MVCAX vs. VITAX
Compare and contrast key facts about MFS Mid Cap Value Fund (MVCAX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
MVCAX is managed by MFS. It was launched on Aug 31, 2001. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVCAX or VITAX.
Key characteristics
| MVCAX | VITAX | |
|---|---|---|
| YTD Return | 20.15% | 29.68% |
| 1Y Return | 36.58% | 44.77% |
| 3Y Return (Ann) | 7.68% | 12.43% |
| 5Y Return (Ann) | 11.56% | 23.14% |
| 10Y Return (Ann) | 9.69% | 21.13% |
| Sharpe Ratio | 2.74 | 2.06 |
| Sortino Ratio | 3.90 | 2.64 |
| Omega Ratio | 1.48 | 1.36 |
| Calmar Ratio | 3.18 | 2.88 |
| Martin Ratio | 17.26 | 10.37 |
| Ulcer Index | 2.06% | 4.23% |
| Daily Std Dev | 13.00% | 21.32% |
| Max Drawdown | -59.10% | -54.81% |
| Current Drawdown | 0.00% | -0.13% |
Correlation
The correlation between MVCAX and VITAX is 0.75, 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.
Performance
MVCAX vs. VITAX - Performance Comparison
In the year-to-date period, MVCAX achieves a 20.15% return, which is significantly lower than VITAX's 29.68% return. Over the past 10 years, MVCAX has underperformed VITAX with an annualized return of 9.69%, while VITAX has yielded a comparatively higher 21.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MVCAX vs. VITAX - Expense Ratio Comparison
MVCAX has a 1.02% expense ratio, which is higher than VITAX's 0.10% expense ratio.
Risk-Adjusted Performance
MVCAX vs. VITAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund (MVCAX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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. VITAX - Dividend Comparison
MVCAX's dividend yield for the trailing twelve months is around 1.07%, more than VITAX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVCAX MFS Mid Cap Value Fund | 1.07% | 1.28% | 1.40% | 0.92% | 0.80% | 0.91% | 0.96% | 0.42% | 1.12% | 0.31% | 7.08% | 5.85% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
MVCAX vs. VITAX - Drawdown Comparison
The maximum MVCAX drawdown since its inception was -59.10%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for MVCAX and VITAX. For additional features, visit the drawdowns tool.
Volatility
MVCAX vs. VITAX - Volatility Comparison
The current volatility for MFS Mid Cap Value Fund (MVCAX) is 4.11%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.33%. This indicates that MVCAX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.