MEGBX vs. TRLGX

In the year-to-date period, MEGBX achieves a 4.10% return, which is significantly higher than TRLGX's 1.90% return. Over the past 10 years, MEGBX has underperformed TRLGX with an annualized return of 8.68%, while TRLGX has yielded a comparatively higher 11.89% annualized return.

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MEGBX has a 1.59% expense ratio, which is higher than TRLGX's 0.55% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund (MEGBX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.

The current MEGBX Sharpe Ratio is 0.45, which is lower than the TRLGX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MEGBX and TRLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither MEGBX nor TRLGX has paid dividends to shareholders.

The maximum MEGBX drawdown since its inception was -72.59%, which is greater than TRLGX's maximum drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for MEGBX and TRLGX. For additional features, visit the drawdowns tool.

MFS Growth Fund (MEGBX) has a higher volatility of 6.44% compared to T. Rowe Price Large-Cap Growth Fund (TRLGX) at 5.66%. This indicates that MEGBX's price experiences larger fluctuations and is considered to be riskier than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.