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MEIKX vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEIKX vs. VUG - Performance Comparison

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

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MEIKX vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEIKX
MFS Value Fund
-0.52%13.37%11.98%8.32%-5.92%25.59%4.09%30.18%-9.81%17.26%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Returns By Period

In the year-to-date period, MEIKX achieves a -0.52% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, MEIKX has underperformed VUG with an annualized return of 9.92%, while VUG has yielded a comparatively higher 16.03% annualized return.


MEIKX

1D
0.24%
1M
-6.32%
YTD
-0.52%
6M
1.73%
1Y
8.48%
3Y*
11.54%
5Y*
8.26%
10Y*
9.92%

VUG

1D
4.00%
1M
-5.12%
YTD
-10.37%
6M
-8.73%
1Y
18.30%
3Y*
21.15%
5Y*
11.43%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEIKX vs. VUG - Expense Ratio Comparison

MEIKX has a 0.43% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

MEIKX vs. VUG — Risk / Return Rank

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

MEIKX
MEIKX Risk / Return Rank: 2929
Overall Rank
MEIKX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MEIKX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MEIKX Omega Ratio Rank: 2727
Omega Ratio Rank
MEIKX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MEIKX Martin Ratio Rank: 3333
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 5050
Overall Rank
VUG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5454
Sortino Ratio Rank
VUG Omega Ratio Rank: 5353
Omega Ratio Rank
VUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUG Martin Ratio Rank: 4545
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. VUG - Risk-Adjusted Trends 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.


MEIKXVUGDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.81

-0.15

Sortino ratio

Return per unit of downside risk

0.99

1.31

-0.32

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.79

1.11

-0.33

Martin ratio

Return relative to average drawdown

3.49

3.96

-0.47

MEIKX vs. VUG - Sharpe Ratio Comparison

The current MEIKX Sharpe Ratio is 0.66, which is comparable to the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of MEIKX and VUG, 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


MEIKXVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.81

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.52

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.75

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.57

-0.18

Correlation

The correlation between MEIKX and VUG is 0.79, 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. VUG - Dividend Comparison

MEIKX's dividend yield for the trailing twelve months is around 9.98%, more than VUG's 0.46% yield.


TTM20252024202320222021202020192018201720162015
MEIKX
MFS Value Fund
9.98%9.72%9.49%8.58%7.77%3.43%2.75%3.28%3.76%4.14%3.84%6.12%
VUG
Vanguard Growth ETF
0.46%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

MEIKX vs. VUG - Drawdown Comparison

The maximum MEIKX drawdown since its inception was -56.81%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MEIKX and VUG.


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Drawdown Indicators


MEIKXVUGDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-50.68%

-6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-16.53%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

-35.61%

+18.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-35.61%

-1.07%

Current Drawdown

Current decline from peak

-6.54%

-13.20%

+6.66%

Average Drawdown

Average peak-to-trough decline

-9.51%

-7.13%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

4.66%

-2.16%

Volatility

MEIKX vs. VUG - Volatility Comparison

The current volatility for MFS Value Fund (MEIKX) is 3.12%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. 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.


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Volatility by Period


MEIKXVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

7.00%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

12.65%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

22.68%

-7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

22.23%

-8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

21.38%

-4.83%