Find A Portfolio/Ticker
Comparison Box
NDVTX: MFS NEW DISCOVERY VALUE FUND R3 (MUTUAL FUND)
Basic Info 17.06 0.03(0.18%) April 18
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | (11%) |
Start Date: | 06/08/2011 |
Last Dividend Date: | 12/12/2023 |
12-Mo. Yield | 6.11% |
Expenses | 1.18% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/08/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | 0.1 | 9.9 | -15.5 | -2.8 | 3.0 | 10.8 | 10.9 | -11.0 | 33.3 | 5.9 | 33.3 | -11.4 | 14.6 | 26.2 | -3.1 | 2.9 | 39.4 | 20.2 | -2.9 |
Sharpe Ratio | NA | -0.48 | 0.34 | 0.02 | 0.28 | 0.38 | 0.48 | 0.35 | -0.51 | 1.73 | 0.13 | 2.31 | -0.85 | 1.32 | 1.61 | -0.21 | 0.22 | 3.21 | 1.3 | -0.13 |
Draw Down(%) | NA | 4.9 | 15.5 | 23.2 | 44.0 | 44.0 | 44.0 | 18.1 | 23.0 | 9.1 | 44.0 | 8.7 | 23.3 | 5.4 | 11.9 | 13.2 | 12.2 | 4.5 | 11.5 | 28.0 |
Standard Deviation(%) | NA | 16.1 | 17.8 | 20.6 | 26.3 | 21.1 | 21.2 | 19.1 | 24.5 | 19.2 | 43.8 | 13.8 | 14.9 | 10.6 | 16.1 | 14.6 | 13.1 | 12.3 | 15.7 | 39.4 |
Treynor Ratio | NA | -0.08 | 0.06 | 0.0 | 0.08 | 0.08 | 0.1 | 0.07 | -0.13 | 0.35 | 0.06 | 0.34 | -0.14 | 0.14 | 0.27 | -0.03 | 0.03 | 0.44 | 0.21 | -0.05 |
Alpha | NA | -0.04 | -0.03 | -0.01 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | 0.02 | 0.0 | 0.04 | 0.0 | 0.01 | 0.01 | 0.01 | -0.03 | 0.02 | 0.01 | 0.02 |
Beta | NA | 1.01 | 1.03 | 0.97 | 0.98 | 0.97 | 0.97 | 1.01 | 0.97 | 0.95 | 0.98 | 0.94 | 0.93 | 0.97 | 0.96 | 0.95 | 0.93 | 0.9 | 0.99 | 1.01 |
RSquared | NA | 0.96 | 0.97 | 0.95 | 0.97 | 0.96 | 0.96 | 0.97 | 0.95 | 0.92 | 0.98 | 0.96 | 0.96 | 0.94 | 0.96 | 0.96 | 0.91 | 0.94 | 0.96 | 0.97 |
Yield(%) | N/A | 0.0 | 6.3 | 7.1 | 7.4 | 7.1 | N/A | 6.3 | 6.6 | 11.3 | 3.9 | 6.0 | 6.5 | 5.7 | 5.2 | 2.9 | 6.3 | 10.9 | 6.9 | 0.4 |
Dividend Growth(%) | N/A | -100.0 | -22.1 | 75.1 | 55.6 | N/A | N/A | -22.1 | -27.3 | 192.2 | -17.9 | -24.3 | 24.1 | 36.1 | 64.9 | -55.4 | -28.4 | 78.5 | 1525.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/08/2011
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See SMALL VALUE Asset Class Trend Rankings |
Top Rated Funds in SMALL VALUE
Best Mutual Funds
- VISVX (VANGUARD SMALL-CAP VALUE INDEX FUND INVESTOR SHARES) 0.07% (100%)
- BRSVX (SMALL-CAP VALUE FUND CLASS N) 0.06% (97%)
- ROFIX (ROYCE OPPORTUNITY FUND INSTITUTIONAL CLASS) 0.33% (96%)
- RYOFX (ROYCE OPPORTUNITY FUND SERVICE CLASS) 0.38% (96%)
- RYPNX (ROYCE OPPORTUNITY FUND INVESTMENT CLASS) 0.34% (95%)
- ROFCX (ROYCE OPPORTUNITY FUND CONSULTANT CLASS) 0.36% (95%)
- ROFRX (ROYCE OPPORTUNITY FUND R CLASS) 0.39% (94%)
- PVFIX (PINNACLE VALUE FUND PINNACLE VALUE FUND) 0.06% (94%)
- VSMIX (INVESCO SMALL CAP VALUE FUND CLASS Y) 0.25% (94%)
- PSVIX (ALLIANZGI NFJ SMALL-CAP VALUE FUND INSTITUTIONAL) 0.14% (93%)
Best ETFs
- IWN (iShares Russell 2000 Value ETF) 0.21% (100%)
- IJS (iShares S&P Small-Cap 600 Value ETF) 0.41% (99%)
- RFV (Invesco S&P MidCap 400® Pure Value ETF) 0.09% (99%)
- RZV (Invesco S&P SmallCap 600® Pure Value ETF) 0.61% (98%)
- VBR (Vanguard Small-Cap Value Index Fund ETF Shares) 0.08% (98%)
- DES (WisdomTree U.S. SmallCap Dividend Fund) 0.66% (97%)
- VTWV (Vanguard Russell 2000 Value Index Fund ETF Shares) 0.09% (33%)
- VIOV (Vanguard S&P Small-Cap 600 Value Index Fund ETF Shares) 0.72% (33%)
- SLYV (SPDR® S&P 600 Small Cap Value ETF) 0.41% (29%)
- FNK (First Trust Mid Cap Value AlphaDEX® Fund) 0.02% (28%)