MEIIX vs. SPYV
Compare and contrast key facts about MFS Value Fund Class I (MEIIX) and SPDR Portfolio S&P 500 Value ETF (SPYV).
MEIIX is managed by MFS. It was launched on Feb 1, 1996. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.
Performance
MEIIX vs. SPYV - Performance Comparison
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MEIIX vs. SPYV - 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% |
SPYV SPDR Portfolio S&P 500 Value ETF | -0.03% | 13.18% | 12.24% | 22.20% | -5.28% | 24.91% | 1.38% | 31.70% | -9.01% | 15.40% |
Returns By Period
In the year-to-date period, MEIIX achieves a -0.56% return, which is significantly lower than SPYV's -0.03% return. Over the past 10 years, MEIIX has underperformed SPYV with an annualized return of 9.72%, while SPYV has yielded a comparatively higher 11.40% 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%
SPYV
- 1D
- 1.69%
- 1M
- -4.55%
- YTD
- -0.03%
- 6M
- 3.21%
- 1Y
- 12.90%
- 3Y*
- 13.84%
- 5Y*
- 10.46%
- 10Y*
- 11.40%
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MEIIX vs. SPYV - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is higher than SPYV's 0.04% expense ratio.
Return for Risk
MEIIX vs. SPYV — Risk / Return Rank
MEIIX
SPYV
MEIIX vs. SPYV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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 | SPYV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.83 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.25 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.15 | -0.38 |
Martin ratioReturn relative to average drawdown | 3.43 | 5.45 | -2.03 |
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 | SPYV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.83 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.73 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.67 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.41 | +0.15 |
Correlation
The correlation between MEIIX and SPYV is 0.89, 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. SPYV - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 9.77%, more than SPYV's 1.82% 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% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.82% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
Drawdowns
MEIIX vs. SPYV - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for MEIIX and SPYV.
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Drawdown Indicators
| MEIIX | SPYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -58.45% | +5.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -12.03% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -17.89% | +0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -36.89% | +0.19% |
Current DrawdownCurrent decline from peak | -6.55% | -4.55% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -8.77% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.54% | -0.03% |
Volatility
MEIIX vs. SPYV - Volatility Comparison
The current volatility for MFS Value Fund Class I (MEIIX) is 3.11%, while SPDR Portfolio S&P 500 Value ETF (SPYV) has a volatility of 3.84%. This indicates that MEIIX experiences smaller price fluctuations and is considered to be less risky than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIIX | SPYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 3.84% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 7.76% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 15.54% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 14.44% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 16.96% | -0.41% |