is significantly lower than RGAGX's 27.46% return. Over the past 10 years, MVCAX has underperformed RGAGX with an annualized return of 9.40%, while RGAGX has yielded a comparatively higher 14.05% annualized return.


MVCAX

YTD

18.30%

1M

-0.31%

6M

8.42%

1Y

28.48%

5Y (annualized)

11.39%

10Y (annualized)

9.40%

RGAGX

YTD

27.46%

1M

1.16%

6M

11.89%

1Y

37.44%

5Y (annualized)

16.13%

10Y (annualized)

14.05%

Key characteristics


MVCAXRGAGX
Sharpe Ratio2.312.52
Sortino Ratio3.273.31
Omega Ratio1.401.46
Calmar Ratio4.162.55
Martin Ratio14.1016.34
Ulcer Index2.08%2.33%
Daily Std Dev12.70%15.10%
Max Drawdown-59.10%-36.19%
Current Drawdown-2.16%-2.58%

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MVCAX vs. RGAGX - Expense Ratio Comparison

MVCAX has a 1.02% expense ratio, which is higher than RGAGX's 0.30% 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 RGAGX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Correlation

-0.50.00.51.00.8

The correlation between MVCAX and RGAGX is 0.83, 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. RGAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and American Funds The Growth Fund of America Class R-6 (RGAGX). 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 2.31, compared to the broader market0.002.004.002.312.52
The chart of Sortino ratio for MVCAX, currently valued at 3.27, compared to the broader market0.005.0010.003.273.31
The chart of Omega ratio for MVCAX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.46
The chart of Calmar ratio for MVCAX, currently valued at 4.16, compared to the broader market0.005.0010.0015.0020.0025.004.162.55
The chart of Martin ratio for MVCAX, currently valued at 14.10, compared to the broader market0.0020.0040.0060.0080.00100.0014.1016.34
MVCAX
RGAGX

The current MVCAX Sharpe Ratio is 2.31, which is comparable to the RGAGX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of MVCAX and RGAGX, 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
2.31
2.52
MVCAX
RGAGX

Dividends

MVCAX vs. RGAGX - Dividend Comparison

MVCAX's dividend yield for the trailing twelve months is around 1.08%, more than RGAGX's 0.70% 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%
RGAGX
American Funds The Growth Fund of America Class R-6
0.70%0.89%0.72%0.40%0.53%1.26%1.09%0.82%0.93%1.00%10.99%7.70%

Drawdowns

MVCAX vs. RGAGX - Drawdown Comparison

The maximum MVCAX drawdown since its inception was -59.10%, which is greater than RGAGX's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for MVCAX and RGAGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.16%
-2.58%
MVCAX
RGAGX

Volatility

MVCAX vs. RGAGX - Volatility Comparison

The current volatility for MFS Mid Cap Value Fund (MVCAX) is 4.23%, while American Funds The Growth Fund of America Class R-6 (RGAGX) has a volatility of 4.78%. This indicates that MVCAX experiences smaller price fluctuations and is considered to be less risky than RGAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.23%
4.78%
MVCAX
RGAGX