SMVLX vs. MEIAX
Compare and contrast key facts about Smead Value Fund (SMVLX) and MFS Value Fund (MEIAX).
SMVLX is managed by Smead Funds. It was launched on Jan 2, 2008. 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: SMVLX or MEIAX.
Key characteristics
| SMVLX | MEIAX | |
|---|---|---|
| YTD Return | 10.59% | 16.54% |
| 1Y Return | 22.90% | 24.52% |
| 3Y Return (Ann) | 5.38% | 6.29% |
| 5Y Return (Ann) | 11.64% | 9.65% |
| 10Y Return (Ann) | 8.32% | 9.38% |
| Sharpe Ratio | 1.62 | 2.57 |
| Sortino Ratio | 2.31 | 3.62 |
| Omega Ratio | 1.28 | 1.47 |
| Calmar Ratio | 3.26 | 4.30 |
| Martin Ratio | 8.36 | 15.01 |
| Ulcer Index | 2.85% | 1.66% |
| Daily Std Dev | 14.74% | 9.68% |
| Max Drawdown | -55.61% | -52.28% |
| Current Drawdown | -2.44% | -1.59% |
Correlation
The correlation between SMVLX and MEIAX is 0.88, 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
SMVLX vs. MEIAX - Performance Comparison
In the year-to-date period, SMVLX achieves a 10.59% return, which is significantly lower than MEIAX's 16.54% return. Over the past 10 years, SMVLX has underperformed MEIAX with an annualized return of 8.32%, while MEIAX has yielded a comparatively higher 9.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SMVLX vs. MEIAX - Expense Ratio Comparison
SMVLX has a 1.26% expense ratio, which is higher than MEIAX's 0.80% expense ratio.
Risk-Adjusted Performance
SMVLX vs. MEIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Smead Value Fund (SMVLX) 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
SMVLX vs. MEIAX - Dividend Comparison
SMVLX's dividend yield for the trailing twelve months is around 1.21%, less than MEIAX's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMVLX Smead Value Fund | 1.21% | 1.34% | 0.71% | 0.22% | 0.69% | 0.70% | 0.00% | 0.22% | 0.49% | 0.53% | 0.41% | 0.32% |
MEIAX MFS Value Fund | 1.41% | 1.54% | 1.69% | 1.15% | 1.39% | 1.72% | 1.84% | 1.32% | 1.78% | 6.23% | 5.09% | 3.66% |
Drawdowns
SMVLX vs. MEIAX - Drawdown Comparison
The maximum SMVLX drawdown since its inception was -55.61%, which is greater than MEIAX's maximum drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for SMVLX and MEIAX. For additional features, visit the drawdowns tool.
Volatility
SMVLX vs. MEIAX - Volatility Comparison
Smead Value Fund (SMVLX) has a higher volatility of 4.11% compared to MFS Value Fund (MEIAX) at 3.37%. This indicates that SMVLX'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.