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MEIIX vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEIIX vs. VIG - Performance Comparison

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

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MEIIX vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

In the year-to-date period, MEIIX achieves a -0.56% return, which is significantly higher than VIG's -1.77% return. Over the past 10 years, MEIIX has underperformed VIG with an annualized return of 9.72%, while VIG has yielded a comparatively higher 12.25% 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%

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEIIX vs. VIG - Expense Ratio Comparison

MEIIX has a 0.55% expense ratio, which is higher than VIG's 0.04% expense ratio.


Return for Risk

MEIIX vs. VIG — Risk / Return Rank

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

MEIIX
MEIIX Risk / Return Rank: 2828
Overall Rank
MEIIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MEIIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MEIIX Omega Ratio Rank: 2727
Omega Ratio Rank
MEIIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MEIIX Martin Ratio Rank: 3232
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and Vanguard Dividend Appreciation ETF (VIG). 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.


MEIIXVIGDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.83

-0.19

Sortino ratio

Return per unit of downside risk

0.97

1.28

-0.31

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.77

1.28

-0.51

Martin ratio

Return relative to average drawdown

3.43

5.73

-2.30

MEIIX vs. VIG - Sharpe Ratio Comparison

The current MEIIX Sharpe Ratio is 0.65, which is comparable to the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of MEIIX and VIG, 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


MEIIXVIGDifference

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

0.69

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.77

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.57

-0.02

Correlation

The correlation between MEIIX and VIG is 0.93, 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. VIG - Dividend Comparison

MEIIX's dividend yield for the trailing twelve months is around 9.77%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
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%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

MEIIX vs. VIG - Drawdown Comparison

The maximum MEIIX drawdown since its inception was -52.64%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for MEIIX and VIG.


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Drawdown Indicators


MEIIXVIGDifference

Max Drawdown

Largest peak-to-trough decline

-52.64%

-46.81%

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-10.83%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-17.58%

-20.39%

+2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

-31.72%

-4.98%

Current Drawdown

Current decline from peak

-6.55%

-6.00%

-0.55%

Average Drawdown

Average peak-to-trough decline

-6.58%

-5.55%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.42%

+0.09%

Volatility

MEIIX vs. VIG - Volatility Comparison

The current volatility for MFS Value Fund Class I (MEIIX) is 3.11%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 4.07%. This indicates that MEIIX experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEIIXVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

4.07%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

7.84%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

15.31%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

14.26%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

16.05%

+0.50%