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BRWJX vs. MIGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRWJX vs. MIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research Growth Equity Fund (BRWJX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). The values are adjusted to include any dividend payments, if applicable.

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BRWJX vs. MIGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRWJX
MFS Blended Research Growth Equity Fund
-8.26%16.90%35.62%41.06%-29.75%28.77%30.81%32.37%-4.78%26.36%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
-9.36%9.97%27.25%24.13%-19.20%26.06%22.55%39.89%0.81%28.68%

Returns By Period

In the year-to-date period, BRWJX achieves a -8.26% return, which is significantly higher than MIGFX's -9.36% return. Over the past 10 years, BRWJX has outperformed MIGFX with an annualized return of 15.09%, while MIGFX has yielded a comparatively lower 13.69% annualized return.


BRWJX

1D
3.90%
1M
-5.45%
YTD
-8.26%
6M
-8.31%
1Y
18.35%
3Y*
22.05%
5Y*
12.06%
10Y*
15.09%

MIGFX

1D
2.93%
1M
-5.97%
YTD
-9.36%
6M
-8.66%
1Y
4.69%
3Y*
13.47%
5Y*
8.85%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRWJX vs. MIGFX - Expense Ratio Comparison

BRWJX has a 0.49% expense ratio, which is lower than MIGFX's 0.70% expense ratio.


Return for Risk

BRWJX vs. MIGFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRWJX
BRWJX Risk / Return Rank: 3939
Overall Rank
BRWJX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BRWJX Sortino Ratio Rank: 4141
Sortino Ratio Rank
BRWJX Omega Ratio Rank: 3939
Omega Ratio Rank
BRWJX Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRWJX Martin Ratio Rank: 3737
Martin Ratio Rank

MIGFX
MIGFX Risk / Return Rank: 1212
Overall Rank
MIGFX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MIGFX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MIGFX Omega Ratio Rank: 1010
Omega Ratio Rank
MIGFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
MIGFX Martin Ratio Rank: 1414
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.

BRWJX vs. MIGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Growth Equity Fund (BRWJX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BRWJXMIGFXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.28

+0.57

Sortino ratio

Return per unit of downside risk

1.38

0.54

+0.84

Omega ratio

Gain probability vs. loss probability

1.20

1.07

+0.12

Calmar ratio

Return relative to maximum drawdown

1.29

0.40

+0.89

Martin ratio

Return relative to average drawdown

4.40

1.43

+2.96

BRWJX vs. MIGFX - Sharpe Ratio Comparison

The current BRWJX Sharpe Ratio is 0.86, which is higher than the MIGFX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of BRWJX and MIGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRWJXMIGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.28

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.51

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.76

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.38

+0.32

Correlation

The correlation between BRWJX and MIGFX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BRWJX vs. MIGFX - Dividend Comparison

BRWJX's dividend yield for the trailing twelve months is around 7.22%, less than MIGFX's 12.57% yield.


TTM20252024202320222021202020192018201720162015
BRWJX
MFS Blended Research Growth Equity Fund
7.22%6.63%4.91%0.61%2.48%17.39%6.83%4.52%7.81%0.82%0.39%0.35%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
12.57%11.39%17.15%4.11%4.49%10.47%7.43%7.39%10.76%6.87%5.12%6.51%

Drawdowns

BRWJX vs. MIGFX - Drawdown Comparison

The maximum BRWJX drawdown since its inception was -32.12%, smaller than the maximum MIGFX drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for BRWJX and MIGFX.


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Drawdown Indicators


BRWJXMIGFXDifference

Max Drawdown

Largest peak-to-trough decline

-32.12%

-61.83%

+29.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-13.77%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-32.12%

-26.67%

-5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-32.12%

-32.42%

+0.30%

Current Drawdown

Current decline from peak

-11.79%

-11.24%

-0.55%

Average Drawdown

Average peak-to-trough decline

-6.17%

-19.00%

+12.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

3.83%

+0.59%

Volatility

BRWJX vs. MIGFX - Volatility Comparison

MFS Blended Research Growth Equity Fund (BRWJX) has a higher volatility of 7.03% compared to MFS Massachusetts Investors Growth Stock Fund (MIGFX) at 5.49%. This indicates that BRWJX's price experiences larger fluctuations and is considered to be riskier than MIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRWJXMIGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

5.49%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

9.81%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

22.81%

17.85%

+4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.25%

17.50%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.77%

18.18%

+2.59%