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MFS Value Fund Class I (MEIIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS5529836943
CUSIP552983694
IssuerMFS
Inception DateFeb 1, 1996
CategoryLarge Cap Value Equities
Min. Investment$0
Home Pagewww.mfs.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

MEIIX features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for MEIIX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: MEIIX vs. DFLVX, MEIIX vs. FXAIX, MEIIX vs. VIG, MEIIX vs. FLMVX, MEIIX vs. SPYV, MEIIX vs. VOO, MEIIX vs. BRK-A, MEIIX vs. MGV, MEIIX vs. SCHD, MEIIX vs. OAKMX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MFS Value Fund Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.56%
12.76%
MEIIX (MFS Value Fund Class I)
Benchmark (^GSPC)

Returns By Period

MFS Value Fund Class I had a return of 17.94% year-to-date (YTD) and 26.48% in the last 12 months. Over the past 10 years, MFS Value Fund Class I had an annualized return of 9.79%, while the S&P 500 had an annualized return of 11.39%, indicating that MFS Value Fund Class I did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date17.94%25.48%
1 month0.58%2.14%
6 months8.56%12.76%
1 year26.48%33.14%
5 years (annualized)10.15%13.96%
10 years (annualized)9.79%11.39%

Monthly Returns

The table below presents the monthly returns of MEIIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.59%3.51%4.51%-3.80%2.96%-1.17%5.25%3.25%-0.23%-1.33%17.94%
20232.95%-3.94%-0.35%1.77%-4.00%6.04%2.60%-2.20%-3.57%-1.85%6.52%4.77%8.21%
2022-3.38%-2.76%2.58%-5.37%3.06%-7.61%6.40%-2.62%-7.90%9.87%6.81%-3.35%-6.02%
2021-1.86%3.91%6.55%4.42%2.53%-1.33%2.37%2.53%-4.11%5.59%-2.96%5.96%25.43%
2020-1.57%-9.21%-14.66%10.75%3.87%-0.62%4.02%3.69%-1.80%-1.92%11.57%2.91%3.99%
20197.91%3.71%0.80%4.21%-5.32%6.48%1.90%-1.91%2.50%0.83%3.32%2.80%30.04%
20184.73%-4.75%-2.78%-0.91%-0.03%0.33%5.03%0.34%0.30%-4.85%3.48%-10.20%-9.90%
20171.19%4.04%-0.46%0.37%1.40%2.36%0.54%-0.61%2.83%1.24%2.48%1.22%17.79%
2016-4.07%0.16%6.38%2.50%1.69%0.20%3.01%0.58%-1.21%-1.88%4.84%1.55%14.16%
2015-3.79%6.04%-1.21%0.43%1.59%-1.49%1.90%-6.36%-2.54%8.14%0.23%-1.86%0.20%
2014-4.44%4.61%1.34%0.15%1.76%1.51%-1.85%2.92%-1.31%2.57%2.73%1.03%11.23%
20136.36%1.40%3.98%2.46%2.51%-1.00%5.78%-3.70%3.54%4.01%3.42%3.26%36.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MEIIX is 84, placing it in the top 16% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of MEIIX is 8484
Combined Rank
The Sharpe Ratio Rank of MEIIX is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of MEIIX is 8383Sortino Ratio Rank
The Omega Ratio Rank of MEIIX is 7777Omega Ratio Rank
The Calmar Ratio Rank of MEIIX is 9494Calmar Ratio Rank
The Martin Ratio Rank of MEIIX is 7979Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MEIIX
Sharpe ratio
The chart of Sharpe ratio for MEIIX, currently valued at 2.92, compared to the broader market0.002.004.002.92
Sortino ratio
The chart of Sortino ratio for MEIIX, currently valued at 4.12, compared to the broader market0.005.0010.004.12
Omega ratio
The chart of Omega ratio for MEIIX, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for MEIIX, currently valued at 5.03, compared to the broader market0.005.0010.0015.0020.005.03
Martin ratio
The chart of Martin ratio for MEIIX, currently valued at 17.27, compared to the broader market0.0020.0040.0060.0080.00100.0017.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.0020.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.0018.80

Sharpe Ratio

The current MFS Value Fund Class I Sharpe ratio is 2.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of MFS Value Fund Class I with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.92
2.91
MEIIX (MFS Value Fund Class I)
Benchmark (^GSPC)

Dividends

Dividend History

MFS Value Fund Class I provided a 1.62% dividend yield over the last twelve months, with an annual payout of $0.90 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.90$0.85$0.93$0.75$0.72$0.86$0.75$0.64$0.73$2.15$1.89$1.31

Dividend yield

1.62%1.78%1.95%1.37%1.60%1.93%2.10%1.58%2.01%6.53%5.38%3.93%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.22$0.00$0.00$0.24$0.00$0.00$0.22$0.00$0.00$0.68
2023$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.22$0.85
2022$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.24$0.00$0.00$0.25$0.93
2021$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.00$0.18$0.75
2020$0.00$0.00$0.20$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.16$0.72
2019$0.00$0.00$0.16$0.00$0.00$0.34$0.00$0.00$0.19$0.00$0.00$0.18$0.86
2018$0.00$0.00$0.14$0.00$0.00$0.22$0.00$0.00$0.15$0.00$0.00$0.24$0.75
2017$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.14$0.00$0.00$0.20$0.64
2016$0.00$0.00$0.13$0.00$0.00$0.17$0.00$0.00$0.13$0.00$0.00$0.30$0.73
2015$0.00$0.00$0.22$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.00$1.61$2.15
2014$0.00$0.00$0.25$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$1.28$1.89
2013$0.12$0.00$0.00$0.15$0.00$0.00$0.12$0.00$0.00$0.92$1.31

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.61%
-0.27%
MEIIX (MFS Value Fund Class I)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the MFS Value Fund Class I. 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 Value Fund Class I was 52.01%, occurring on Mar 9, 2009. Recovery took 882 trading sessions.

The current MFS Value Fund Class I drawdown is 0.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.01%Oct 10, 2007354Mar 9, 2009882Sep 6, 20121236
-36.7%Feb 18, 202025Mar 23, 2020179Dec 4, 2020204
-29.63%Dec 29, 2000442Oct 9, 2002310Jan 5, 2004752
-20.01%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-17.58%Jan 13, 2022180Sep 30, 2022303Dec 14, 2023483

Volatility

Volatility Chart

The current MFS Value Fund Class I volatility is 3.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.34%
3.75%
MEIIX (MFS Value Fund Class I)
Benchmark (^GSPC)