MEIIX vs. FXAIX
Compare and contrast key facts about MFS Value Fund Class I (MEIIX) and Fidelity 500 Index Fund (FXAIX).
MEIIX is managed by MFS. It was launched on Feb 1, 1996. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
MEIIX vs. FXAIX - Performance Comparison
Loading graphics...
MEIIX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | -0.56% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, MEIIX achieves a -0.56% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, MEIIX has underperformed FXAIX with an annualized return of 9.72%, while FXAIX has yielded a comparatively higher 13.75% annualized return.
MEIIX
- 1D
- 0.22%
- 1M
- -6.34%
- YTD
- -0.56%
- 6M
- 1.67%
- 1Y
- 8.35%
- 3Y*
- 11.42%
- 5Y*
- 8.14%
- 10Y*
- 9.72%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MEIIX vs. FXAIX - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
MEIIX vs. FXAIX — Risk / Return Rank
MEIIX
FXAIX
MEIIX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.84 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.30 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.05 | -0.28 |
Martin ratioReturn relative to average drawdown | 3.43 | 5.13 | -1.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MEIIX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.84 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.68 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.77 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.75 | -0.20 |
Correlation
The correlation between MEIIX and FXAIX is 0.88, 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. FXAIX - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 9.77%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | 9.77% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
MEIIX vs. FXAIX - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for MEIIX and FXAIX.
Loading graphics...
Drawdown Indicators
| MEIIX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -33.79% | -18.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -12.13% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -24.50% | +6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -33.79% | -2.91% |
Current DrawdownCurrent decline from peak | -6.55% | -8.89% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -3.83% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.50% | +0.01% |
Volatility
MEIIX vs. FXAIX - Volatility Comparison
The current volatility for MFS Value Fund Class I (MEIIX) is 3.11%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that MEIIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MEIIX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 4.24% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 9.08% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 18.13% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 16.88% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 18.03% | -1.48% |