MEIIX vs. FLCOX
Compare and contrast key facts about MFS Value Fund Class I (MEIIX) and Fidelity Large Cap Value Index Fund (FLCOX).
MEIIX is managed by MFS. It was launched on Feb 1, 1996. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
MEIIX vs. FLCOX - Performance Comparison
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MEIIX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | 1.07% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 16.33% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, MEIIX achieves a 1.07% return, which is significantly lower than FLCOX's 2.08% return.
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%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
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MEIIX vs. FLCOX - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
MEIIX vs. FLCOX — Risk / Return Rank
MEIIX
FLCOX
MEIIX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and Fidelity Large Cap Value Index Fund (FLCOX). 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 | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.02 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.48 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.44 | -0.42 |
Martin ratioReturn relative to average drawdown | 4.48 | 6.76 | -2.29 |
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
| MEIIX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.02 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.62 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.54 | +0.02 |
Correlation
The correlation between MEIIX and FLCOX 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
MEIIX vs. FLCOX - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 9.62%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
MEIIX vs. FLCOX - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for MEIIX and FLCOX.
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Drawdown Indicators
| MEIIX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -38.28% | -14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -11.81% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -19.00% | +1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | — | — |
Current DrawdownCurrent decline from peak | -5.02% | -4.82% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -4.52% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.51% | +0.02% |
Volatility
MEIIX vs. FLCOX - Volatility Comparison
The current volatility for MFS Value Fund Class I (MEIIX) is 3.64%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that MEIIX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIIX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.38% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 8.29% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 15.73% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 14.83% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 17.73% | -1.17% |