MEIIX vs. MFEGX
Compare and contrast key facts about MFS Value Fund Class I (MEIIX) and MFS Growth Fund Class A (MFEGX).
MEIIX is managed by MFS. It was launched on Feb 1, 1996. MFEGX is a passively managed fund by MFS that tracks the performance of the Russell 1000® Growth Index. It was launched on Dec 29, 1986.
Performance
MEIIX vs. MFEGX - Performance Comparison
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MEIIX vs. MFEGX - 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% | 17.20% |
MFEGX MFS Growth Fund Class A | -10.37% | 12.06% | 51.46% | 35.81% | -31.31% | 23.28% | 36.29% | 37.35% | 2.04% | 30.52% |
Returns By Period
In the year-to-date period, MEIIX achieves a 1.07% return, which is significantly higher than MFEGX's -10.37% return. Over the past 10 years, MEIIX has underperformed MFEGX with an annualized return of 9.90%, while MFEGX has yielded a comparatively higher 16.19% annualized 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%
MFEGX
- 1D
- 3.82%
- 1M
- -5.76%
- YTD
- -10.37%
- 6M
- -11.07%
- 1Y
- 9.34%
- 3Y*
- 23.14%
- 5Y*
- 11.31%
- 10Y*
- 16.19%
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MEIIX vs. MFEGX - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is lower than MFEGX's 0.83% expense ratio.
Return for Risk
MEIIX vs. MFEGX — Risk / Return Rank
MEIIX
MFEGX
MEIIX vs. MFEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and MFS Growth Fund Class A (MFEGX). 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 | MFEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.47 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.03 | 0.83 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.59 | +0.43 |
Martin ratioReturn relative to average drawdown | 4.48 | 2.00 | +2.48 |
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 | MFEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.47 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.51 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.76 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.47 | +0.09 |
Correlation
The correlation between MEIIX and MFEGX is 0.74, 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. MFEGX - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 9.62%, less than MFEGX's 18.83% 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% |
MFEGX MFS Growth Fund Class A | 18.83% | 16.88% | 28.04% | 5.30% | 1.14% | 2.98% | 7.45% | 1.68% | 3.96% | 2.65% | 1.68% | 3.84% |
Drawdowns
MEIIX vs. MFEGX - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, smaller than the maximum MFEGX drawdown of -72.42%. Use the drawdown chart below to compare losses from any high point for MEIIX and MFEGX.
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Drawdown Indicators
| MEIIX | MFEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -72.42% | +19.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -17.39% | +6.29% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -36.27% | +18.69% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -36.27% | -0.43% |
Current DrawdownCurrent decline from peak | -5.02% | -14.23% | +9.21% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -22.32% | +15.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 5.17% | -2.64% |
Volatility
MEIIX vs. MFEGX - Volatility Comparison
The current volatility for MFS Value Fund Class I (MEIIX) is 3.64%, while MFS Growth Fund Class A (MFEGX) has a volatility of 6.97%. This indicates that MEIIX experiences smaller price fluctuations and is considered to be less risky than MFEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIIX | MFEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 6.97% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 12.64% | -4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 21.85% | -7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 22.14% | -8.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 21.30% | -4.74% |