OTCKX vs. VMFGX
OTCKX (MFS Mid Cap Growth Fund Class R6) and VMFGX (Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares) are both Mid Cap Growth Equities funds. Over the past 10 years, OTCKX returned 12.29%/yr vs 11.02%/yr for VMFGX. Their correlation of 0.90 means they have usually moved in the same direction. OTCKX charges 0.65%/yr vs 0.08%/yr for VMFGX.
Performance
OTCKX vs. VMFGX - 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 VMFGX's 15.87% return. Over the past 10 years, OTCKX has outperformed VMFGX with an annualized return of 12.29%, while VMFGX has yielded a comparatively lower 11.02% 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%
VMFGX
- 1D
- -0.07%
- 1M
- -2.77%
- 6M
- 10.23%
- YTD
- 15.87%
- 1Y
- 22.89%
- 3Y*
- 13.98%
- 5Y*
- 7.54%
- 10Y*
- 11.02%
- ALL TIME*
- 12.08%
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. VMFGX - 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% |
VMFGX Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares | 15.87% | 7.43% | 15.86% | 17.42% | -18.99% | 18.83% | 22.61% | 26.20% | -10.39% | 19.87% |
Correlation
The correlation between OTCKX and VMFGX 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 Jan 2, 2014 | 0.90 |
The correlation between OTCKX and VMFGX 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. VMFGX — Risk / Return Rank
OTCKX
VMFGX
OTCKX vs. VMFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund Class R6 (OTCKX) and Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX). 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 | VMFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.22 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.16 | -2.28 |
| Martin ratioReturn relative to average drawdown | -0.32 | 7.95 | -8.27 |
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Drawdowns
OTCKX vs. VMFGX - Drawdown Comparison
The maximum OTCKX drawdown since its inception was -36.64%, smaller than the maximum VMFGX drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for OTCKX and VMFGX.
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Drawdown Indicators
| OTCKX | VMFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -39.15% | +2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -9.91% | -6.40% |
Max Drawdown (3Y)Largest decline over 3 years | -20.99% | -25.45% | +4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -36.64% | -29.25% | -7.39% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | -39.15% | +2.51% |
Current DrawdownCurrent decline from peak | -5.37% | -4.68% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -5.67% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 2.68% | +3.80% |
Volatility
OTCKX vs. VMFGX - Volatility Comparison
MFS Mid Cap Growth Fund Class R6 (OTCKX) has a higher volatility of 4.76% compared to Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) at 4.45%. This indicates that OTCKX's price experiences larger fluctuations and is considered to be riskier than VMFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTCKX | VMFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 4.45% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 13.95% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 17.70% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 20.70% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 21.07% | -0.95% |
OTCKX vs. VMFGX - Expense Ratio Comparison
OTCKX has a 0.65% expense ratio, which is higher than VMFGX's 0.08% expense ratio.
Dividends
OTCKX vs. VMFGX - Dividend Comparison
OTCKX's dividend yield for the trailing twelve months is around 14.55%, more than VMFGX's 0.61% 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% |
VMFGX Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares | 0.61% | 0.70% | 0.84% | 1.21% | 1.12% | 0.53% | 0.79% | 1.22% | 1.18% | 0.93% | 1.14% | 1.14% |
Frequently Asked Questions
With a correlation of 0.91, OTCKX and VMFGX 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 VMFGX (4.45%). In terms of maximum drawdown, OTCKX dropped -36.64% vs VMFGX's -39.15%.
VMFGX currently has the higher Sharpe Ratio (1.21 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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