MEGBX vs. TRBCX
MEGBX (MFS Growth Fund) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, MEGBX returned 17.62%/yr vs 17.70%/yr for TRBCX. Their correlation of 0.92 suggests significant overlap in exposure. MEGBX charges 1.59%/yr vs 0.69%/yr for TRBCX.
Performance
MEGBX vs. TRBCX - 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 TRBCX's 0.19% return. Both investments have delivered pretty close results over the past 10 years, with MEGBX having a 17.62% annualized return and TRBCX not far ahead at 17.70%.
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%
TRBCX
- 1D
- -1.60%
- 1M
- -3.26%
- YTD
- 0.19%
- 6M
- -0.94%
- 1Y
- 15.20%
- 3Y*
- 25.86%
- 5Y*
- 11.30%
- 10Y*
- 17.70%
MEGBX vs. TRBCX - 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 0.19% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between MEGBX and TRBCX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1993 | 0.92 |
The correlation between MEGBX and TRBCX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
MEGBX vs. TRBCX — Risk / Return Rank
MEGBX
TRBCX
MEGBX vs. TRBCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund (MEGBX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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 | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.98 | -0.22 |
| Martin ratioReturn relative to average drawdown | 2.42 | 3.23 | -0.81 |
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Drawdowns
MEGBX vs. TRBCX - Drawdown Comparison
The maximum MEGBX drawdown since its inception was -72.95%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for MEGBX and TRBCX.
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Drawdown Indicators
| MEGBX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.95% | -54.56% | -18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -17.64% | -17.01% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -23.08% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -36.73% | -43.63% | +6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -43.63% | +6.90% |
Current DrawdownCurrent decline from peak | -2.82% | -5.67% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -21.73% | -11.29% | -10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 5.14% | +0.40% |
Volatility
MEGBX vs. TRBCX - Volatility Comparison
MFS Growth Fund (MEGBX) and T. Rowe Price Blue Chip Growth Fund (TRBCX) have volatilities of 6.54% and 6.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEGBX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 6.46% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 14.49% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.83% | 17.62% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 24.16% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.12% | 22.87% | -0.75% |
MEGBX vs. TRBCX - Expense Ratio Comparison
MEGBX has a 1.59% expense ratio, which is higher than TRBCX's 0.69% expense ratio.
Dividends
MEGBX vs. TRBCX - Dividend Comparison
MEGBX's dividend yield for the trailing twelve months is around 25.77%, more than TRBCX's 5.24% 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.24% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
With a correlation of 0.92, MEGBX and TRBCX 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 TRBCX (6.46%). In terms of maximum drawdown, MEGBX dropped -72.95% vs TRBCX's -54.56%.
TRBCX currently has the higher Sharpe Ratio (0.95 vs 0.80), 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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