MEIAX vs. PEOPX
Compare and contrast key facts about MFS Value Fund (MEIAX) and BNY Mellon S&P 500 Index Fund (PEOPX).
MEIAX is managed by MFS. It was launched on Jan 2, 1996. PEOPX is a passively managed fund by BNY Mellon that tracks the performance of the S&P 500 Index. It was launched on Jan 2, 1990.
Performance
MEIAX vs. PEOPX - Performance Comparison
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MEIAX vs. PEOPX - 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% |
PEOPX BNY Mellon S&P 500 Index Fund | -4.45% | 17.33% | 24.50% | 25.78% | -18.67% | 28.25% | 17.83% | 30.96% | -6.01% | 21.26% |
Returns By Period
In the year-to-date period, MEIAX achieves a 1.01% return, which is significantly higher than PEOPX's -4.45% return. Over the past 10 years, MEIAX has underperformed PEOPX with an annualized return of 9.65%, while PEOPX has yielded a comparatively higher 13.41% 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%
PEOPX
- 1D
- 2.92%
- 1M
- -5.07%
- YTD
- -4.45%
- 6M
- -2.34%
- 1Y
- 16.81%
- 3Y*
- 17.81%
- 5Y*
- 11.28%
- 10Y*
- 13.41%
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MEIAX vs. PEOPX - Expense Ratio Comparison
MEIAX has a 0.80% expense ratio, which is higher than PEOPX's 0.50% expense ratio.
Return for Risk
MEIAX vs. PEOPX — Risk / Return Rank
MEIAX
PEOPX
MEIAX vs. PEOPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIAX) and BNY Mellon S&P 500 Index Fund (PEOPX). 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 | PEOPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.95 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.45 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.48 | -0.48 |
Martin ratioReturn relative to average drawdown | 4.36 | 7.05 | -2.70 |
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 | PEOPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.95 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.67 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.75 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.47 | +0.11 |
Correlation
The correlation between MEIAX and PEOPX is 0.89, 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. PEOPX - Dividend Comparison
MEIAX's dividend yield for the trailing twelve months is around 9.44%, less than PEOPX's 10.83% 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% |
PEOPX BNY Mellon S&P 500 Index Fund | 10.83% | 10.35% | 10.38% | 7.35% | 11.78% | 12.89% | 11.94% | 14.37% | 14.75% | 9.21% | 10.90% | 7.81% |
Drawdowns
MEIAX vs. PEOPX - Drawdown Comparison
The maximum MEIAX drawdown since its inception was -52.85%, smaller than the maximum PEOPX drawdown of -57.45%. Use the drawdown chart below to compare losses from any high point for MEIAX and PEOPX.
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Drawdown Indicators
| MEIAX | PEOPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -57.45% | +4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -12.13% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -24.79% | +7.07% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | -33.85% | -2.86% |
Current DrawdownCurrent decline from peak | -5.04% | -6.32% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -10.56% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.54% | -0.01% |
Volatility
MEIAX vs. PEOPX - Volatility Comparison
The current volatility for MFS Value Fund (MEIAX) is 3.64%, while BNY Mellon S&P 500 Index Fund (PEOPX) has a volatility of 5.34%. This indicates that MEIAX experiences smaller price fluctuations and is considered to be less risky than PEOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIAX | PEOPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 5.34% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 9.53% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 18.32% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 16.92% | -3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 17.95% | -1.40% |