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MVCKX vs. HWMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVCKX vs. HWMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Mid Cap Value Fund Class R6 (MVCKX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). The values are adjusted to include any dividend payments, if applicable.

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MVCKX vs. HWMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVCKX
MFS Mid Cap Value Fund Class R6
-1.12%6.47%6.80%12.92%-8.62%30.93%4.40%31.11%-11.35%13.83%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
5.14%7.87%3.62%19.87%1.63%39.18%0.49%12.97%-19.32%7.69%

Returns By Period

In the year-to-date period, MVCKX achieves a -1.12% return, which is significantly lower than HWMIX's 5.14% return. Both investments have delivered pretty close results over the past 10 years, with MVCKX having a 8.68% annualized return and HWMIX not far ahead at 8.92%.


MVCKX

1D
-0.71%
1M
-8.39%
YTD
-1.12%
6M
0.11%
1Y
8.03%
3Y*
8.06%
5Y*
6.01%
10Y*
8.68%

HWMIX

1D
-0.11%
1M
-3.40%
YTD
5.14%
6M
7.65%
1Y
20.19%
3Y*
11.45%
5Y*
9.65%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MVCKX vs. HWMIX - Expense Ratio Comparison

MVCKX has a 0.62% expense ratio, which is lower than HWMIX's 1.01% expense ratio.


Return for Risk

MVCKX vs. HWMIX — Risk / Return Rank

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

MVCKX
MVCKX Risk / Return Rank: 1717
Overall Rank
MVCKX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MVCKX Sortino Ratio Rank: 1717
Sortino Ratio Rank
MVCKX Omega Ratio Rank: 1616
Omega Ratio Rank
MVCKX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MVCKX Martin Ratio Rank: 2020
Martin Ratio Rank

HWMIX
HWMIX Risk / Return Rank: 4545
Overall Rank
HWMIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HWMIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
HWMIX Omega Ratio Rank: 4848
Omega Ratio Rank
HWMIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
HWMIX Martin Ratio Rank: 4444
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.

MVCKX vs. HWMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Value Fund Class R6 (MVCKX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). 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.


MVCKXHWMIXDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.88

-0.41

Sortino ratio

Return per unit of downside risk

0.79

1.36

-0.56

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.09

Calmar ratio

Return relative to maximum drawdown

0.53

1.11

-0.58

Martin ratio

Return relative to average drawdown

2.13

4.53

-2.40

MVCKX vs. HWMIX - Sharpe Ratio Comparison

The current MVCKX Sharpe Ratio is 0.48, which is lower than the HWMIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of MVCKX and HWMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MVCKXHWMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.88

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.43

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.35

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.47

-0.03

Correlation

The correlation between MVCKX and HWMIX is 0.90, 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

MVCKX vs. HWMIX - Dividend Comparison

MVCKX's dividend yield for the trailing twelve months is around 8.36%, more than HWMIX's 1.32% yield.


TTM20252024202320222021202020192018201720162015
MVCKX
MFS Mid Cap Value Fund Class R6
8.36%8.27%3.87%3.00%5.44%5.88%1.12%2.32%6.65%3.68%0.06%4.87%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
1.32%1.39%1.15%0.28%0.49%1.28%2.25%1.60%2.99%6.72%1.53%14.67%

Drawdowns

MVCKX vs. HWMIX - Drawdown Comparison

The maximum MVCKX drawdown since its inception was -42.75%, smaller than the maximum HWMIX drawdown of -69.84%. Use the drawdown chart below to compare losses from any high point for MVCKX and HWMIX.


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Drawdown Indicators


MVCKXHWMIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.75%

-69.84%

+27.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-16.87%

+3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-25.90%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.75%

-63.21%

+20.46%

Current Drawdown

Current decline from peak

-9.36%

-4.77%

-4.59%

Average Drawdown

Average peak-to-trough decline

-5.30%

-10.89%

+5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

4.14%

-0.74%

Volatility

MVCKX vs. HWMIX - Volatility Comparison

MFS Mid Cap Value Fund Class R6 (MVCKX) has a higher volatility of 4.53% compared to Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) at 3.97%. This indicates that MVCKX's price experiences larger fluctuations and is considered to be riskier than HWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVCKXHWMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

3.97%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

12.35%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

23.86%

-5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

22.33%

-4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

25.61%

-6.24%