OTCAX vs. MXMGX
OTCAX (MFS Mid Cap Growth Fund) and MXMGX (Great-West T. Rowe Price Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, OTCAX returned 11.54%/yr vs 8.68%/yr for MXMGX. Their correlation of 0.87 means they have usually moved in the same direction. OTCAX charges 1.00%/yr vs 1.02%/yr for MXMGX.
Performance
OTCAX vs. MXMGX - 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 MXMGX's 2.39% return. Over the past 10 years, OTCAX has outperformed MXMGX with an annualized return of 11.54%, while MXMGX has yielded a comparatively lower 8.68% 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%
MXMGX
- 1D
- 0.49%
- 1M
- -1.74%
- 6M
- 2.12%
- YTD
- 2.39%
- 1Y
- 3.95%
- 3Y*
- 5.58%
- 5Y*
- 1.73%
- 10Y*
- 8.68%
- ALL TIME*
- 5.89%
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. MXMGX - 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% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 2.39% | 2.99% | 9.02% | 19.61% | -22.82% | 15.25% | 23.65% | 31.28% | -2.80% | 23.89% |
Correlation
The correlation between OTCAX and MXMGX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1997 | 0.87 |
The correlation between OTCAX and MXMGX has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
OTCAX vs. MXMGX — Risk / Return Rank
OTCAX
MXMGX
OTCAX vs. MXMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund (OTCAX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). 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 | MXMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.05 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.32 | -0.51 |
| Martin ratioReturn relative to average drawdown | -0.46 | 1.07 | -1.53 |
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Drawdowns
OTCAX vs. MXMGX - Drawdown Comparison
The maximum OTCAX drawdown since its inception was -74.39%, which is greater than MXMGX's maximum drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for OTCAX and MXMGX.
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Drawdown Indicators
| OTCAX | MXMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.39% | -60.97% | -13.42% |
Max Drawdown (1Y)Largest decline over 1 year | -16.46% | -10.29% | -6.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -23.17% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -36.85% | -32.33% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -36.85% | -35.88% | -0.97% |
Current DrawdownCurrent decline from peak | -5.51% | -2.15% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -11.74% | -11.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 3.09% | +3.51% |
Volatility
OTCAX vs. MXMGX - Volatility Comparison
MFS Mid Cap Growth Fund (OTCAX) has a higher volatility of 4.82% compared to Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) at 2.53%. This indicates that OTCAX's price experiences larger fluctuations and is considered to be riskier than MXMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTCAX | MXMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 2.53% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.58% | 10.53% | +4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.73% | 13.59% | +4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 19.05% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 18.89% | +1.13% |
OTCAX vs. MXMGX - Expense Ratio Comparison
OTCAX has a 1.00% expense ratio, which is lower than MXMGX's 1.02% expense ratio.
Dividends
OTCAX vs. MXMGX - Dividend Comparison
OTCAX's dividend yield for the trailing twelve months is around 16.40%, more than MXMGX's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 1.64% | 1.68% | 3.66% | 2.39% | 2.66% | 4.92% | 2.74% | 2.19% | 6.13% | 4.53% | 0.00% | 0.00% |
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 MXMGX have a correlation of 0.83, 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 MXMGX (2.53%). In terms of maximum drawdown, OTCAX dropped -74.39% vs MXMGX's -60.97%.
MXMGX currently has the higher Sharpe Ratio (0.25 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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