OTCAX vs. DIA
OTCAX (MFS Mid Cap Growth Fund) and DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) are both funds - OTCAX is a Mid Cap Growth Equities fund managed by MFS, while DIA is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average. Over the past 10 years, OTCAX returned 11.54%/yr vs 13.26%/yr for DIA. Their 0.74 correlation means they have sometimes moved together and sometimes differently. OTCAX charges 1.00%/yr vs 0.16%/yr for DIA.
Performance
OTCAX vs. DIA - Performance Comparison
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Returns By Period
In the year-to-date period, OTCAX achieves a 2.18% return, which is significantly lower than DIA's 9.95% return. Over the past 10 years, OTCAX has underperformed DIA with an annualized return of 11.54%, while DIA has yielded a comparatively higher 13.26% annualized return.
OTCAX
- 1D
- 2.10%
- 1M
- -3.22%
- 6M
- 2.83%
- YTD
- 2.18%
- 1Y
- -1.26%
- 3Y*
- 11.20%
- 5Y*
- 3.22%
- 10Y*
- 11.54%
- ALL TIME*
- 8.63%
DIA
- 1D
- 0.54%
- 1M
- -0.65%
- 6M
- 8.01%
- YTD
- 9.95%
- 1Y
- 22.15%
- 3Y*
- 15.63%
- 5Y*
- 10.36%
- 10Y*
- 13.26%
- ALL TIME*
- 9.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.05B | $1.95B | $2.38B | |
| $0.00 | $0.00 | $0.00 |
OTCAX vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTCAX MFS Mid Cap Growth Fund | 2.18% | 3.32% | 23.47% | 21.00% | -28.53% | 13.66% | 35.34% | 37.43% | 0.82% | 25.95% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 9.95% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
Correlation
The correlation between OTCAX and DIA is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 1998 | 0.74 |
The correlation between OTCAX and DIA has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.
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Return for Risk
OTCAX vs. DIA — Risk / Return Rank
OTCAX
DIA
OTCAX vs. DIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund (OTCAX) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OTCAX | DIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 2.12 | -2.31 |
| Martin ratioReturn relative to average drawdown | -0.46 | 8.21 | -8.67 |
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Drawdowns
OTCAX vs. DIA - Drawdown Comparison
The maximum OTCAX drawdown since its inception was -74.39%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for OTCAX and DIA.
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Drawdown Indicators
| OTCAX | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.39% | -51.87% | -22.52% |
Max Drawdown (1Y)Largest decline over 1 year | -16.46% | -9.76% | -6.70% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -15.95% | -5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -36.85% | -20.76% | -16.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.85% | -36.70% | -0.15% |
Current DrawdownCurrent decline from peak | -5.51% | -1.06% | -4.45% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -7.11% | -15.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 2.52% | +4.08% |
Volatility
OTCAX vs. DIA - Volatility Comparison
MFS Mid Cap Growth Fund (OTCAX) has a higher volatility of 4.82% compared to State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) at 3.74%. This indicates that OTCAX's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTCAX | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.74% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.58% | 9.82% | +4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.73% | 12.52% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 14.83% | +5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 17.53% | +2.49% |
OTCAX vs. DIA - Expense Ratio Comparison
OTCAX has a 1.00% expense ratio, which is higher than DIA's 0.16% expense ratio.
Dividends
OTCAX vs. DIA - Dividend Comparison
OTCAX's dividend yield for the trailing twelve months is around 16.40%, more than DIA's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.37% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
OTCAX MFS Mid Cap Growth Fund | 16.40% | 16.76% | 15.59% | 0.00% | 0.00% | 3.64% | 0.83% | 0.86% | 4.70% | 8.80% | 5.67% | 2.84% |
Frequently Asked Questions
OTCAX and DIA have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OTCAX has higher volatility (4.82%) compared to DIA (3.74%). In terms of maximum drawdown, OTCAX dropped -74.39% vs DIA's -51.87%.
DIA currently has the higher Sharpe Ratio (1.66 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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