MEIAX vs. MEIIX

Last updated Apr 2, 2026

Compare and contrast key facts about MFS Value Fund (MEIAX) and MFS Value Fund Class I (MEIIX).

MEIAX is managed by MFS. It was launched on Jan 2, 1996. MEIIX is managed by MFS. It was launched on Feb 1, 1996.

Performance

MEIAX vs. MEIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Value Fund (MEIAX) and MFS Value Fund Class I (MEIIX). The values are adjusted to include any dividend payments, if applicable.

MEIAX vs. MEIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MEIAX MFS Value Fund	1.01%	12.97%	11.60%	7.92%	-6.25%	25.11%	3.71%	29.73%	-10.11%	16.97%
MEIIX MFS Value Fund Class I	1.07%	13.26%	11.86%	8.21%	-6.02%	25.43%	3.99%	30.04%	-9.90%	17.20%

Returns By Period

In the year-to-date period, MEIAX achieves a 1.01% return, which is significantly lower than MEIIX's 1.07% return. Both investments have delivered pretty close results over the past 10 years, with MEIAX having a 9.65% annualized return and MEIIX not far ahead at 9.90%.

MEIAX

• 1D: 1.64%
• 1M: -5.04%
• YTD: 1.01%
• 6M: 3.48%
• 1Y: 10.10%
• 3Y*: 11.75%
• 5Y*: 8.09%
• 10Y*: 9.65%

MEIIX

• 1D: 1.65%
• 1M: -5.02%
• YTD: 1.07%
• 6M: 3.60%
• 1Y: 10.36%
• 3Y*: 12.03%
• 5Y*: 8.36%
• 10Y*: 9.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MEIAX vs. MEIIX - Expense Ratio Comparison

MEIAX has a 0.80% expense ratio, which is higher than MEIIX's 0.55% expense ratio.

MEIAX

MFS Value Fund

MEIIX

MFS Value Fund Class I

Return for Risk

MEIAX vs. MEIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MEIAX

MEIAX Risk / Return Rank: 29
MEIAX Sharpe Ratio Rank: 25
MEIAX Sortino Ratio Rank: 24
MEIAX Omega Ratio Rank: 24
MEIAX Calmar Ratio Rank: 34
MEIAX Martin Ratio Rank: 40

MEIIX

MEIIX Risk / Return Rank: 31
MEIIX Sharpe Ratio Rank: 26
MEIIX Sortino Ratio Rank: 25
MEIIX Omega Ratio Rank: 25
MEIIX Calmar Ratio Rank: 36
MEIIX Martin Ratio Rank: 42

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MEIAX vs. MEIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIAX) and MFS Value Fund Class I (MEIIX). 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.

	MEIAX	MEIIX	Difference
Sharpe ratio Return per unit of total volatility	0.67	0.69	-0.02
Sortino ratio Return per unit of downside risk	1.01	1.03	-0.02
Omega ratio Gain probability vs. loss probability	1.15	1.15	0.00
Calmar ratio Return relative to maximum drawdown	0.99	1.02	-0.02
Martin ratio Return relative to average drawdown	4.36	4.48	-0.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEIAX vs. MEIIX - Sharpe Ratio Comparison

The current MEIAX Sharpe Ratio is 0.67, which is comparable to the MEIIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MEIAX and MEIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MEIAX	MEIIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	0.69	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.60	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.60	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.56	+0.02

Correlation

The correlation between MEIAX and MEIIX is 1.00, 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.

Dividends

MEIAX vs. MEIIX - Dividend Comparison

MEIAX's dividend yield for the trailing twelve months is around 9.44%, less than MEIIX's 9.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MEIAX MFS Value Fund	9.44%	9.34%	9.10%	8.21%	7.36%	3.10%	2.42%	2.97%	3.36%	3.87%	2.84%	5.73%
MEIIX MFS Value Fund Class I	9.62%	9.52%	9.30%	8.41%	7.58%	3.32%	2.63%	3.17%	3.62%	4.04%	2.91%	5.97%

Drawdowns

MEIAX vs. MEIIX - Drawdown Comparison

The maximum MEIAX drawdown since its inception was -52.85%, roughly equal to the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MEIAX and MEIIX.

Drawdown Indicators

	MEIAX	MEIIX	Difference
Max Drawdown Largest peak-to-trough decline	-52.85%	-52.64%	-0.21%
Max Drawdown (1Y) Largest decline over 1 year	-11.10%	-11.10%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-17.72%	-17.58%	-0.14%
Max Drawdown (10Y) Largest decline over 10 years	-36.71%	-36.70%	-0.01%
Current Drawdown Current decline from peak	-5.04%	-5.02%	-0.02%
Average Drawdown Average peak-to-trough decline	-6.57%	-6.58%	+0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	2.53%	0.00%

Volatility

MEIAX vs. MEIIX - Volatility Comparison

MFS Value Fund (MEIAX) and MFS Value Fund Class I (MEIIX) have volatilities of 3.64% and 3.64%, 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.

Volatility by Period

	MEIAX	MEIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	3.64%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	7.85%	7.85%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	14.83%	14.83%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.91%	13.92%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.55%	16.56%	-0.01%