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ISIN
US5529852023
CUSIP
552985202
Issuer
MFS
Inception Date
Dec 29, 1986
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

MEGBX Performance Chart

MFS Growth Fund (MEGBX) is up 4.8% since the beginning of the year. MEGBX is currently trading at $116 per share. Investors who bought $1,000 worth of MEGBX shares 5 years ago would now be looking at an investment worth $1,936.


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S&P 500 Index

Returns By Period

MFS Growth Fund (MEGBX) has returned 4.75% so far this year and 15.08% over the past 12 months. Looking at the last ten years, MEGBX has achieved an annualized return of 17.53%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


MFS Growth Fund

1D
1.64%
1M
1.27%
YTD
4.75%
6M
4.53%
1Y
15.08%
3Y*
27.58%
5Y*
14.12%
10Y*
17.53%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEGBX Monthly Returns History

Based on dividend-adjusted daily data since Dec 29, 1986, MEGBX's average daily return is +0.05%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Dec 2024 with a return of +22.8%, while the worst month was Oct 1987 at -30.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MEGBX closed higher 53% of trading days. The best single day was Dec 17, 2024 with a return of +23.1%, while the worst single day was Oct 27, 1987 at -15.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.12%-4.09%-5.67%12.89%3.98%-0.25%4.75%
20254.02%-4.58%-8.45%1.26%8.68%6.70%3.54%-0.85%2.51%2.19%-2.21%-0.87%11.25%
20244.34%8.36%2.52%-4.64%6.26%5.41%-1.88%1.12%1.61%-0.82%6.07%22.80%61.25%
20237.72%-3.70%6.48%1.64%3.88%5.95%2.28%0.19%-5.42%-0.77%9.76%3.34%34.81%
2022-9.75%-5.49%2.50%-11.92%-1.29%-7.51%10.65%-5.96%-9.99%4.63%5.53%-6.25%-31.83%
2021-2.04%1.24%0.97%7.66%-1.06%5.41%3.53%3.72%-5.95%7.21%-1.03%1.55%22.34%

Benchmark Metrics

MFS Growth Fund has an annualized alpha of 3.60%, beta of 0.99, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since December 29, 1986.

  • This fund captured 127.04% of S&P 500 Index gains and 113.36% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 3.60% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.99 and R2 of 0.62, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.60%
Beta
0.99
0.62
Upside Capture
127.04%
Downside Capture
113.36%

Expense Ratio

MEGBX has a high expense ratio of 1.59%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MEGBX ranks 10 for risk / return — in the bottom 10% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MEGBX Risk / Return Rank: 1010
Overall Rank
MEGBX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MEGBX Sortino Ratio Rank: 1111
Sortino Ratio Rank
MEGBX Omega Ratio Rank: 1111
Omega Ratio Rank
MEGBX Calmar Ratio Rank: 99
Calmar Ratio Rank
MEGBX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MFS Growth Fund (MEGBX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MEGBXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

0.82

2.78

-1.96

Martin ratioReturn relative to average drawdown

2.61

12.44

-9.83

Dividends

Dividend History

MFS Growth Fund provided a 25.39% dividend yield over the last twelve months, with an annual payout of $29.48 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$10.00$20.00$30.00$40.00$50.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$29.48$29.48$51.20$8.36$1.39$5.37$5.77$2.00$3.50$2.38$1.19$2.70

Dividend yield

25.39%26.60%40.46%7.21%1.51%3.91%4.94%2.13%4.95%3.26%2.03%4.61%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$4.13$0.00$0.00$0.00$0.00$25.35$29.48
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$51.01$51.20
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$7.91$8.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.39$1.39
2021$0.00$0.00$0.00$0.00$0.00$0.72$0.00$0.00$0.00$0.00$0.00$4.65$5.37

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the MFS Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MFS Growth Fund was 72.95%, occurring on Oct 9, 2002. Recovery took 3075 trading sessions.

The current MFS Growth Fund drawdown is 1.37%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-72.95%Oct 2002
2y 6mo12y 2mo
14y 9moMar 2000 - Dec 2014
Black Monday1987
-46.05%Oct 1987
21d2y 6mo
2y 7moOct 1987 - May 1990
1998 bear market1998
-37.14%Oct 1998
2mo 19d2mo 24d
5mo 13dJul 1998 - Dec 1998
1990 bear market1990
-36.89%Oct 1990
4mo 8d4mo 5d
8mo 13dJun 1990 - Feb 1991
Bear market2022
-36.73%Nov 2022
11mo 16d1y 3mo
2y 2moNov 2021 - Feb 2024

Drawdown Indicators


MEGBXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-72.95%

-56.78%

-16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-17.64%

-9.10%

-8.54%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-18.90%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-36.73%

-25.43%

-11.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.73%

-33.92%

-2.81%

Current Drawdown

Current decline from peak

-1.37%

-1.80%

+0.43%

Average Drawdown

Average peak-to-trough decline

-21.73%

-10.71%

-11.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

2.03%

+3.51%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MEGBX

Add MFS Growth Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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