PEOPX vs. MEIAX
Compare and contrast key facts about BNY Mellon S&P 500 Index Fund (PEOPX) and MFS Value Fund (MEIAX).
PEOPX is managed by BNY Mellon. It was launched on Jan 2, 1990. MEIAX is managed by MFS. It was launched on Jan 2, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEOPX or MEIAX.
Key characteristics
| PEOPX | MEIAX | |
|---|---|---|
| YTD Return | 26.62% | 18.01% |
| 1Y Return | 31.06% | 29.56% |
| 3Y Return (Ann) | 0.16% | 6.73% |
| 5Y Return (Ann) | 4.56% | 10.07% |
| 10Y Return (Ann) | 3.15% | 9.51% |
| Sharpe Ratio | 2.24 | 2.92 |
| Sortino Ratio | 2.84 | 4.13 |
| Omega Ratio | 1.44 | 1.53 |
| Calmar Ratio | 1.26 | 3.44 |
| Martin Ratio | 11.61 | 17.28 |
| Ulcer Index | 2.59% | 1.66% |
| Daily Std Dev | 13.42% | 9.79% |
| Max Drawdown | -55.51% | -52.28% |
| Current Drawdown | -0.19% | 0.00% |
Correlation
The correlation between PEOPX and MEIAX is 0.89, 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.
Performance
PEOPX vs. MEIAX - Performance Comparison
In the year-to-date period, PEOPX achieves a 26.62% return, which is significantly higher than MEIAX's 18.01% return. Over the past 10 years, PEOPX has underperformed MEIAX with an annualized return of 3.15%, while MEIAX has yielded a comparatively higher 9.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PEOPX vs. MEIAX - Expense Ratio Comparison
PEOPX has a 0.50% expense ratio, which is lower than MEIAX's 0.80% expense ratio.
Risk-Adjusted Performance
PEOPX vs. MEIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon S&P 500 Index Fund (PEOPX) and MFS Value Fund (MEIAX). 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.
Dividends
PEOPX vs. MEIAX - Dividend Comparison
PEOPX's dividend yield for the trailing twelve months is around 0.92%, less than MEIAX's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEOPX BNY Mellon S&P 500 Index Fund | 0.92% | 1.17% | 1.42% | 0.97% | 1.42% | 1.68% | 1.92% | 1.60% | 1.86% | 1.79% | 1.61% | 1.51% |
MEIAX MFS Value Fund | 1.40% | 1.54% | 1.69% | 1.15% | 1.39% | 1.72% | 1.84% | 1.32% | 1.78% | 6.23% | 5.09% | 3.66% |
Drawdowns
PEOPX vs. MEIAX - Drawdown Comparison
The maximum PEOPX drawdown since its inception was -55.51%, which is greater than MEIAX's maximum drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for PEOPX and MEIAX. For additional features, visit the drawdowns tool.
Volatility
PEOPX vs. MEIAX - Volatility Comparison
BNY Mellon S&P 500 Index Fund (PEOPX) has a higher volatility of 3.91% compared to MFS Value Fund (MEIAX) at 3.53%. This indicates that PEOPX's price experiences larger fluctuations and is considered to be riskier than MEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.