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OTCAX vs. ACMVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OTCAX and ACMVX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

OTCAX vs. ACMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Mid Cap Growth Fund (OTCAX) and American Century Mid Cap Value Fund (ACMVX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
248.27%
559.77%
OTCAX
ACMVX

Key characteristics

Sharpe Ratio

OTCAX:

-0.10

ACMVX:

0.31

Sortino Ratio

OTCAX:

0.02

ACMVX:

0.54

Omega Ratio

OTCAX:

1.00

ACMVX:

1.07

Calmar Ratio

OTCAX:

-0.08

ACMVX:

0.32

Martin Ratio

OTCAX:

-0.24

ACMVX:

1.15

Ulcer Index

OTCAX:

9.44%

ACMVX:

4.03%

Daily Std Dev

OTCAX:

23.14%

ACMVX:

14.83%

Max Drawdown

OTCAX:

-73.07%

ACMVX:

-51.19%

Current Drawdown

OTCAX:

-18.40%

ACMVX:

-8.28%

Returns By Period

In the year-to-date period, OTCAX achieves a -5.44% return, which is significantly lower than ACMVX's -2.09% return. Over the past 10 years, OTCAX has underperformed ACMVX with an annualized return of 6.23%, while ACMVX has yielded a comparatively higher 7.61% annualized return.


OTCAX

YTD

-5.44%

1M

-3.34%

6M

-10.15%

1Y

-4.27%

5Y*

6.93%

10Y*

6.23%

ACMVX

YTD

-2.09%

1M

-3.80%

6M

-4.20%

1Y

3.82%

5Y*

12.56%

10Y*

7.61%

*Annualized

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OTCAX vs. ACMVX - Expense Ratio Comparison

OTCAX has a 1.00% expense ratio, which is higher than ACMVX's 0.97% expense ratio.


Expense ratio chart for OTCAX: current value is 1.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OTCAX: 1.00%
Expense ratio chart for ACMVX: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACMVX: 0.97%

Risk-Adjusted Performance

OTCAX vs. ACMVX — Risk-Adjusted Performance Rank

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

OTCAX
The Risk-Adjusted Performance Rank of OTCAX is 1919
Overall Rank
The Sharpe Ratio Rank of OTCAX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of OTCAX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of OTCAX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of OTCAX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of OTCAX is 1919
Martin Ratio Rank

ACMVX
The Risk-Adjusted Performance Rank of ACMVX is 4545
Overall Rank
The Sharpe Ratio Rank of ACMVX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMVX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ACMVX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ACMVX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ACMVX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OTCAX vs. ACMVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund (OTCAX) and American Century Mid Cap Value Fund (ACMVX). 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.


The chart of Sharpe ratio for OTCAX, currently valued at -0.10, compared to the broader market-1.000.001.002.003.00
OTCAX: -0.10
ACMVX: 0.31
The chart of Sortino ratio for OTCAX, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.00
OTCAX: 0.02
ACMVX: 0.54
The chart of Omega ratio for OTCAX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
OTCAX: 1.00
ACMVX: 1.07
The chart of Calmar ratio for OTCAX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.00
OTCAX: -0.08
ACMVX: 0.32
The chart of Martin ratio for OTCAX, currently valued at -0.24, compared to the broader market0.0010.0020.0030.0040.0050.00
OTCAX: -0.24
ACMVX: 1.15

The current OTCAX Sharpe Ratio is -0.10, which is lower than the ACMVX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of OTCAX and ACMVX, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.10
0.31
OTCAX
ACMVX

Dividends

OTCAX vs. ACMVX - Dividend Comparison

OTCAX has not paid dividends to shareholders, while ACMVX's dividend yield for the trailing twelve months is around 8.87%.


TTM20242023202220212020201920182017201620152014
OTCAX
MFS Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%7.09%
ACMVX
American Century Mid Cap Value Fund
8.87%8.76%5.24%15.00%15.95%1.83%1.46%14.51%9.49%4.05%11.06%11.12%

Drawdowns

OTCAX vs. ACMVX - Drawdown Comparison

The maximum OTCAX drawdown since its inception was -73.07%, which is greater than ACMVX's maximum drawdown of -51.19%. Use the drawdown chart below to compare losses from any high point for OTCAX and ACMVX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.40%
-8.28%
OTCAX
ACMVX

Volatility

OTCAX vs. ACMVX - Volatility Comparison

MFS Mid Cap Growth Fund (OTCAX) has a higher volatility of 14.12% compared to American Century Mid Cap Value Fund (ACMVX) at 10.19%. This indicates that OTCAX's price experiences larger fluctuations and is considered to be riskier than ACMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.12%
10.19%
OTCAX
ACMVX