MEGBX vs. BBLIX

Last updated Jun 26, 2026

MEGBX (MFS Growth Fund) and BBLIX (BBH Select Series - Large Cap Fund) are both Large Cap Growth Equities funds. Over the past 5 years, MEGBX returned 12.75%/yr vs 8.11%/yr for BBLIX. Their correlation of 0.82 suggests significant overlap in exposure. MEGBX charges 1.59%/yr vs 0.70%/yr for BBLIX.

Performance

MEGBX vs. BBLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth Fund (MEGBX) and BBH Select Series - Large Cap Fund (BBLIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MEGBX achieves a 0.95% return, which is significantly lower than BBLIX's 1.58% return.

MEGBX

• 1D: -0.06%
• 1M: -3.03%
• YTD: 0.95%
• 6M: -0.29%
• 1Y: 7.92%
• 3Y*: 26.35%
• 5Y*: 12.75%
• 10Y*: 17.36%

BBLIX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 1.58%
• 6M: 1.58%
• 1Y: 6.72%
• 3Y*: 13.18%
• 5Y*: 8.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MEGBX vs. BBLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MEGBX MFS Growth Fund	0.95%	11.25%	61.25%	34.81%	-31.83%	22.34%	30.36%	7.92%
BBLIX BBH Select Series - Large Cap Fund	1.58%	12.07%	15.83%	23.86%	-20.59%	27.23%	12.30%	3.63%

Correlation

The correlation between MEGBX and BBLIX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019	0.82

Over the past year, the correlation between MEGBX and BBLIX has dropped to 0.38 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

Return for Risk

MEGBX vs. BBLIX — Risk / Return Rank

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

MEGBX

MEGBX Risk / Return Rank: 7
MEGBX Sharpe Ratio Rank: 8
MEGBX Sortino Ratio Rank: 8
MEGBX Omega Ratio Rank: 8
MEGBX Calmar Ratio Rank: 7
MEGBX Martin Ratio Rank: 7

BBLIX

BBLIX Risk / Return Rank: 29
BBLIX Sharpe Ratio Rank: 22
BBLIX Sortino Ratio Rank: 21
BBLIX Omega Ratio Rank: 39
BBLIX Calmar Ratio Rank: 43
BBLIX Martin Ratio Rank: 20

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.

MEGBX vs. BBLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund (MEGBX) and BBH Select Series - Large Cap Fund (BBLIX). 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.

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.

	MEGBX	BBLIX	Difference
Sharpe ratio: Return per unit of total volatility	0.48	1.11	-0.63
Sortino ratio: Return per unit of downside risk	0.76	1.58	-0.82
Omega ratio: Gain probability vs. loss probability	1.09	1.28	-0.18
Calmar ratio: Return relative to maximum drawdown	0.46	2.18	-1.72
Martin ratio: Return relative to average drawdown	1.45	4.10	-2.65

MEGBX vs. BBLIX - Sharpe Ratio Comparison

The current MEGBX Sharpe Ratio is 0.48, which is lower than the BBLIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of MEGBX and BBLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MEGBX vs. BBLIX - Drawdown Comparison

The maximum MEGBX drawdown since its inception was -72.95%, which is greater than BBLIX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for MEGBX and BBLIX.

Drawdown Indicators

	MEGBX	BBLIX	Difference
Max Drawdown Largest peak-to-trough decline	-72.95%	-33.49%	-39.46%
Max Drawdown (1Y) Largest decline over 1 year	-17.64%	-3.63%	-14.01%
Max Drawdown (3Y) Largest decline over 3 years	-23.39%	-14.68%	-8.71%
Max Drawdown (5Y) Largest decline over 5 years	-36.73%	-28.06%	-8.67%
Max Drawdown (10Y) Largest decline over 10 years	-36.73%	—	—
Current Drawdown Current decline from peak	-4.95%	-1.80%	-3.15%
Average Drawdown Average peak-to-trough decline	-21.73%	-6.31%	-15.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.56%	1.82%	+3.74%

Volatility

MEGBX vs. BBLIX - Volatility Comparison

MFS Growth Fund (MEGBX) has a higher volatility of 6.87% compared to BBH Select Series - Large Cap Fund (BBLIX) at 0.00%. This indicates that MEGBX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MEGBX	BBLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	0.00%	+6.87%
Volatility (6M) Calculated over the trailing 6-month period	13.42%	4.11%	+9.31%
Volatility (1Y) Calculated over the trailing 1-year period	16.91%	7.35%	+9.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.64%	15.90%	+7.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.09%	18.46%	+3.63%

MEGBX vs. BBLIX - Expense Ratio Comparison

MEGBX has a 1.59% expense ratio, which is higher than BBLIX's 0.70% expense ratio.

Dividends

MEGBX vs. BBLIX - Dividend Comparison

MEGBX's dividend yield for the trailing twelve months is around 26.35%, more than BBLIX's 9.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBLIX BBH Select Series - Large Cap Fund	9.39%	9.54%	4.20%	0.28%	1.45%	3.27%	0.34%	0.04%	0.00%	0.00%	0.00%	0.00%
MEGBX MFS Growth Fund	26.35%	26.60%	40.46%	7.21%	1.51%	3.91%	4.94%	2.13%	4.95%	3.26%	2.03%	4.61%

Frequently Asked Questions

Can I hold both MEGBX and BBLIX in my portfolio?

MEGBX and BBLIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MEGBX or BBLIX?

MEGBX has higher volatility (6.87%) compared to BBLIX (0.00%). In terms of maximum drawdown, MEGBX dropped -72.95% vs BBLIX's -33.49%.

Which has better risk-adjusted returns?

BBLIX currently has the higher Sharpe Ratio (1.11 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.