MEIAX vs. MSFRX
Compare and contrast key facts about MFS Value Fund (MEIAX) and MFS Total Return Fund (MSFRX).
MEIAX is managed by MFS. It was launched on Jan 2, 1996. MSFRX is managed by MFS. It was launched on Oct 5, 1970.
Performance
MEIAX vs. MSFRX - Performance Comparison
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MEIAX vs. MSFRX - 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% |
MSFRX MFS Total Return Fund | 1.18% | 10.98% | 14.73% | 10.34% | -9.70% | 14.00% | 9.72% | 20.20% | -5.80% | 12.18% |
Returns By Period
In the year-to-date period, MEIAX achieves a 1.01% return, which is significantly lower than MSFRX's 1.18% return. Over the past 10 years, MEIAX has outperformed MSFRX with an annualized return of 9.65%, while MSFRX has yielded a comparatively lower 8.00% annualized return.
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%
MSFRX
- 1D
- 0.78%
- 1M
- -3.63%
- YTD
- 1.18%
- 6M
- 3.04%
- 1Y
- 9.48%
- 3Y*
- 12.04%
- 5Y*
- 6.79%
- 10Y*
- 8.00%
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MEIAX vs. MSFRX - Expense Ratio Comparison
MEIAX has a 0.80% expense ratio, which is higher than MSFRX's 0.72% expense ratio.
Return for Risk
MEIAX vs. MSFRX — Risk / Return Rank
MEIAX
MSFRX
MEIAX vs. MSFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIAX) and MFS Total Return Fund (MSFRX). 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 | MSFRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.99 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.43 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.33 | -0.34 |
Martin ratioReturn relative to average drawdown | 4.36 | 5.58 | -1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEIAX | MSFRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.99 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.70 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.77 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.65 | -0.07 |
Correlation
The correlation between MEIAX and MSFRX 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.
Dividends
MEIAX vs. MSFRX - Dividend Comparison
MEIAX's dividend yield for the trailing twelve months is around 9.44%, more than MSFRX's 8.67% 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% |
MSFRX MFS Total Return Fund | 8.67% | 8.93% | 14.87% | 6.19% | 5.38% | 8.33% | 6.93% | 3.22% | 4.99% | 5.67% | 3.54% | 5.55% |
Drawdowns
MEIAX vs. MSFRX - Drawdown Comparison
The maximum MEIAX drawdown since its inception was -52.85%, which is greater than MSFRX's maximum drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for MEIAX and MSFRX.
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Drawdown Indicators
| MEIAX | MSFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -37.28% | -15.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -7.49% | -3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -17.02% | -0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | -24.70% | -12.01% |
Current DrawdownCurrent decline from peak | -5.04% | -3.87% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -5.01% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.79% | +0.74% |
Volatility
MEIAX vs. MSFRX - Volatility Comparison
MFS Value Fund (MEIAX) has a higher volatility of 3.64% compared to MFS Total Return Fund (MSFRX) at 2.49%. This indicates that MEIAX's price experiences larger fluctuations and is considered to be riskier than MSFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIAX | MSFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 2.49% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 5.06% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 9.39% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 9.76% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 10.45% | +6.10% |