OTCKX vs. VMGMX
OTCKX (MFS Mid Cap Growth Fund Class R6) and VMGMX (Vanguard Mid-Cap Growth Index Fund Admiral Shares) are both Mid Cap Growth Equities funds. OTCKX is actively managed, while VMGMX is passively managed. Over the past 10 years, OTCKX returned 12.29%/yr vs 11.65%/yr for VMGMX. Their 0.96 correlation means they have historically moved very closely together. OTCKX charges 0.65%/yr vs 0.07%/yr for VMGMX.
Performance
OTCKX vs. VMGMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OTCKX achieves a 2.29% return, which is significantly lower than VMGMX's 6.22% return. Over the past 10 years, OTCKX has outperformed VMGMX with an annualized return of 12.29%, while VMGMX has yielded a comparatively lower 11.65% 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%
VMGMX
- 1D
- 0.20%
- 1M
- -1.87%
- 6M
- 6.87%
- YTD
- 6.22%
- 1Y
- 4.11%
- 3Y*
- 12.47%
- 5Y*
- 4.87%
- 10Y*
- 11.65%
- ALL TIME*
- 12.37%
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. VMGMX - 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% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 6.22% | 10.69% | 15.65% | 23.93% | -28.84% | 20.48% | 34.45% | 33.85% | -5.61% | 21.83% |
Correlation
The correlation between OTCKX and VMGMX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.96 |
The correlation between OTCKX and VMGMX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OTCKX vs. VMGMX — Risk / Return Rank
OTCKX
VMGMX
OTCKX vs. VMGMX - 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 Mid-Cap Growth Index Fund Admiral Shares (VMGMX). 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 | VMGMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.03 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.14 | -0.26 |
| Martin ratioReturn relative to average drawdown | -0.32 | 0.40 | -0.72 |
Loading charts...
Drawdowns
OTCKX vs. VMGMX - Drawdown Comparison
The maximum OTCKX drawdown since its inception was -36.64%, roughly equal to the maximum VMGMX drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for OTCKX and VMGMX.
Loading charts...
Drawdown Indicators
| OTCKX | VMGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -37.17% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -15.95% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -20.99% | -21.65% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -36.64% | -37.17% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | -37.17% | +0.53% |
Current DrawdownCurrent decline from peak | -5.37% | -3.57% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -6.97% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 5.41% | +1.07% |
Volatility
OTCKX vs. VMGMX - Volatility Comparison
MFS Mid Cap Growth Fund Class R6 (OTCKX) has a higher volatility of 4.76% compared to Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) at 4.16%. This indicates that OTCKX's price experiences larger fluctuations and is considered to be riskier than VMGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OTCKX | VMGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 4.16% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 13.94% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 17.30% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 21.62% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 21.03% | -0.91% |
OTCKX vs. VMGMX - Expense Ratio Comparison
OTCKX has a 0.65% expense ratio, which is higher than VMGMX's 0.07% expense ratio.
Dividends
OTCKX vs. VMGMX - Dividend Comparison
OTCKX's dividend yield for the trailing twelve months is around 14.55%, more than VMGMX'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% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 0.61% | 0.64% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.82% |
Frequently Asked Questions
With a correlation of 0.95, OTCKX and VMGMX 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 VMGMX (4.16%). In terms of maximum drawdown, OTCKX dropped -36.64% vs VMGMX's -37.17%.
VMGMX currently has the higher Sharpe Ratio (0.13 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.
Find the right allocation for OTCKX and VMGMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer