MFEGX vs. BLUEX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and AMG Veritas Global Real Return Fund (BLUEX).
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. BLUEX is managed by AMG. It was launched on Jan 10, 1991.
Performance
MFEGX vs. BLUEX - Performance Comparison
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MFEGX vs. BLUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFEGX MFS Growth Fund Class A | -10.37% | 12.06% | 51.46% | 35.81% | -31.31% | 23.28% | 36.29% | 37.35% | 2.04% | 30.52% |
BLUEX AMG Veritas Global Real Return Fund | -8.68% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
Returns By Period
In the year-to-date period, MFEGX achieves a -10.37% return, which is significantly lower than BLUEX's -8.68% return. Over the past 10 years, MFEGX has outperformed BLUEX with an annualized return of 16.19%, while BLUEX has yielded a comparatively lower 9.35% annualized return.
MFEGX
- 1D
- 3.82%
- 1M
- -5.76%
- YTD
- -10.37%
- 6M
- -11.07%
- 1Y
- 9.34%
- 3Y*
- 23.14%
- 5Y*
- 11.31%
- 10Y*
- 16.19%
BLUEX
- 1D
- 1.10%
- 1M
- -5.47%
- YTD
- -8.68%
- 6M
- -9.03%
- 1Y
- -7.28%
- 3Y*
- 2.73%
- 5Y*
- 0.53%
- 10Y*
- 9.35%
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MFEGX vs. BLUEX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is lower than BLUEX's 1.15% expense ratio.
Return for Risk
MFEGX vs. BLUEX — Risk / Return Rank
MFEGX
BLUEX
MFEGX vs. BLUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund Class A (MFEGX) and AMG Veritas Global Real Return Fund (BLUEX). 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 | BLUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | -0.66 | +1.14 |
Sortino ratioReturn per unit of downside risk | 0.83 | -0.89 | +1.72 |
Omega ratioGain probability vs. loss probability | 1.11 | 0.89 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | -0.69 | +1.29 |
Martin ratioReturn relative to average drawdown | 2.00 | -2.40 | +4.40 |
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
| MFEGX | BLUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | -0.66 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.05 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.57 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.02 |
Correlation
The correlation between MFEGX and BLUEX is 0.84, 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. BLUEX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 18.83%, more than BLUEX's 0.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFEGX MFS Growth Fund Class A | 18.83% | 16.88% | 28.04% | 5.30% | 1.14% | 2.98% | 7.45% | 1.68% | 3.96% | 2.65% | 1.68% | 3.84% |
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
Drawdowns
MFEGX vs. BLUEX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, which is greater than BLUEX's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for MFEGX and BLUEX.
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Drawdown Indicators
| MFEGX | BLUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -54.27% | -18.15% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -12.19% | -5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -21.87% | -14.40% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -29.06% | -7.21% |
Current DrawdownCurrent decline from peak | -14.23% | -10.58% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -13.39% | -8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 3.51% | +1.66% |
Volatility
MFEGX vs. BLUEX - Volatility Comparison
MFS Growth Fund Class A (MFEGX) has a higher volatility of 6.97% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.64%. This indicates that MFEGX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEGX | BLUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 3.64% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 7.31% | +5.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 11.01% | +10.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 10.50% | +11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 16.57% | +4.73% |