NDVIX vs. VRTVX
Compare and contrast key facts about MFS New Discovery Value Fund (NDVIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX).
NDVIX is managed by MFS. It was launched on May 26, 2011. VRTVX is managed by Vanguard. It was launched on Jul 13, 2012.
Performance
NDVIX vs. VRTVX - Performance Comparison
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NDVIX vs. VRTVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | -1.01% | 2.38% | 9.34% | 11.20% | -10.79% | 33.58% | 3.65% | 33.65% | -11.13% | 14.54% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 2.26% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Returns By Period
In the year-to-date period, NDVIX achieves a -1.01% return, which is significantly lower than VRTVX's 2.26% return. Both investments have delivered pretty close results over the past 10 years, with NDVIX having a 9.67% annualized return and VRTVX not far behind at 9.30%.
NDVIX
- 1D
- -1.01%
- 1M
- -8.22%
- YTD
- -1.01%
- 6M
- -0.89%
- 1Y
- 7.23%
- 3Y*
- 6.96%
- 5Y*
- 4.64%
- 10Y*
- 9.67%
VRTVX
- 1D
- -0.89%
- 1M
- -6.11%
- YTD
- 2.26%
- 6M
- 5.59%
- 1Y
- 24.85%
- 3Y*
- 12.69%
- 5Y*
- 5.14%
- 10Y*
- 9.30%
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NDVIX vs. VRTVX - Expense Ratio Comparison
NDVIX has a 0.93% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
Return for Risk
NDVIX vs. VRTVX — Risk / Return Rank
NDVIX
VRTVX
NDVIX vs. VRTVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS New Discovery Value Fund (NDVIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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.
| NDVIX | VRTVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 1.13 | -0.77 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.66 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.22 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.60 | -1.22 |
Martin ratioReturn relative to average drawdown | 1.40 | 6.39 | -5.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NDVIX | VRTVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 1.13 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.24 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.39 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.03 |
Correlation
The correlation between NDVIX and VRTVX is 0.97, 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
NDVIX vs. VRTVX - Dividend Comparison
NDVIX's dividend yield for the trailing twelve months is around 10.87%, more than VRTVX's 1.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | 10.87% | 10.76% | 6.57% | 6.24% | 8.27% | 9.36% | 1.93% | 4.80% | 8.09% | 5.14% | 4.40% | 2.70% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.84% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
Drawdowns
NDVIX vs. VRTVX - Drawdown Comparison
The maximum NDVIX drawdown since its inception was -44.03%, roughly equal to the maximum VRTVX drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for NDVIX and VRTVX.
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Drawdown Indicators
| NDVIX | VRTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -45.98% | +1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -13.82% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -26.85% | +1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -44.03% | -45.98% | +1.95% |
Current DrawdownCurrent decline from peak | -10.44% | -7.79% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -7.85% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 3.46% | +0.75% |
Volatility
NDVIX vs. VRTVX - Volatility Comparison
MFS New Discovery Value Fund (NDVIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) have volatilities of 5.66% and 5.74%, 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.
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Volatility by Period
| NDVIX | VRTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 5.74% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 12.88% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 21.95% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 21.76% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 23.68% | -1.89% |