MEIIX vs. MFSSX
Compare and contrast key facts about MFS Value Fund Class I (MEIIX) and MFS Massachusetts Municipal Bond Fund (MFSSX).
MEIIX is managed by MFS. It was launched on Feb 1, 1996. MFSSX is managed by MFS. It was launched on Apr 8, 1985.
Performance
MEIIX vs. MFSSX - Performance Comparison
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MEIIX vs. MFSSX - 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% |
MFSSX MFS Massachusetts Municipal Bond Fund | -0.66% | 4.04% | 1.94% | 5.59% | -10.79% | 2.02% | 3.71% | 7.56% | 0.77% | 4.86% |
Returns By Period
In the year-to-date period, MEIIX achieves a -0.56% return, which is significantly higher than MFSSX's -0.66% return. Over the past 10 years, MEIIX has outperformed MFSSX with an annualized return of 9.72%, while MFSSX has yielded a comparatively lower 1.66% 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%
MFSSX
- 1D
- 0.20%
- 1M
- -2.52%
- YTD
- -0.66%
- 6M
- 0.95%
- 1Y
- 3.30%
- 3Y*
- 2.72%
- 5Y*
- 0.29%
- 10Y*
- 1.66%
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MEIIX vs. MFSSX - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is lower than MFSSX's 0.83% expense ratio.
Return for Risk
MEIIX vs. MFSSX — Risk / Return Rank
MEIIX
MFSSX
MEIIX vs. MFSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and MFS Massachusetts Municipal Bond Fund (MFSSX). 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 | MFSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.79 | -0.14 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.09 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.86 | -0.08 |
Martin ratioReturn relative to average drawdown | 3.43 | 2.71 | +0.72 |
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 | MFSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.79 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.07 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.38 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.10 | -0.55 |
Correlation
The correlation between MEIIX and MFSSX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MEIIX vs. MFSSX - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 9.77%, more than MFSSX's 3.23% 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% |
MFSSX MFS Massachusetts Municipal Bond Fund | 3.23% | 4.20% | 2.81% | 2.43% | 1.84% | 1.91% | 2.44% | 3.27% | 3.42% | 3.74% | 3.64% | 3.70% |
Drawdowns
MEIIX vs. MFSSX - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, which is greater than MFSSX's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for MEIIX and MFSSX.
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Drawdown Indicators
| MEIIX | MFSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -17.05% | -35.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -5.22% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -16.13% | -1.45% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -16.13% | -20.57% |
Current DrawdownCurrent decline from peak | -6.55% | -2.52% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -2.41% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.65% | +0.86% |
Volatility
MEIIX vs. MFSSX - Volatility Comparison
MFS Value Fund Class I (MEIIX) has a higher volatility of 3.11% compared to MFS Massachusetts Municipal Bond Fund (MFSSX) at 1.13%. This indicates that MEIIX's price experiences larger fluctuations and is considered to be riskier than MFSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIIX | MFSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 1.13% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 1.74% | +5.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 5.33% | +9.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 4.19% | +9.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 4.33% | +12.22% |