Correlation Analysis Between MFS Diversified and Franklin Income

This module allows you to analyze existing cross correlation between MFS Diversified Income Fund Cla and Franklin Income Fund Advisor Cl. You can compare the effects of market volatilities on MFS Diversified and Franklin Income and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in MFS Diversified with a short position of Franklin Income. See also your portfolio center. Please also check ongoing floating volatility patterns of MFS Diversified and Franklin Income.
Horizon     30 Days    Login   to change
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Comparative Performance

MFS Diversified Income  
1010

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MFS Diversified Income Fund Cla are ranked lower than 10 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, MFS Diversified is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Franklin Income Fund  
55

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Franklin Income Fund Advisor Cl are ranked lower than 5 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Franklin Income is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.

MFS Diversified and Franklin Income Volatility Contrast

 Predicted Return Density 
      Returns 

MFS Diversified Income Fund Cl  vs.  Franklin Income Fund Advisor C

 Performance (%) 
    
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