OTCKX vs. SSMHX
OTCKX (MFS Mid Cap Growth Fund Class R6) and SSMHX (State Street Small/Mid Cap Equity Index Portfolio) are both Mid Cap Growth Equities funds. Over the past 10 years, OTCKX returned 12.29%/yr vs 11.50%/yr for SSMHX. Their correlation of 0.88 means they have usually moved in the same direction. OTCKX charges 0.65%/yr vs 0.02%/yr for SSMHX.
Performance
OTCKX vs. SSMHX - Performance Comparison
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Returns By Period
In the year-to-date period, OTCKX achieves a 2.29% return, which is significantly lower than SSMHX's 13.35% return. Over the past 10 years, OTCKX has outperformed SSMHX with an annualized return of 12.29%, while SSMHX has yielded a comparatively lower 11.50% annualized return.
OTCKX
- 1D
- -0.10%
- 1M
- -3.32%
- 6M
- 2.54%
- YTD
- 2.29%
- 1Y
- -0.97%
- 3Y*
- 12.44%
- 5Y*
- 4.01%
- 10Y*
- 12.29%
- ALL TIME*
- 11.38%
SSMHX
- 1D
- -0.48%
- 1M
- -2.88%
- 6M
- 9.85%
- YTD
- 13.35%
- 1Y
- 24.03%
- 3Y*
- 14.29%
- 5Y*
- 5.74%
- 10Y*
- 11.50%
- ALL TIME*
- 10.33%
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 |
OTCKX vs. SSMHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTCKX MFS Mid Cap Growth Fund Class R6 | 2.29% | 3.75% | 26.48% | 21.50% | -28.29% | 14.09% | 35.81% | 37.93% | 1.19% | 26.35% |
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 13.35% | 12.90% | 10.73% | 25.21% | -25.43% | 13.08% | 32.46% | 28.00% | -9.21% | 18.26% |
Correlation
The correlation between OTCKX and SSMHX is 0.91, 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. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2015 | 0.88 |
The correlation between OTCKX and SSMHX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
OTCKX vs. SSMHX — Risk / Return Rank
OTCKX
SSMHX
OTCKX vs. SSMHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund Class R6 (OTCKX) and State Street Small/Mid Cap Equity Index Portfolio (SSMHX). 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.
| OTCKX | SSMHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.22 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.16 | -2.29 |
| Martin ratioReturn relative to average drawdown | -0.32 | 7.53 | -7.84 |
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Drawdowns
OTCKX vs. SSMHX - Drawdown Comparison
The maximum OTCKX drawdown since its inception was -36.64%, smaller than the maximum SSMHX drawdown of -41.61%. Use the drawdown chart below to compare losses from any high point for OTCKX and SSMHX.
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Drawdown Indicators
| OTCKX | SSMHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -41.61% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -10.03% | -6.28% |
Max Drawdown (3Y)Largest decline over 3 years | -20.99% | -30.38% | +9.39% |
Max Drawdown (5Y)Largest decline over 5 years | -36.64% | -34.84% | -1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | -41.61% | +4.97% |
Current DrawdownCurrent decline from peak | -5.37% | -3.86% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -9.03% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 2.88% | +3.60% |
Volatility
OTCKX vs. SSMHX - Volatility Comparison
MFS Mid Cap Growth Fund Class R6 (OTCKX) has a higher volatility of 4.76% compared to State Street Small/Mid Cap Equity Index Portfolio (SSMHX) at 3.92%. This indicates that OTCKX's price experiences larger fluctuations and is considered to be riskier than SSMHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTCKX | SSMHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 3.92% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 13.24% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 17.53% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 22.47% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 22.37% | -2.25% |
OTCKX vs. SSMHX - Expense Ratio Comparison
OTCKX has a 0.65% expense ratio, which is higher than SSMHX's 0.02% expense ratio.
Dividends
OTCKX vs. SSMHX - Dividend Comparison
OTCKX's dividend yield for the trailing twelve months is around 14.55%, more than SSMHX's 6.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCKX MFS Mid Cap Growth Fund Class R6 | 14.55% | 14.88% | 16.85% | 0.00% | 0.00% | 3.35% | 0.77% | 0.81% | 4.40% | 8.28% | 5.38% | 2.72% |
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 6.28% | 7.12% | 0.00% | 1.56% | 2.31% | 16.30% | 2.91% | 3.65% | 6.43% | 4.01% | 1.71% | 0.73% |
Frequently Asked Questions
With a correlation of 0.91, OTCKX and SSMHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
OTCKX has higher volatility (4.76%) compared to SSMHX (3.92%). In terms of maximum drawdown, OTCKX dropped -36.64% vs SSMHX's -41.61%.
SSMHX currently has the higher Sharpe Ratio (1.24 vs -0.12), 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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