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MEGBX vs. FUNFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEGBX vs. FUNFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth Fund (MEGBX) and American Funds Fundamental Investors® Class F-3 (FUNFX). The values are adjusted to include any dividend payments, if applicable.

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MEGBX vs. FUNFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEGBX
MFS Growth Fund
-10.54%11.25%61.25%34.81%-31.83%22.34%30.36%36.33%1.21%24.38%
FUNFX
American Funds Fundamental Investors® Class F-3
-3.28%24.57%23.13%26.25%-16.38%22.81%15.28%27.47%-7.87%19.59%

Returns By Period

In the year-to-date period, MEGBX achieves a -10.54% return, which is significantly lower than FUNFX's -3.28% return.


MEGBX

1D
3.82%
1M
-5.82%
YTD
-10.54%
6M
-11.39%
1Y
8.54%
3Y*
25.12%
5Y*
12.05%
10Y*
15.70%

FUNFX

1D
2.96%
1M
-7.02%
YTD
-3.28%
6M
0.27%
1Y
23.63%
3Y*
20.89%
5Y*
12.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEGBX vs. FUNFX - Expense Ratio Comparison

MEGBX has a 1.59% expense ratio, which is higher than FUNFX's 0.28% expense ratio.


Return for Risk

MEGBX vs. FUNFX — Risk / Return Rank

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

MEGBX
MEGBX Risk / Return Rank: 1515
Overall Rank
MEGBX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MEGBX Sortino Ratio Rank: 1515
Sortino Ratio Rank
MEGBX Omega Ratio Rank: 1515
Omega Ratio Rank
MEGBX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MEGBX Martin Ratio Rank: 1616
Martin Ratio Rank

FUNFX
FUNFX Risk / Return Rank: 7979
Overall Rank
FUNFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FUNFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FUNFX Omega Ratio Rank: 7272
Omega Ratio Rank
FUNFX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FUNFX Martin Ratio Rank: 8787
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.

MEGBX vs. FUNFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund (MEGBX) and American Funds Fundamental Investors® Class F-3 (FUNFX). 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.


MEGBXFUNFXDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.35

-0.91

Sortino ratio

Return per unit of downside risk

0.78

2.02

-1.24

Omega ratio

Gain probability vs. loss probability

1.11

1.28

-0.18

Calmar ratio

Return relative to maximum drawdown

0.54

2.16

-1.62

Martin ratio

Return relative to average drawdown

1.81

9.52

-7.72

MEGBX vs. FUNFX - Sharpe Ratio Comparison

The current MEGBX Sharpe Ratio is 0.44, which is lower than the FUNFX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of MEGBX and FUNFX, 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


MEGBXFUNFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.35

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.74

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.73

-0.24

Correlation

The correlation between MEGBX and FUNFX is 0.89, 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

MEGBX vs. FUNFX - Dividend Comparison

MEGBX's dividend yield for the trailing twelve months is around 29.73%, more than FUNFX's 9.16% yield.


TTM20252024202320222021202020192018201720162015
MEGBX
MFS Growth Fund
29.73%26.60%40.46%7.21%1.51%3.91%4.94%2.13%4.95%3.26%2.03%4.61%
FUNFX
American Funds Fundamental Investors® Class F-3
9.16%8.83%9.21%6.10%5.33%11.29%2.90%7.21%9.65%7.57%0.00%0.00%

Drawdowns

MEGBX vs. FUNFX - Drawdown Comparison

The maximum MEGBX drawdown since its inception was -72.95%, which is greater than FUNFX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for MEGBX and FUNFX.


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Drawdown Indicators


MEGBXFUNFXDifference

Max Drawdown

Largest peak-to-trough decline

-72.95%

-33.92%

-39.03%

Max Drawdown (1Y)

Largest decline over 1 year

-17.64%

-11.36%

-6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-36.73%

-24.88%

-11.85%

Max Drawdown (10Y)

Largest decline over 10 years

-36.73%

Current Drawdown

Current decline from peak

-14.49%

-7.97%

-6.52%

Average Drawdown

Average peak-to-trough decline

-21.83%

-4.78%

-17.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

2.58%

+2.69%

Volatility

MEGBX vs. FUNFX - Volatility Comparison

MFS Growth Fund (MEGBX) has a higher volatility of 6.98% compared to American Funds Fundamental Investors® Class F-3 (FUNFX) at 6.04%. This indicates that MEGBX's price experiences larger fluctuations and is considered to be riskier than FUNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEGBXFUNFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

6.04%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

12.65%

11.03%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

18.14%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.52%

16.72%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.99%

18.17%

+3.82%