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OTCAX vs. MEIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OTCAX vs. MEIIX - Performance Comparison

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

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OTCAX vs. MEIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OTCAX
MFS Mid Cap Growth Fund
-6.41%3.32%23.47%21.00%-28.53%13.66%35.34%37.43%0.82%25.95%
MEIIX
MFS Value Fund Class I
1.07%13.26%11.86%8.21%-6.02%25.43%3.99%30.04%-9.90%17.20%

Returns By Period

In the year-to-date period, OTCAX achieves a -6.41% return, which is significantly lower than MEIIX's 1.07% return. Over the past 10 years, OTCAX has outperformed MEIIX with an annualized return of 11.20%, while MEIIX has yielded a comparatively lower 9.90% annualized return.


OTCAX

1D
3.59%
1M
-6.60%
YTD
-6.41%
6M
-10.76%
1Y
2.30%
3Y*
10.38%
5Y*
3.37%
10Y*
11.20%

MEIIX

1D
1.65%
1M
-5.02%
YTD
1.07%
6M
3.60%
1Y
10.36%
3Y*
12.03%
5Y*
8.36%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OTCAX vs. MEIIX - Expense Ratio Comparison

OTCAX has a 1.00% expense ratio, which is higher than MEIIX's 0.55% expense ratio.


Return for Risk

OTCAX vs. MEIIX — Risk / Return Rank

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

OTCAX
OTCAX Risk / Return Rank: 77
Overall Rank
OTCAX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OTCAX Sortino Ratio Rank: 77
Sortino Ratio Rank
OTCAX Omega Ratio Rank: 77
Omega Ratio Rank
OTCAX Calmar Ratio Rank: 99
Calmar Ratio Rank
OTCAX Martin Ratio Rank: 88
Martin Ratio Rank

MEIIX
MEIIX Risk / Return Rank: 3131
Overall Rank
MEIIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MEIIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MEIIX Omega Ratio Rank: 2525
Omega Ratio Rank
MEIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MEIIX Martin Ratio Rank: 4242
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. MEIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund (OTCAX) and MFS Value Fund Class I (MEIIX). 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.


OTCAXMEIIXDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.69

-0.54

Sortino ratio

Return per unit of downside risk

0.35

1.03

-0.68

Omega ratio

Gain probability vs. loss probability

1.05

1.15

-0.10

Calmar ratio

Return relative to maximum drawdown

0.18

1.02

-0.84

Martin ratio

Return relative to average drawdown

0.51

4.48

-3.97

OTCAX vs. MEIIX - Sharpe Ratio Comparison

The current OTCAX Sharpe Ratio is 0.15, which is lower than the MEIIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of OTCAX and MEIIX, 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


OTCAXMEIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.69

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.60

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.60

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.56

-0.18

Correlation

The correlation between OTCAX and MEIIX is 0.75, 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. MEIIX - Dividend Comparison

OTCAX's dividend yield for the trailing twelve months is around 17.91%, more than MEIIX's 9.62% yield.


TTM20252024202320222021202020192018201720162015
OTCAX
MFS Mid Cap Growth Fund
17.91%16.76%15.59%0.00%0.00%3.64%0.83%0.86%4.70%8.80%5.67%2.84%
MEIIX
MFS Value Fund Class I
9.62%9.52%9.30%8.41%7.58%3.32%2.63%3.17%3.62%4.04%2.91%5.97%

Drawdowns

OTCAX vs. MEIIX - Drawdown Comparison

The maximum OTCAX drawdown since its inception was -74.39%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for OTCAX and MEIIX.


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Drawdown Indicators


OTCAXMEIIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.39%

-52.64%

-21.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.46%

-11.10%

-5.36%

Max Drawdown (5Y)

Largest decline over 5 years

-36.85%

-17.58%

-19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-36.85%

-36.70%

-0.15%

Current Drawdown

Current decline from peak

-13.46%

-5.02%

-8.44%

Average Drawdown

Average peak-to-trough decline

-23.21%

-6.58%

-16.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

2.53%

+3.31%

Volatility

OTCAX vs. MEIIX - Volatility Comparison

MFS Mid Cap Growth Fund (OTCAX) has a higher volatility of 7.09% compared to MFS Value Fund Class I (MEIIX) at 3.64%. This indicates that OTCAX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OTCAXMEIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

3.64%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

7.85%

+5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

14.83%

+5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.13%

13.92%

+6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

16.56%

+3.33%