MEIIX vs. MALVX
MEIIX (MFS Value Fund Class I) and MALVX (BlackRock Advantage Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, MEIIX returned 10.16%/yr vs 12.99%/yr for MALVX. Their correlation of 0.92 means they have usually moved in the same direction. MEIIX charges 0.55%/yr vs 0.54%/yr for MALVX.
Performance
MEIIX vs. MALVX - Performance Comparison
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Returns By Period
In the year-to-date period, MEIIX achieves a 10.50% return, which is significantly lower than MALVX's 22.59% return. Over the past 10 years, MEIIX has underperformed MALVX with an annualized return of 10.16%, while MALVX has yielded a comparatively higher 12.99% 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%
MALVX
- 1D
- 0.97%
- 1M
- 1.94%
- 6M
- 17.40%
- YTD
- 22.59%
- 1Y
- 38.80%
- 3Y*
- 20.54%
- 5Y*
- 12.93%
- 10Y*
- 12.99%
- ALL TIME*
- 9.20%
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. MALVX - 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% |
MALVX BlackRock Advantage Large Cap Value Fund | 22.59% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
Correlation
The correlation between MEIIX and MALVX is 0.83, 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. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1999 | 0.92 |
The correlation between MEIIX and MALVX shifts across timeframes, from 0.83 (1 year) to 0.94 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
MEIIX vs. MALVX — Risk / Return Rank
MEIIX
MALVX
MEIIX vs. MALVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and BlackRock Advantage Large Cap Value Fund (MALVX). 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 | MALVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.58 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 5.55 | -3.13 |
| Martin ratioReturn relative to average drawdown | 8.50 | 25.78 | -17.28 |
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Drawdowns
MEIIX vs. MALVX - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, roughly equal to the maximum MALVX drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for MEIIX and MALVX.
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Drawdown Indicators
| MEIIX | MALVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -55.21% | +2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -6.53% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -13.19% | -16.13% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -19.73% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -37.12% | +0.42% |
Current DrawdownCurrent decline from peak | -1.04% | -0.19% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -6.52% | -8.70% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.41% | +0.52% |
Volatility
MEIIX vs. MALVX - Volatility Comparison
MFS Value Fund Class I (MEIIX) and BlackRock Advantage Large Cap Value Fund (MALVX) have volatilities of 2.76% and 2.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIIX | MALVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.77% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 8.90% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 11.35% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 14.78% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 17.25% | -0.77% |
MEIIX vs. MALVX - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is higher than MALVX's 0.54% expense ratio.
Dividends
MEIIX vs. MALVX - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 8.76%, less than MALVX's 10.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 10.57% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
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 MALVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MALVX has higher volatility (2.77%) compared to MEIIX (2.76%). In terms of maximum drawdown, MEIIX dropped -52.64% vs MALVX's -55.21%.
MALVX currently has the higher Sharpe Ratio (3.20 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.
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