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MEIIX vs. MFEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEIIX vs. MFEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Value Fund Class I (MEIIX) and MFS Growth Fund Class A (MFEGX). The values are adjusted to include any dividend payments, if applicable.

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MEIIX vs. MFEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MEIIX
MEIIX Risk / Return Rank: 3131
Overall Rank
MEIIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MEIIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MEIIX Omega Ratio Rank: 2525
Omega Ratio Rank
MEIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MEIIX Martin Ratio Rank: 4242
Martin Ratio Rank

MFEGX
MFEGX Risk / Return Rank: 1616
Overall Rank
MFEGX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MFEGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MFEGX Omega Ratio Rank: 1616
Omega Ratio Rank
MFEGX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MFEGX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MEIIXMFEGXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.47

+0.21

Sortino ratio

Return per unit of downside risk

1.03

0.83

+0.20

Omega ratio

Gain probability vs. loss probability

1.15

1.11

+0.03

Calmar ratio

Return relative to maximum drawdown

1.02

0.59

+0.43

Martin ratio

Return relative to average drawdown

4.48

2.00

+2.48

MEIIX vs. MFEGX - Sharpe Ratio Comparison

The current MEIIX Sharpe Ratio is 0.69, which is higher than the MFEGX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of MEIIX and MFEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MEIIXMFEGXDifference

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.


TTM20252024202320222021202020192018201720162015
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


MEIIXMFEGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.02%

-14.23%

+9.21%

Average Drawdown

Average peak-to-trough decline

-6.58%

-22.32%

+15.74%

Ulcer Index

Depth 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


MEIIXMFEGXDifference

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%