MEGBX vs. MEIIX
Compare and contrast key facts about MFS Growth Fund (MEGBX) and MFS Value Fund Class I (MEIIX).
MEGBX is managed by MFS. It was launched on Dec 29, 1986. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MEGBX vs. MEIIX - Performance Comparison
Loading graphics...
MEGBX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEGBX MFS Growth Fund | -10.54% | 11.25% | 61.25% | 34.81% | -31.83% | 22.34% | 30.36% | 36.33% | 1.21% | 29.54% |
MEIIX MFS Value Fund Class I | 1.07% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, MEGBX achieves a -10.54% return, which is significantly lower than MEIIX's 1.07% return. Over the past 10 years, MEGBX has outperformed MEIIX with an annualized return of 15.70%, while MEIIX has yielded a comparatively lower 9.90% annualized 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%
MEIIX
- 1D
- 1.65%
- 1M
- -5.02%
- YTD
- 1.07%
- 6M
- 3.60%
- 1Y
- 10.36%
- 3Y*
- 12.03%
- 5Y*
- 8.36%
- 10Y*
- 9.90%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MEGBX vs. MEIIX - Expense Ratio Comparison
MEGBX has a 1.59% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MEGBX vs. MEIIX — Risk / Return Rank
MEGBX
MEIIX
MEGBX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund (MEGBX) and MFS Value Fund Class I (MEIIX). 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.
| MEGBX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.69 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.03 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.02 | -0.48 |
Martin ratioReturn relative to average drawdown | 1.81 | 4.48 | -2.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MEGBX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.69 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.60 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.60 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.56 | -0.07 |
Correlation
The correlation between MEGBX and MEIIX is 0.74, 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. MEIIX - Dividend Comparison
MEGBX's dividend yield for the trailing twelve months is around 29.73%, more than MEIIX's 9.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MEIIX MFS Value Fund Class I | 9.62% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
MEGBX vs. MEIIX - Drawdown Comparison
The maximum MEGBX drawdown since its inception was -72.95%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MEGBX and MEIIX.
Loading graphics...
Drawdown Indicators
| MEGBX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.95% | -52.64% | -20.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.64% | -11.10% | -6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -36.73% | -17.58% | -19.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -36.70% | -0.03% |
Current DrawdownCurrent decline from peak | -14.49% | -5.02% | -9.47% |
Average DrawdownAverage peak-to-trough decline | -21.83% | -6.58% | -15.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.27% | 2.53% | +2.74% |
Volatility
MEGBX vs. MEIIX - Volatility Comparison
MFS Growth Fund (MEGBX) has a higher volatility of 6.98% compared to MFS Value Fund Class I (MEIIX) at 3.64%. This indicates that MEGBX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MEGBX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 3.64% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 7.85% | +4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 14.83% | +7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.52% | 13.92% | +9.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 16.56% | +5.43% |