MEIIX vs. MGV
Compare and contrast key facts about MFS Value Fund Class I (MEIIX) and Vanguard Mega Cap Value ETF (MGV).
MEIIX is managed by MFS. It was launched on Feb 1, 1996. MGV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Value Index. It was launched on Dec 17, 2007.
Performance
MEIIX vs. MGV - Performance Comparison
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MEIIX vs. MGV - 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% |
MGV Vanguard Mega Cap Value ETF | 3.25% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
Returns By Period
In the year-to-date period, MEIIX achieves a -0.56% return, which is significantly lower than MGV's 3.25% return. Over the past 10 years, MEIIX has underperformed MGV with an annualized return of 9.72%, while MGV has yielded a comparatively higher 12.05% 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%
MGV
- 1D
- 1.63%
- 1M
- -4.81%
- YTD
- 3.25%
- 6M
- 6.43%
- 1Y
- 14.96%
- 3Y*
- 15.48%
- 5Y*
- 11.32%
- 10Y*
- 12.05%
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MEIIX vs. MGV - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is higher than MGV's 0.07% expense ratio.
Return for Risk
MEIIX vs. MGV — Risk / Return Rank
MEIIX
MGV
MEIIX vs. MGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and Vanguard Mega Cap Value ETF (MGV). 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 | MGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.03 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.48 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.50 | -0.72 |
Martin ratioReturn relative to average drawdown | 3.43 | 6.54 | -3.12 |
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 | MGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.03 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.84 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.74 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.45 | +0.10 |
Correlation
The correlation between MEIIX and MGV is 0.96, 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. MGV - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 9.77%, more than MGV's 2.06% 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% |
MGV Vanguard Mega Cap Value ETF | 2.06% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
Drawdowns
MEIIX vs. MGV - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, smaller than the maximum MGV drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for MEIIX and MGV.
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Drawdown Indicators
| MEIIX | MGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -55.87% | +3.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -10.91% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -16.54% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -35.41% | -1.29% |
Current DrawdownCurrent decline from peak | -6.55% | -4.89% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -7.76% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.50% | +0.01% |
Volatility
MEIIX vs. MGV - Volatility Comparison
The current volatility for MFS Value Fund Class I (MEIIX) is 3.11%, while Vanguard Mega Cap Value ETF (MGV) has a volatility of 3.65%. This indicates that MEIIX experiences smaller price fluctuations and is considered to be less risky than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIIX | MGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 3.65% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 7.48% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 14.64% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 13.56% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 16.34% | +0.21% |