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OTCAX vs. FGSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OTCAX vs. FGSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Mid Cap Growth Fund (OTCAX) and Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX). The values are adjusted to include any dividend payments, if applicable.

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OTCAX vs. FGSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OTCAX
MFS Mid Cap Growth Fund
-9.66%3.32%23.47%21.00%-28.53%13.66%35.34%37.43%0.82%25.95%
FGSIX
Federated MDT Mid Cap Growth Fund Institutional Shares
-9.48%10.87%33.37%27.44%-24.39%22.77%35.86%28.34%-3.00%24.70%

Returns By Period

The year-to-date returns for both investments are quite close, with OTCAX having a -9.66% return and FGSIX slightly higher at -9.48%. Over the past 10 years, OTCAX has underperformed FGSIX with an annualized return of 10.81%, while FGSIX has yielded a comparatively higher 13.82% annualized return.


OTCAX

1D
-1.00%
1M
-9.59%
YTD
-9.66%
6M
-14.39%
1Y
-0.58%
3Y*
9.09%
5Y*
3.04%
10Y*
10.81%

FGSIX

1D
-0.80%
1M
-9.33%
YTD
-9.48%
6M
-11.71%
1Y
8.47%
3Y*
15.84%
5Y*
9.58%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OTCAX vs. FGSIX - Expense Ratio Comparison

OTCAX has a 1.00% expense ratio, which is higher than FGSIX's 0.85% expense ratio.


Return for Risk

OTCAX vs. FGSIX — Risk / Return Rank

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

OTCAX
OTCAX Risk / Return Rank: 55
Overall Rank
OTCAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
OTCAX Sortino Ratio Rank: 55
Sortino Ratio Rank
OTCAX Omega Ratio Rank: 55
Omega Ratio Rank
OTCAX Calmar Ratio Rank: 44
Calmar Ratio Rank
OTCAX Martin Ratio Rank: 44
Martin Ratio Rank

FGSIX
FGSIX Risk / Return Rank: 1212
Overall Rank
FGSIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FGSIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FGSIX Omega Ratio Rank: 1313
Omega Ratio Rank
FGSIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FGSIX Martin Ratio Rank: 1212
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.

OTCAX vs. FGSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund (OTCAX) and Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX). 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.


OTCAXFGSIXDifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.29

-0.32

Sortino ratio

Return per unit of downside risk

0.10

0.56

-0.46

Omega ratio

Gain probability vs. loss probability

1.01

1.08

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.15

0.32

-0.47

Martin ratio

Return relative to average drawdown

-0.43

0.99

-1.43

OTCAX vs. FGSIX - Sharpe Ratio Comparison

The current OTCAX Sharpe Ratio is -0.03, which is lower than the FGSIX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of OTCAX and FGSIX, 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


OTCAXFGSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.29

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.43

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.62

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.62

-0.26

Correlation

The correlation between OTCAX and FGSIX is 0.89, 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

OTCAX vs. FGSIX - Dividend Comparison

OTCAX's dividend yield for the trailing twelve months is around 18.55%, more than FGSIX's 5.04% yield.


TTM20252024202320222021202020192018201720162015
OTCAX
MFS Mid Cap Growth Fund
18.55%16.76%15.59%0.00%0.00%3.64%0.83%0.86%4.70%8.80%5.67%2.84%
FGSIX
Federated MDT Mid Cap Growth Fund Institutional Shares
5.04%4.56%4.02%0.00%2.17%24.31%6.77%7.83%14.02%13.59%1.11%24.86%

Drawdowns

OTCAX vs. FGSIX - Drawdown Comparison

The maximum OTCAX drawdown since its inception was -74.39%, which is greater than FGSIX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for OTCAX and FGSIX.


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Drawdown Indicators


OTCAXFGSIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.39%

-37.16%

-37.23%

Max Drawdown (1Y)

Largest decline over 1 year

-16.46%

-13.36%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-36.85%

-35.67%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-36.85%

-37.16%

+0.31%

Current Drawdown

Current decline from peak

-16.46%

-13.36%

-3.10%

Average Drawdown

Average peak-to-trough decline

-23.21%

-7.08%

-16.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.78%

4.34%

+1.44%

Volatility

OTCAX vs. FGSIX - Volatility Comparison

MFS Mid Cap Growth Fund (OTCAX) has a higher volatility of 5.88% compared to Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) at 5.43%. This indicates that OTCAX's price experiences larger fluctuations and is considered to be riskier than FGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OTCAXFGSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

5.43%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.57%

13.69%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

20.29%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.08%

22.39%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

22.27%

-2.41%