Correlation Between Mfs Growth and American Funds

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Can any of the company-specific risk be diversified away by investing in both Mfs Growth and American Funds at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining Mfs Growth and American Funds into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Mfs Growth Fund and American Funds 2030, you can compare the effects of market volatilities on Mfs Growth and American Funds 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 Growth with a short position of American Funds. Check out your portfolio center. Please also check ongoing floating volatility patterns of Mfs Growth and American Funds.

Diversification Opportunities for Mfs Growth and American Funds

0.58
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Mfs and American is 0.58. Overlapping area represents the amount of risk that can be diversified away by holding Mfs Growth Fund and American Funds 2030 in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on American Funds 2030 and Mfs Growth is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on Mfs Growth Fund are associated (or correlated) with American Funds. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of American Funds 2030 has no effect on the direction of Mfs Growth i.e., Mfs Growth and American Funds go up and down completely randomly.

Pair Corralation between Mfs Growth and American Funds

Assuming the 90 days horizon Mfs Growth is expected to generate 2.08 times less return on investment than American Funds. In addition to that, Mfs Growth is 2.34 times more volatile than American Funds 2030. It trades about 0.02 of its total potential returns per unit of risk. American Funds 2030 is currently generating about 0.12 per unit of volatility. If you would invest  1,892  in American Funds 2030 on September 4, 2025 and sell it today you would earn a total of  59.00  from holding American Funds 2030 or generate 3.12% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Mfs Growth Fund  vs.  American Funds 2030

 Performance 
       Timeline  
Mfs Growth Fund 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Mfs Growth Fund are ranked lower than 1 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, Mfs Growth is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
American Funds 2030 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in American Funds 2030 are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, American Funds is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Mfs Growth and American Funds Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Mfs Growth and American Funds

The main advantage of trading using opposite Mfs Growth and American Funds positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Mfs Growth position performs unexpectedly, American Funds can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in American Funds will offset losses from the drop in American Funds' long position.
The idea behind Mfs Growth Fund and American Funds 2030 pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
Check out your portfolio center.
Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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