MEIIX vs. DFLVX
MEIIX (MFS Value Fund Class I) and DFLVX (DFA U.S. Large Cap Value Portfolio) are both Large Cap Value Equities funds. Over the past 10 years, MEIIX returned 10.16%/yr vs 11.93%/yr for DFLVX. Their correlation of 0.92 means they have usually moved in the same direction. MEIIX charges 0.55%/yr vs 0.22%/yr for DFLVX.
Performance
MEIIX vs. DFLVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MEIIX achieves a 10.50% return, which is significantly lower than DFLVX's 18.84% return. Over the past 10 years, MEIIX has underperformed DFLVX with an annualized return of 10.16%, while DFLVX has yielded a comparatively higher 11.93% annualized return.
MEIIX
- 1D
- 0.38%
- 1M
- 1.21%
- 6M
- 6.98%
- YTD
- 10.50%
- 1Y
- 18.81%
- 3Y*
- 13.09%
- 5Y*
- 8.73%
- 10Y*
- 10.16%
- ALL TIME*
- 9.88%
DFLVX
- 1D
- 0.67%
- 1M
- 1.90%
- 6M
- 13.48%
- YTD
- 18.84%
- 1Y
- 32.92%
- 3Y*
- 17.16%
- 5Y*
- 12.14%
- 10Y*
- 11.93%
- ALL TIME*
- 10.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MEIIX vs. DFLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | 10.50% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
DFLVX DFA U.S. Large Cap Value Portfolio | 18.84% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
Correlation
The correlation between MEIIX and DFLVX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1996 | 0.92 |
The correlation between MEIIX and DFLVX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MEIIX vs. DFLVX — Risk / Return Rank
MEIIX
DFLVX
MEIIX vs. DFLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and DFA U.S. Large Cap Value Portfolio (DFLVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MEIIX | DFLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.48 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 5.21 | -2.79 |
| Martin ratioReturn relative to average drawdown | 8.50 | 19.82 | -11.31 |
Loading charts...
Drawdowns
MEIIX vs. DFLVX - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, smaller than the maximum DFLVX drawdown of -65.65%. Use the drawdown chart below to compare losses from any high point for MEIIX and DFLVX.
Loading charts...
Drawdown Indicators
| MEIIX | DFLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -65.65% | +13.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -5.86% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -13.19% | -16.64% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -19.83% | +2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -41.79% | +5.09% |
Current DrawdownCurrent decline from peak | -1.04% | -0.70% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -6.52% | -8.44% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.57% | +0.36% |
Volatility
MEIIX vs. DFLVX - Volatility Comparison
MFS Value Fund Class I (MEIIX) has a higher volatility of 2.76% compared to DFA U.S. Large Cap Value Portfolio (DFLVX) at 2.54%. This indicates that MEIIX's price experiences larger fluctuations and is considered to be riskier than DFLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MEIIX | DFLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.54% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 8.20% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 11.23% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 15.77% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 18.29% | -1.81% |
MEIIX vs. DFLVX - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is higher than DFLVX's 0.22% expense ratio.
Dividends
MEIIX vs. DFLVX - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 8.76%, more than DFLVX's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.43% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
MEIIX MFS Value Fund Class I | 8.76% | 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
MEIIX and DFLVX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEIIX has higher volatility (2.76%) compared to DFLVX (2.54%). In terms of maximum drawdown, MEIIX dropped -52.64% vs DFLVX's -65.65%.
DFLVX currently has the higher Sharpe Ratio (2.72 vs 1.55), 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.
Find the right allocation for MEIIX and DFLVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer