MFEGX vs. ADX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and Adams Diversified Equity Fund, Inc. (ADX).
MFEGX is a passively managed fund by MFS that tracks the performance of the Russell 1000® Growth Index. It was launched on Dec 29, 1986. ADX is managed by Adams Funds. It was launched on Jan 2, 1990.
Performance
MFEGX vs. ADX - Performance Comparison
Loading graphics...
MFEGX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFEGX MFS Growth Fund Class A | -13.67% | 12.06% | 51.46% | 35.81% | -31.31% | 23.28% | 36.29% | 37.35% | 2.04% | 30.52% |
ADX Adams Diversified Equity Fund, Inc. | -4.23% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Returns By Period
In the year-to-date period, MFEGX achieves a -13.67% return, which is significantly lower than ADX's -4.23% return. Both investments have delivered pretty close results over the past 10 years, with MFEGX having a 15.75% annualized return and ADX not far ahead at 16.41%.
MFEGX
- 1D
- -0.58%
- 1M
- -9.08%
- YTD
- -13.67%
- 6M
- -14.32%
- 1Y
- 6.27%
- 3Y*
- 21.61%
- 5Y*
- 10.93%
- 10Y*
- 15.75%
ADX
- 1D
- 4.04%
- 1M
- -5.48%
- YTD
- -4.23%
- 6M
- 2.17%
- 1Y
- 25.55%
- 3Y*
- 23.81%
- 5Y*
- 14.65%
- 10Y*
- 16.41%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MFEGX vs. ADX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is higher than ADX's 0.59% expense ratio.
Return for Risk
MFEGX vs. ADX — Risk / Return Rank
MFEGX
ADX
MFEGX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund Class A (MFEGX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| MFEGX | ADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 1.38 | -1.09 |
Sortino ratioReturn per unit of downside risk | 0.57 | 2.06 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.29 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 2.33 | -2.13 |
Martin ratioReturn relative to average drawdown | 0.68 | 10.84 | -10.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MFEGX | ADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.38 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.86 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.92 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.09 | +0.37 |
Correlation
The correlation between MFEGX and ADX is 0.70, 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
MFEGX vs. ADX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 19.55%, more than ADX's 8.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFEGX MFS Growth Fund Class A | 19.55% | 16.88% | 28.04% | 5.30% | 1.14% | 2.98% | 7.45% | 1.68% | 3.96% | 2.65% | 1.68% | 3.84% |
ADX Adams Diversified Equity Fund, Inc. | 8.45% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
Drawdowns
MFEGX vs. ADX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, roughly equal to the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for MFEGX and ADX.
Loading graphics...
Drawdown Indicators
| MFEGX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -71.60% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -11.12% | -6.27% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -25.07% | -11.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -37.17% | +0.90% |
Current DrawdownCurrent decline from peak | -17.39% | -6.53% | -10.86% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -23.22% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 2.39% | +2.70% |
Volatility
MFEGX vs. ADX - Volatility Comparison
The current volatility for MFS Growth Fund Class A (MFEGX) is 5.57%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 6.18%. This indicates that MFEGX experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFEGX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 6.18% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 10.53% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 18.63% | +2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 17.20% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 17.95% | +3.32% |