MEGBX vs. VUG
Compare and contrast key facts about MFS Growth Fund (MEGBX) and Vanguard Growth ETF (VUG).
MEGBX is managed by MFS. It was launched on Dec 29, 1986. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEGBX or VUG.
Key characteristics
| MEGBX | VUG | |
|---|---|---|
| YTD Return | 31.18% | 31.99% |
| 1Y Return | 29.68% | 42.58% |
| 3Y Return (Ann) | 1.89% | 9.23% |
| 5Y Return (Ann) | 10.81% | 19.49% |
| 10Y Return (Ann) | 10.38% | 15.84% |
| Sharpe Ratio | 1.66 | 2.53 |
| Sortino Ratio | 2.16 | 3.26 |
| Omega Ratio | 1.32 | 1.46 |
| Calmar Ratio | 1.32 | 3.28 |
| Martin Ratio | 7.71 | 12.97 |
| Ulcer Index | 3.84% | 3.28% |
| Daily Std Dev | 17.85% | 16.79% |
| Max Drawdown | -72.59% | -50.68% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between MEGBX and VUG is 0.96, 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. VUG - Performance Comparison
The year-to-date returns for both investments are quite close, with MEGBX having a 31.18% return and VUG slightly higher at 31.99%. Over the past 10 years, MEGBX has underperformed VUG with an annualized return of 10.38%, while VUG has yielded a comparatively higher 15.84% 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. VUG - Expense Ratio Comparison
MEGBX has a 1.59% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
MEGBX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund (MEGBX) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
MEGBX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.48%.
| 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% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
MEGBX vs. VUG - Drawdown Comparison
The maximum MEGBX drawdown since its inception was -72.59%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MEGBX and VUG. For additional features, visit the drawdowns tool.
Volatility
MEGBX vs. VUG - Volatility Comparison
The current volatility for MFS Growth Fund (MEGBX) is 4.75%, while Vanguard Growth ETF (VUG) has a volatility of 5.05%. This indicates that MEGBX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.