MEIKX vs. TRGOX
Compare and contrast key facts about MFS Value Fund (MEIKX) and T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX).
MEIKX is managed by MFS. It was launched on May 1, 2006. TRGOX is managed by T. Rowe Price. It was launched on May 1, 2020.
Performance
MEIKX vs. TRGOX - Performance Comparison
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MEIKX vs. TRGOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MEIKX MFS Value Fund | 1.11% | 13.37% | 11.98% | 8.32% | -5.92% | 25.59% | 26.97% |
TRGOX T. Rowe Price Large-Cap Growth Fund Investor Class | -11.49% | 17.31% | 37.39% | 46.03% | -35.36% | 21.49% | 42.90% |
Returns By Period
In the year-to-date period, MEIKX achieves a 1.11% return, which is significantly higher than TRGOX's -11.49% 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%
TRGOX
- 1D
- 3.95%
- 1M
- -5.81%
- YTD
- -11.49%
- 6M
- -10.37%
- 1Y
- 11.99%
- 3Y*
- 22.22%
- 5Y*
- 9.16%
- 10Y*
- —
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MEIKX vs. TRGOX - Expense Ratio Comparison
MEIKX has a 0.43% expense ratio, which is lower than TRGOX's 0.70% expense ratio.
Return for Risk
MEIKX vs. TRGOX — Risk / Return Rank
MEIKX
TRGOX
MEIKX vs. TRGOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) and T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX). 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.
| MEIKX | TRGOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.58 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.01 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.53 | +0.50 |
Martin ratioReturn relative to average drawdown | 4.53 | 1.79 | +2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEIKX | TRGOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.58 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.41 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.70 | -0.30 |
Correlation
The correlation between MEIKX and TRGOX is 0.57, 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. TRGOX - Dividend Comparison
MEIKX's dividend yield for the trailing twelve months is around 9.82%, less than TRGOX's 15.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRGOX T. Rowe Price Large-Cap Growth Fund Investor Class | 15.51% | 13.73% | 9.85% | 2.04% | 3.89% | 1.15% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MEIKX vs. TRGOX - Drawdown Comparison
The maximum MEIKX drawdown since its inception was -56.81%, which is greater than TRGOX's maximum drawdown of -41.29%. Use the drawdown chart below to compare losses from any high point for MEIKX and TRGOX.
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Drawdown Indicators
| MEIKX | TRGOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.81% | -41.29% | -15.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -18.23% | +7.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.50% | -41.29% | +23.79% |
Max Drawdown (10Y)Largest decline over 10 years | -36.68% | — | — |
Current DrawdownCurrent decline from peak | -5.00% | -15.00% | +10.00% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -11.67% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 5.46% | -2.94% |
Volatility
MEIKX vs. TRGOX - Volatility Comparison
The current volatility for MFS Value Fund (MEIKX) is 3.64%, while T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) has a volatility of 7.19%. This indicates that MEIKX experiences smaller price fluctuations and is considered to be less risky than TRGOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIKX | TRGOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 7.19% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 12.50% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 22.15% | -7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 22.41% | -8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 22.31% | -5.76% |