MEGBX vs. PBCKX
MEGBX (MFS Growth Fund) and PBCKX (Principal Blue Chip Fund) are both Large Cap Growth Equities funds. Over the past 10 years, MEGBX returned 17.62%/yr vs 16.34%/yr for PBCKX. Their correlation of 0.94 suggests significant overlap in exposure. MEGBX charges 1.59%/yr vs 0.66%/yr for PBCKX.
Performance
MEGBX vs. PBCKX - Performance Comparison
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Returns By Period
In the year-to-date period, MEGBX achieves a 3.21% return, which is significantly higher than PBCKX's -5.15% return. Over the past 10 years, MEGBX has outperformed PBCKX with an annualized return of 17.62%, while PBCKX has yielded a comparatively lower 16.34% annualized return.
MEGBX
- 1D
- -1.47%
- 1M
- -0.22%
- YTD
- 3.21%
- 6M
- 2.11%
- 1Y
- 12.23%
- 3Y*
- 27.28%
- 5Y*
- 13.39%
- 10Y*
- 17.62%
PBCKX
- 1D
- -2.20%
- 1M
- -4.19%
- YTD
- -5.15%
- 6M
- -5.85%
- 1Y
- -1.17%
- 3Y*
- 15.79%
- 5Y*
- 6.63%
- 10Y*
- 16.34%
MEGBX vs. PBCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEGBX MFS Growth Fund | 3.21% | 11.25% | 61.25% | 34.81% | -31.83% | 22.34% | 30.36% | 36.33% | 1.21% | 29.54% |
PBCKX Principal Blue Chip Fund | -5.15% | 9.20% | 26.90% | 40.58% | -30.74% | 25.05% | 34.77% | 45.22% | 2.83% | 28.85% |
Correlation
The correlation between MEGBX and PBCKX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2012 | 0.94 |
The correlation between MEGBX and PBCKX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
MEGBX vs. PBCKX — Risk / Return Rank
MEGBX
PBCKX
MEGBX vs. PBCKX - Risk-Adjusted Trends 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.
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 | PBCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.01 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | -0.02 | +0.78 |
| Martin ratioReturn relative to average drawdown | 2.42 | -0.05 | +2.47 |
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Drawdowns
MEGBX vs. PBCKX - Drawdown Comparison
The maximum MEGBX drawdown since its inception was -72.95%, which is greater than PBCKX's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for MEGBX and PBCKX.
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Drawdown Indicators
| MEGBX | PBCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.95% | -38.00% | -34.95% |
Max Drawdown (1Y)Largest decline over 1 year | -17.64% | -19.10% | +1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -19.10% | -4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -36.73% | -38.00% | +1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -38.00% | +1.27% |
Current DrawdownCurrent decline from peak | -2.82% | -8.75% | +5.93% |
Average DrawdownAverage peak-to-trough decline | -21.73% | -5.65% | -16.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 6.45% | -0.91% |
Volatility
MEGBX vs. PBCKX - Volatility Comparison
MFS Growth Fund (MEGBX) has a higher volatility of 6.54% compared to Principal Blue Chip Fund (PBCKX) at 5.79%. 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.
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Volatility by Period
| MEGBX | PBCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 5.79% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 13.10% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.83% | 15.89% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 20.45% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.12% | 20.26% | +1.86% |
MEGBX vs. PBCKX - Expense Ratio Comparison
MEGBX has a 1.59% expense ratio, which is higher than PBCKX's 0.66% expense ratio.
Dividends
MEGBX vs. PBCKX - Dividend Comparison
MEGBX's dividend yield for the trailing twelve months is around 25.77%, more than PBCKX's 21.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEGBX MFS Growth Fund | 25.77% | 26.60% | 40.46% | 7.21% | 1.51% | 3.91% | 4.94% | 2.13% | 4.95% | 3.26% | 2.03% | 4.61% |
PBCKX Principal Blue Chip Fund | 21.03% | 19.94% | 9.01% | 0.51% | 0.71% | 6.67% | 3.28% | 8.90% | 7.86% | 2.79% | 1.01% | 2.40% |
Frequently Asked Questions
With a correlation of 0.91, MEGBX and PBCKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MEGBX has higher volatility (6.54%) compared to PBCKX (5.79%). In terms of maximum drawdown, MEGBX dropped -72.95% vs PBCKX's -38.00%.
MEGBX currently has the higher Sharpe Ratio (0.80 vs -0.02), 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.
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