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MEGBX vs. PBCKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MEGBX and PBCKX is 0.94, 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.


-0.50.00.51.00.9

Performance

MEGBX vs. PBCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth Fund (MEGBX) and Principal Blue Chip Fund (PBCKX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
252.80%
369.95%
MEGBX
PBCKX

Key characteristics

Sharpe Ratio

MEGBX:

0.51

PBCKX:

1.35

Sortino Ratio

MEGBX:

0.72

PBCKX:

1.74

Omega Ratio

MEGBX:

1.15

PBCKX:

1.25

Calmar Ratio

MEGBX:

0.55

PBCKX:

1.29

Martin Ratio

MEGBX:

2.96

PBCKX:

9.24

Ulcer Index

MEGBX:

4.16%

PBCKX:

2.14%

Daily Std Dev

MEGBX:

24.11%

PBCKX:

14.72%

Max Drawdown

MEGBX:

-72.59%

PBCKX:

-41.86%

Current Drawdown

MEGBX:

-18.72%

PBCKX:

-7.61%

Returns By Period

In the year-to-date period, MEGBX achieves a 10.77% return, which is significantly lower than PBCKX's 17.92% return. Over the past 10 years, MEGBX has underperformed PBCKX with an annualized return of 8.30%, while PBCKX has yielded a comparatively higher 11.82% annualized return.


MEGBX

YTD

10.77%

1M

-14.40%

6M

-10.91%

1Y

11.05%

5Y*

6.46%

10Y*

8.30%

PBCKX

YTD

17.92%

1M

-3.33%

6M

4.18%

1Y

18.46%

5Y*

11.71%

10Y*

11.82%

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. PBCKX - Expense Ratio Comparison

MEGBX has a 1.59% expense ratio, which is higher than PBCKX's 0.66% expense ratio.


MEGBX
MFS Growth Fund
Expense ratio chart for MEGBX: current value at 1.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.59%
Expense ratio chart for PBCKX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

MEGBX vs. PBCKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund (MEGBX) and Principal Blue Chip Fund (PBCKX). 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.


Sharpe ratio
The chart of Sharpe ratio for MEGBX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.000.511.35
The chart of Sortino ratio for MEGBX, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.000.721.74
The chart of Omega ratio for MEGBX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.25
The chart of Calmar ratio for MEGBX, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.0014.000.551.29
The chart of Martin ratio for MEGBX, currently valued at 2.96, compared to the broader market0.0020.0040.0060.002.969.24
MEGBX
PBCKX

The current MEGBX Sharpe Ratio is 0.51, which is lower than the PBCKX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of MEGBX and PBCKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.51
1.35
MEGBX
PBCKX

Dividends

MEGBX vs. PBCKX - Dividend Comparison

Neither MEGBX nor PBCKX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MEGBX
MFS Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.28%4.83%1.78%
PBCKX
Principal Blue Chip Fund
0.00%0.00%0.00%0.00%0.00%0.34%0.00%0.02%0.46%0.43%0.58%0.28%

Drawdowns

MEGBX vs. PBCKX - Drawdown Comparison

The maximum MEGBX drawdown since its inception was -72.59%, which is greater than PBCKX's maximum drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for MEGBX and PBCKX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.72%
-7.61%
MEGBX
PBCKX

Volatility

MEGBX vs. PBCKX - Volatility Comparison

MFS Growth Fund (MEGBX) has a higher volatility of 19.04% compared to Principal Blue Chip Fund (PBCKX) at 6.88%. This indicates that MEGBX's price experiences larger fluctuations and is considered to be riskier than PBCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
19.04%
6.88%
MEGBX
PBCKX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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