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EQNIX vs. MFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQNIX vs. MFEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Equity Income Fund (EQNIX) and MFS Growth I (MFEIX). The values are adjusted to include any dividend payments, if applicable.

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EQNIX vs. MFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQNIX
MFS Equity Income Fund
0.37%16.90%12.89%16.23%-6.97%26.35%8.59%25.72%-7.55%19.34%
MFEIX
MFS Growth I
-13.62%12.34%49.67%36.15%-31.14%23.59%31.65%37.69%2.30%30.86%

Returns By Period

In the year-to-date period, EQNIX achieves a 0.37% return, which is significantly higher than MFEIX's -13.62% return. Over the past 10 years, EQNIX has underperformed MFEIX with an annualized return of 11.47%, while MFEIX has yielded a comparatively higher 15.44% annualized return.


EQNIX

1D
-0.14%
1M
-6.92%
YTD
0.37%
6M
2.65%
1Y
16.88%
3Y*
14.50%
5Y*
10.67%
10Y*
11.47%

MFEIX

1D
-0.59%
1M
-9.06%
YTD
-13.62%
6M
-14.22%
1Y
6.53%
3Y*
21.33%
5Y*
10.89%
10Y*
15.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQNIX vs. MFEIX - Expense Ratio Comparison

EQNIX has a 0.64% expense ratio, which is higher than MFEIX's 0.60% expense ratio.


Return for Risk

EQNIX vs. MFEIX — Risk / Return Rank

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

EQNIX
EQNIX Risk / Return Rank: 5959
Overall Rank
EQNIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EQNIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
EQNIX Omega Ratio Rank: 6262
Omega Ratio Rank
EQNIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
EQNIX Martin Ratio Rank: 6161
Martin Ratio Rank

MFEIX
MFEIX Risk / Return Rank: 1212
Overall Rank
MFEIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MFEIX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEIX Martin Ratio Rank: 1111
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.

EQNIX vs. MFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Equity Income Fund (EQNIX) and MFS Growth I (MFEIX). 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.


EQNIXMFEIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.30

+0.77

Sortino ratio

Return per unit of downside risk

1.55

0.59

+0.96

Omega ratio

Gain probability vs. loss probability

1.24

1.08

+0.15

Calmar ratio

Return relative to maximum drawdown

1.27

0.22

+1.05

Martin ratio

Return relative to average drawdown

5.78

0.74

+5.05

EQNIX vs. MFEIX - Sharpe Ratio Comparison

The current EQNIX Sharpe Ratio is 1.08, which is higher than the MFEIX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of EQNIX and MFEIX, 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


EQNIXMFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.30

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.50

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.73

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.41

+0.30

Correlation

The correlation between EQNIX and MFEIX is 0.78, 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

EQNIX vs. MFEIX - Dividend Comparison

EQNIX's dividend yield for the trailing twelve months is around 12.13%, less than MFEIX's 17.36% yield.


TTM20252024202320222021202020192018201720162015
EQNIX
MFS Equity Income Fund
12.13%12.17%6.60%4.05%6.24%8.38%3.71%2.29%7.27%4.75%2.42%2.89%
MFEIX
MFS Growth I
17.36%14.99%25.47%4.86%1.05%2.76%3.57%1.57%3.78%2.50%1.61%3.65%

Drawdowns

EQNIX vs. MFEIX - Drawdown Comparison

The maximum EQNIX drawdown since its inception was -36.60%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for EQNIX and MFEIX.


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Drawdown Indicators


EQNIXMFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.60%

-72.24%

+35.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-17.30%

+4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-36.11%

+17.47%

Max Drawdown (10Y)

Largest decline over 10 years

-36.60%

-36.11%

-0.49%

Current Drawdown

Current decline from peak

-7.94%

-17.30%

+9.36%

Average Drawdown

Average peak-to-trough decline

-3.48%

-23.85%

+20.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

5.06%

-2.28%

Volatility

EQNIX vs. MFEIX - Volatility Comparison

The current volatility for MFS Equity Income Fund (EQNIX) is 4.40%, while MFS Growth I (MFEIX) has a volatility of 5.58%. This indicates that EQNIX experiences smaller price fluctuations and is considered to be less risky than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQNIXMFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

5.58%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

12.05%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

21.56%

-4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

21.87%

-7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

21.16%

-4.05%