OTCAX vs. FSPSX
OTCAX (MFS Mid Cap Growth Fund) and FSPSX (Fidelity International Index Fund) are both mutual funds - OTCAX is a Mid Cap Growth Equities fund managed by MFS, while FSPSX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index. Over the past 10 years, OTCAX returned 11.54%/yr vs 9.69%/yr for FSPSX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. OTCAX charges 1.00%/yr vs 0.04%/yr for FSPSX.
Performance
OTCAX vs. FSPSX - 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 FSPSX's 12.57% return. Over the past 10 years, OTCAX has outperformed FSPSX with an annualized return of 11.54%, while FSPSX has yielded a comparatively lower 9.69% 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%
FSPSX
- 1D
- 2.56%
- 1M
- 1.98%
- 6M
- 7.21%
- YTD
- 12.57%
- 1Y
- 26.28%
- 3Y*
- 16.54%
- 5Y*
- 9.66%
- 10Y*
- 9.69%
- ALL TIME*
- 8.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
OTCAX vs. FSPSX - 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% |
FSPSX Fidelity International Index Fund | 12.57% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Correlation
The correlation between OTCAX and FSPSX is 0.69, 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. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2011 | 0.70 |
The correlation between OTCAX and FSPSX has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.
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Return for Risk
OTCAX vs. FSPSX — Risk / Return Rank
OTCAX
FSPSX
OTCAX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund (OTCAX) and Fidelity International Index Fund (FSPSX). 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 | FSPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.29 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 2.20 | -2.38 |
| Martin ratioReturn relative to average drawdown | -0.46 | 8.33 | -8.79 |
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Drawdowns
OTCAX vs. FSPSX - Drawdown Comparison
The maximum OTCAX drawdown since its inception was -74.39%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for OTCAX and FSPSX.
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Drawdown Indicators
| OTCAX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.39% | -33.69% | -40.70% |
Max Drawdown (1Y)Largest decline over 1 year | -16.46% | -11.39% | -5.07% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -13.58% | -7.47% |
Max Drawdown (5Y)Largest decline over 5 years | -36.85% | -29.41% | -7.44% |
Max Drawdown (10Y)Largest decline over 10 years | -36.85% | -33.69% | -3.16% |
Current DrawdownCurrent decline from peak | -5.51% | 0.00% | -5.51% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -6.49% | -16.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 3.00% | +3.60% |
Volatility
OTCAX vs. FSPSX - Volatility Comparison
MFS Mid Cap Growth Fund (OTCAX) has a higher volatility of 4.82% compared to Fidelity International Index Fund (FSPSX) at 4.57%. This indicates that OTCAX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTCAX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.57% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 14.58% | 13.22% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.73% | 15.52% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 16.12% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 16.29% | +3.73% |
OTCAX vs. FSPSX - Expense Ratio Comparison
OTCAX has a 1.00% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Dividends
OTCAX vs. FSPSX - Dividend Comparison
OTCAX's dividend yield for the trailing twelve months is around 16.40%, more than FSPSX's 2.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 2.80% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
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 FSPSX have a correlation of 0.69, 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 FSPSX (4.57%). In terms of maximum drawdown, OTCAX dropped -74.39% vs FSPSX's -33.69%.
FSPSX currently has the higher Sharpe Ratio (1.62 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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