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MEIKX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEIKX vs. TBCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Value Fund (MEIKX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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MEIKX vs. TBCIX - 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%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-11.20%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%

Returns By Period

In the year-to-date period, MEIKX achieves a 1.11% return, which is significantly higher than TBCIX's -11.20% return. Over the past 10 years, MEIKX has underperformed TBCIX with an annualized return of 10.10%, while TBCIX has yielded a comparatively higher 16.10% 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%

TBCIX

1D
3.90%
1M
-5.46%
YTD
-11.20%
6M
-9.94%
1Y
15.19%
3Y*
26.37%
5Y*
10.79%
10Y*
16.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEIKX vs. TBCIX - Expense Ratio Comparison

MEIKX has a 0.43% expense ratio, which is lower than TBCIX's 0.56% expense ratio.


Return for Risk

MEIKX vs. TBCIX — 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

TBCIX
TBCIX Risk / Return Rank: 2929
Overall Rank
TBCIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 3131
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 2424
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. TBCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.


MEIKXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.72

-0.02

Sortino ratio

Return per unit of downside risk

1.04

1.21

-0.16

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.03

0.78

+0.25

Martin ratio

Return relative to average drawdown

4.53

2.71

+1.82

MEIKX vs. TBCIX - Sharpe Ratio Comparison

The current MEIKX Sharpe Ratio is 0.70, which is comparable to the TBCIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MEIKX and TBCIX, 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


MEIKXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.72

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.45

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.71

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.68

-0.29

Correlation

The correlation between MEIKX and TBCIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MEIKX vs. TBCIX - Dividend Comparison

MEIKX's dividend yield for the trailing twelve months is around 9.82%, more than TBCIX's 5.86% 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%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
5.86%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%0.00%

Drawdowns

MEIKX vs. TBCIX - Drawdown Comparison

The maximum MEIKX drawdown since its inception was -56.81%, which is greater than TBCIX's maximum drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for MEIKX and TBCIX.


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Drawdown Indicators


MEIKXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-43.26%

-13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-16.96%

+5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

-43.26%

+25.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-43.26%

+6.58%

Current Drawdown

Current decline from peak

-5.00%

-13.72%

+8.72%

Average Drawdown

Average peak-to-trough decline

-9.51%

-8.15%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

4.86%

-2.34%

Volatility

MEIKX vs. TBCIX - Volatility Comparison

The current volatility for MFS Value Fund (MEIKX) is 3.64%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 7.01%. This indicates that MEIKX experiences smaller price fluctuations and is considered to be less risky than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEIKXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

7.01%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

12.40%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

22.77%

-7.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

23.94%

-10.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

22.73%

-6.18%