MEIKX vs. VUG
Compare and contrast key facts about MFS Value Fund (MEIKX) and Vanguard Growth ETF (VUG).
MEIKX is managed by MFS. It was launched on May 1, 2006. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEIKX or VUG.
Key characteristics
| MEIKX | VUG | |
|---|---|---|
| YTD Return | 18.77% | 31.90% |
| 1Y Return | 29.23% | 42.41% |
| 3Y Return (Ann) | 7.20% | 9.22% |
| 5Y Return (Ann) | 10.58% | 19.57% |
| 10Y Return (Ann) | 9.99% | 15.84% |
| Sharpe Ratio | 3.13 | 2.68 |
| Sortino Ratio | 4.39 | 3.43 |
| Omega Ratio | 1.58 | 1.49 |
| Calmar Ratio | 4.38 | 3.48 |
| Martin Ratio | 18.53 | 13.79 |
| Ulcer Index | 1.65% | 3.28% |
| Daily Std Dev | 9.73% | 16.82% |
| Max Drawdown | -36.68% | -50.68% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between MEIKX and VUG is 0.75, 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.
Performance
MEIKX vs. VUG - Performance Comparison
In the year-to-date period, MEIKX achieves a 18.77% return, which is significantly lower than VUG's 31.90% return. Over the past 10 years, MEIKX has underperformed VUG with an annualized return of 9.99%, while VUG has yielded a comparatively higher 15.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MEIKX vs. VUG - Expense Ratio Comparison
MEIKX has a 0.43% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
MEIKX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) and Vanguard Growth ETF (VUG). 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.
Dividends
MEIKX vs. VUG - Dividend Comparison
MEIKX's dividend yield for the trailing twelve months is around 1.72%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIKX MFS Value Fund | 1.72% | 1.90% | 2.10% | 1.47% | 1.71% | 2.04% | 2.23% | 1.69% | 2.12% | 6.72% | 5.53% | 4.06% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
MEIKX vs. VUG - Drawdown Comparison
The maximum MEIKX drawdown since its inception was -36.68%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MEIKX and VUG. For additional features, visit the drawdowns tool.
Volatility
MEIKX vs. VUG - Volatility Comparison
The current volatility for MFS Value Fund (MEIKX) is 3.39%, while Vanguard Growth ETF (VUG) has a volatility of 5.09%. This indicates that MEIKX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.