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MEIKX vs. MIGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEIKX vs. MIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Value Fund (MEIKX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). The values are adjusted to include any dividend payments, if applicable.

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MEIKX vs. MIGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEIKX
MFS Value Fund
1.11%13.37%11.98%8.32%-5.92%25.59%4.09%30.18%-9.81%17.26%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
-9.36%9.97%27.25%24.13%-19.20%26.06%22.55%39.89%0.81%28.68%

Returns By Period

In the year-to-date period, MEIKX achieves a 1.11% return, which is significantly higher than MIGFX's -9.36% return. Over the past 10 years, MEIKX has underperformed MIGFX with an annualized return of 10.10%, while MIGFX has yielded a comparatively higher 13.69% annualized return.


MEIKX

1D
1.64%
1M
-5.00%
YTD
1.11%
6M
3.65%
1Y
10.49%
3Y*
12.15%
5Y*
8.48%
10Y*
10.10%

MIGFX

1D
2.93%
1M
-5.97%
YTD
-9.36%
6M
-8.66%
1Y
4.69%
3Y*
13.47%
5Y*
8.85%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEIKX vs. MIGFX - Expense Ratio Comparison

MEIKX has a 0.43% expense ratio, which is lower than MIGFX's 0.70% expense ratio.


Return for Risk

MEIKX vs. MIGFX — Risk / Return Rank

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

MEIKX
MEIKX Risk / Return Rank: 3232
Overall Rank
MEIKX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MEIKX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MEIKX Omega Ratio Rank: 2626
Omega Ratio Rank
MEIKX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MEIKX Martin Ratio Rank: 4343
Martin Ratio Rank

MIGFX
MIGFX Risk / Return Rank: 1212
Overall Rank
MIGFX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MIGFX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MIGFX Omega Ratio Rank: 1010
Omega Ratio Rank
MIGFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
MIGFX Martin Ratio Rank: 1414
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.

MEIKX vs. MIGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). 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.


MEIKXMIGFXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.28

+0.41

Sortino ratio

Return per unit of downside risk

1.04

0.54

+0.50

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

1.03

0.40

+0.63

Martin ratio

Return relative to average drawdown

4.53

1.43

+3.09

MEIKX vs. MIGFX - Sharpe Ratio Comparison

The current MEIKX Sharpe Ratio is 0.70, which is higher than the MIGFX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of MEIKX and MIGFX, 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


MEIKXMIGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.28

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.51

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.76

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.38

+0.01

Correlation

The correlation between MEIKX and MIGFX is 0.87, 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

MEIKX vs. MIGFX - Dividend Comparison

MEIKX's dividend yield for the trailing twelve months is around 9.82%, less than MIGFX's 12.57% yield.


TTM20252024202320222021202020192018201720162015
MEIKX
MFS Value Fund
9.82%9.72%9.49%8.58%7.77%3.43%2.75%3.28%3.76%4.14%3.84%6.12%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
12.57%11.39%17.15%4.11%4.49%10.47%7.43%7.39%10.76%6.87%5.12%6.51%

Drawdowns

MEIKX vs. MIGFX - Drawdown Comparison

The maximum MEIKX drawdown since its inception was -56.81%, smaller than the maximum MIGFX drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for MEIKX and MIGFX.


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Drawdown Indicators


MEIKXMIGFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-61.83%

+5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-13.77%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

-26.67%

+9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-32.42%

-4.26%

Current Drawdown

Current decline from peak

-5.00%

-11.24%

+6.24%

Average Drawdown

Average peak-to-trough decline

-9.51%

-19.00%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.83%

-1.31%

Volatility

MEIKX vs. MIGFX - Volatility Comparison

The current volatility for MFS Value Fund (MEIKX) is 3.64%, while MFS Massachusetts Investors Growth Stock Fund (MIGFX) has a volatility of 5.49%. This indicates that MEIKX experiences smaller price fluctuations and is considered to be less risky than MIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEIKXMIGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

5.49%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

9.81%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

17.85%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

17.50%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

18.18%

-1.63%