MEIIX vs. BRK-A

Last updated Jun 3, 2026

MEIIX (MFS Value Fund Class I) is Large Cap Value Equities fund managed by MFS, while BRK-A (Berkshire Hathaway Inc) is a stock. Over the past 10 years, MEIIX returned 9.79%/yr vs 12.82%/yr for BRK-A. A 0.55 correlation means they provide meaningful diversification when combined.

Performance

MEIIX vs. BRK-A - Performance Comparison

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

Returns By Period

In the year-to-date period, MEIIX achieves a 3.85% return, which is significantly higher than BRK-A's -6.30% return. Over the past 10 years, MEIIX has underperformed BRK-A with an annualized return of 9.79%, while BRK-A has yielded a comparatively higher 12.82% annualized return.

MEIIX

• 1D: -0.65%
• 1M: -0.99%
• YTD: 3.85%
• 6M: 6.13%
• 1Y: 12.56%
• 3Y*: 12.98%
• 5Y*: 7.63%
• 10Y*: 9.79%

BRK-A

• 1D: 0.29%
• 1M: -0.44%
• YTD: -6.30%
• 6M: -6.96%
• 1Y: -6.30%
• 3Y*: 12.03%
• 5Y*: 10.02%
• 10Y*: 12.82%

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

MEIIX vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MEIIX MFS Value Fund Class I	3.85%	13.26%	11.86%	8.21%	-6.02%	25.43%	3.99%	30.04%	-9.90%	17.20%
BRK-A Berkshire Hathaway Inc	-6.30%	10.85%	25.49%	15.77%	4.00%	29.57%	2.42%	10.98%	2.82%	21.91%

Correlation

The correlation between MEIIX and BRK-A is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997	0.55

The correlation between MEIIX and BRK-A shifts across timeframes, from 0.46 (1 year) to 0.74 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

MEIIX vs. BRK-A — Risk / Return Rank

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

MEIIX

MEIIX Risk / Return Rank: 20
MEIIX Sharpe Ratio Rank: 17
MEIIX Sortino Ratio Rank: 17
MEIIX Omega Ratio Rank: 16
MEIIX Calmar Ratio Rank: 25
MEIIX Martin Ratio Rank: 27

BRK-A

BRK-A Risk / Return Rank: 15
BRK-A Sharpe Ratio Rank: 20
BRK-A Sortino Ratio Rank: 19
BRK-A Omega Ratio Rank: 19
BRK-A Calmar Ratio Rank: 13
BRK-A Martin Ratio Rank: 7

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.

MEIIX vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and Berkshire Hathaway Inc (BRK-A). 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.

	MEIIX	BRK-A	Difference
Sharpe ratio Return per unit of total volatility	1.23	-0.46	+1.69
Sortino ratio Return per unit of downside risk	1.79	-0.54	+2.33
Omega ratio Gain probability vs. loss probability	1.22	0.93	+0.28
Calmar ratio Return relative to maximum drawdown	1.92	-0.73	+2.65
Martin ratio Return relative to average drawdown	6.68	-1.42	+8.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEIIX vs. BRK-A - Sharpe Ratio Comparison

The current MEIIX Sharpe Ratio is 1.23, which is higher than the BRK-A Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of MEIIX and BRK-A, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MEIIX	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	-0.46	+1.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.59	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.68	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.82	-0.26

Drawdowns

MEIIX vs. BRK-A - Drawdown Comparison

The maximum MEIIX drawdown since its inception was -52.64%, roughly equal to the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for MEIIX and BRK-A.

Drawdown Indicators

	MEIIX	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-52.64%	-51.47%	-1.17%
Max Drawdown (1Y) Largest decline over 1 year	-6.76%	-9.12%	+2.36%
Max Drawdown (3Y) Largest decline over 3 years	-13.19%	-14.43%	+1.24%
Max Drawdown (5Y) Largest decline over 5 years	-17.58%	-25.98%	+8.40%
Max Drawdown (10Y) Largest decline over 10 years	-36.70%	-30.43%	-6.27%
Current Drawdown Current decline from peak	-2.41%	-12.62%	+10.21%
Average Drawdown Average peak-to-trough decline	-6.55%	-9.52%	+2.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	4.67%	-2.72%

Volatility

MEIIX vs. BRK-A - Volatility Comparison

The current volatility for MFS Value Fund Class I (MEIIX) is 2.39%, while Berkshire Hathaway Inc (BRK-A) has a volatility of 3.63%. This indicates that MEIIX experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MEIIX	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.39%	3.63%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	7.75%	10.41%	-2.66%
Volatility (1Y) Calculated over the trailing 1-year period	10.38%	13.84%	-3.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.92%	17.15%	-3.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.55%	18.98%	-2.43%

Dividends

MEIIX vs. BRK-A - Dividend Comparison

MEIIX's dividend yield for the trailing twelve months is around 9.36%, while BRK-A has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-A Berkshire Hathaway Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MEIIX MFS Value Fund Class I	9.36%	9.52%	9.30%	8.41%	7.58%	3.32%	2.63%	3.17%	3.62%	4.04%	2.91%	5.97%

Frequently Asked Questions

Can I hold both MEIIX and BRK-A in my portfolio?

MEIIX and BRK-A have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MEIIX or BRK-A?

BRK-A has higher volatility (3.63%) compared to MEIIX (2.39%). In terms of maximum drawdown, MEIIX dropped -52.64% vs BRK-A's -51.47%.

Which has better risk-adjusted returns?

MEIIX currently has the higher Sharpe Ratio (1.23 vs -0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.