MEGBX vs. PBCKX
Compare and contrast key facts about MFS Growth Fund (MEGBX) and Principal Blue Chip Fund (PBCKX).
MEGBX is managed by MFS. It was launched on Dec 29, 1986. PBCKX is managed by Principal. It was launched on Jun 14, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEGBX or PBCKX.
Key characteristics
| MEGBX | PBCKX | |
|---|---|---|
| YTD Return | 31.08% | 23.31% |
| 1Y Return | 31.97% | 36.96% |
| 3Y Return (Ann) | 1.87% | 2.53% |
| 5Y Return (Ann) | 11.04% | 12.97% |
| 10Y Return (Ann) | 10.37% | 12.38% |
| Sharpe Ratio | 1.73 | 2.73 |
| Sortino Ratio | 2.25 | 3.59 |
| Omega Ratio | 1.33 | 1.49 |
| Calmar Ratio | 1.39 | 1.70 |
| Martin Ratio | 8.10 | 20.41 |
| Ulcer Index | 3.84% | 1.80% |
| Daily Std Dev | 17.96% | 13.48% |
| Max Drawdown | -72.59% | -41.86% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
MEGBX vs. PBCKX - Performance Comparison
In the year-to-date period, MEGBX achieves a 31.08% return, which is significantly higher than PBCKX's 23.31% return. Over the past 10 years, MEGBX has underperformed PBCKX with an annualized return of 10.37%, while PBCKX has yielded a comparatively higher 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MEGBX vs. PBCKX - Expense Ratio Comparison
MEGBX has a 1.59% expense ratio, which is higher than PBCKX's 0.66% expense ratio.
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.
Dividends
MEGBX vs. PBCKX - Dividend Comparison
Neither MEGBX nor PBCKX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Volatility
MEGBX vs. PBCKX - Volatility Comparison
MFS Growth Fund (MEGBX) has a higher volatility of 4.82% compared to Principal Blue Chip Fund (PBCKX) at 4.56%. 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.