MEIKX vs. BBGLX
MEIKX (MFS Value Fund) and BBGLX (Bridge Builder Large Cap Growth Fund) are both mutual funds - MEIKX is a Large Cap Value Equities fund managed by MFS, while BBGLX is a Large Cap Growth Equities fund managed by Bridge Builder. Over the past 10 years, MEIKX returned 10.47%/yr vs 13.13%/yr for BBGLX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. MEIKX charges 0.43%/yr vs 0.19%/yr for BBGLX.
Performance
MEIKX vs. BBGLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MEIKX achieves a 11.15% return, which is significantly higher than BBGLX's 2.60% return. Over the past 10 years, MEIKX has underperformed BBGLX with an annualized return of 10.47%, while BBGLX has yielded a comparatively higher 13.13% annualized return.
MEIKX
- 1D
- 0.51%
- 1M
- 1.74%
- 6M
- 7.40%
- YTD
- 11.15%
- 1Y
- 19.55%
- 3Y*
- 13.47%
- 5Y*
- 8.96%
- 10Y*
- 10.47%
- ALL TIME*
- 7.81%
BBGLX
- 1D
- 0.87%
- 1M
- -0.33%
- 6M
- 3.96%
- YTD
- 2.60%
- 1Y
- -0.15%
- 3Y*
- 11.07%
- 5Y*
- 5.51%
- 10Y*
- 13.13%
- ALL TIME*
- 12.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
MEIKX MFS Value Fund | $0.00 | $0.00 | $0.00 |
MEIKX vs. BBGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIKX MFS Value Fund | 11.15% | 13.37% | 11.98% | 8.32% | -5.92% | 25.59% | 4.09% | 30.18% | -9.81% | 17.26% |
BBGLX Bridge Builder Large Cap Growth Fund | 2.60% | 2.79% | 21.45% | 32.21% | -26.82% | 23.34% | 34.84% | 33.32% | 0.10% | 25.33% |
Correlation
The correlation between MEIKX and BBGLX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2015 | 0.72 |
Over the past year, the correlation between MEIKX and BBGLX has dropped to 0.38 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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
MEIKX vs. BBGLX — Risk / Return Rank
MEIKX
BBGLX
MEIKX vs. BBGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) and Bridge Builder Large Cap Growth Fund (BBGLX). 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.
| MEIKX | BBGLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.99 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | -0.10 | +2.87 |
| Martin ratioReturn relative to average drawdown | 9.77 | -0.23 | +10.00 |
Loading charts...
Drawdowns
MEIKX vs. BBGLX - Drawdown Comparison
The maximum MEIKX drawdown since its inception was -56.81%, which is greater than BBGLX's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for MEIKX and BBGLX.
Loading charts...
Drawdown Indicators
| MEIKX | BBGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.81% | -32.31% | -24.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -22.44% | +15.68% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -22.44% | +9.29% |
Max Drawdown (5Y)Largest decline over 5 years | -17.50% | -32.31% | +14.81% |
Max Drawdown (10Y)Largest decline over 10 years | -36.68% | -32.31% | -4.37% |
Current DrawdownCurrent decline from peak | -0.54% | -9.00% | +8.46% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -6.26% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 9.66% | -7.74% |
Volatility
MEIKX vs. BBGLX - Volatility Comparison
The current volatility for MFS Value Fund (MEIKX) is 2.75%, while Bridge Builder Large Cap Growth Fund (BBGLX) has a volatility of 4.27%. This indicates that MEIKX experiences smaller price fluctuations and is considered to be less risky than BBGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MEIKX | BBGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 4.27% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 11.86% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 16.97% | -6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 19.78% | -5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 19.46% | -2.98% |
MEIKX vs. BBGLX - Expense Ratio Comparison
MEIKX has a 0.43% expense ratio, which is higher than BBGLX's 0.19% expense ratio.
Dividends
MEIKX vs. BBGLX - Dividend Comparison
MEIKX's dividend yield for the trailing twelve months is around 8.90%, while BBGLX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBGLX Bridge Builder Large Cap Growth Fund | 0.00% | 0.00% | 7.16% | 0.78% | 0.71% | 7.71% | 3.67% | 2.05% | 5.25% | 0.80% | 0.92% | 0.52% |
MEIKX MFS Value Fund | 8.90% | 9.72% | 9.49% | 8.58% | 7.77% | 3.43% | 2.75% | 3.28% | 3.76% | 4.14% | 3.84% | 6.12% |
Frequently Asked Questions
MEIKX and BBGLX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBGLX has higher volatility (4.27%) compared to MEIKX (2.75%). In terms of maximum drawdown, MEIKX dropped -56.81% vs BBGLX's -32.31%.
MEIKX currently has the higher Sharpe Ratio (1.79 vs -0.13), 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 MEIKX and BBGLX
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