MEIIX vs. VIG
MEIIX (MFS Value Fund Class I) and VIG (Vanguard Dividend Appreciation ETF) are both funds - MEIIX is a Large Cap Value Equities fund managed by MFS, while VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index. Over the past 10 years, MEIIX returned 10.13%/yr vs 13.40%/yr for VIG. Their correlation of 0.93 suggests significant overlap in exposure. MEIIX charges 0.55%/yr vs 0.04%/yr for VIG.
Performance
MEIIX vs. VIG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MEIIX achieves a 6.49% return, which is significantly lower than VIG's 7.53% return. Over the past 10 years, MEIIX has underperformed VIG with an annualized return of 10.13%, while VIG has yielded a comparatively higher 13.40% annualized return.
MEIIX
- 1D
- -0.26%
- 1M
- 1.33%
- YTD
- 6.49%
- 6M
- 5.75%
- 1Y
- 15.99%
- 3Y*
- 12.92%
- 5Y*
- 9.03%
- 10Y*
- 10.13%
VIG
- 1D
- 0.09%
- 1M
- 0.99%
- YTD
- 7.53%
- 6M
- 6.96%
- 1Y
- 20.27%
- 3Y*
- 16.05%
- 5Y*
- 11.07%
- 10Y*
- 13.40%
MEIIX vs. VIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | 6.49% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
VIG Vanguard Dividend Appreciation ETF | 7.53% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
Correlation
The correlation between MEIIX and VIG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2006 | 0.93 |
The correlation between MEIIX and VIG shifts across timeframes, from 0.82 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MEIIX vs. VIG — Risk / Return Rank
MEIIX
VIG
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MEIIX | VIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.57 | -0.19 |
| Martin ratioReturn relative to average drawdown | 8.24 | 10.39 | -2.15 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| MEIIX | VIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -46.81% | -5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -7.91% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -13.19% | -14.95% | +1.76% |
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 DrawdownCurrent decline from peak | -1.42% | -0.62% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -5.50% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.96% | 0.00% |
Volatility
MEIIX vs. VIG - Volatility Comparison
MFS Value Fund Class I (MEIIX) has a higher volatility of 3.21% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.82%. This indicates that MEIIX's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MEIIX | VIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.82% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 7.68% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 10.14% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 14.23% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 16.07% | +0.50% |
MEIIX vs. VIG - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is higher than VIG's 0.04% expense ratio.
Dividends
MEIIX vs. VIG - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 9.13%, more than VIG's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | 9.13% | 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 | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
Frequently Asked Questions
MEIIX and VIG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEIIX has higher volatility (3.21%) compared to VIG (2.82%). In terms of maximum drawdown, MEIIX dropped -52.64% vs VIG's -46.81%.
VIG currently has the higher Sharpe Ratio (2.01 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MEIIX and VIG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer