MFEGX vs. IOLZX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and ICON Equity Fund (IOLZX).
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. IOLZX is managed by ICON Funds. It was launched on Oct 17, 2002.
Performance
MFEGX vs. IOLZX - Performance Comparison
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MFEGX vs. IOLZX - 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% |
IOLZX ICON Equity Fund | -1.68% | 15.81% | 16.87% | 12.13% | -17.78% | 26.72% | 16.00% | 38.22% | -16.69% | 26.78% |
Returns By Period
In the year-to-date period, MFEGX achieves a -13.67% return, which is significantly lower than IOLZX's -1.68% return. Over the past 10 years, MFEGX has outperformed IOLZX with an annualized return of 15.75%, while IOLZX has yielded a comparatively lower 11.75% annualized return.
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%
IOLZX
- 1D
- -0.48%
- 1M
- -8.41%
- YTD
- -1.68%
- 6M
- 1.05%
- 1Y
- 19.64%
- 3Y*
- 14.40%
- 5Y*
- 6.85%
- 10Y*
- 11.75%
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MFEGX vs. IOLZX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is lower than IOLZX's 1.04% expense ratio.
Return for Risk
MFEGX vs. IOLZX — Risk / Return Rank
MFEGX
IOLZX
MFEGX vs. IOLZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund Class A (MFEGX) and ICON Equity Fund (IOLZX). 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 | IOLZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.84 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.29 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 1.09 | -0.89 |
Martin ratioReturn relative to average drawdown | 0.68 | 3.61 | -2.93 |
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 | IOLZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.84 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.32 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.53 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.35 | +0.12 |
Correlation
The correlation between MFEGX and IOLZX 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
MFEGX vs. IOLZX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 19.55%, more than IOLZX's 10.87% 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% |
IOLZX ICON Equity Fund | 10.87% | 10.69% | 22.21% | 4.75% | 18.57% | 14.12% | 0.00% | 3.46% | 1.60% | 0.00% | 0.00% | 0.00% |
Drawdowns
MFEGX vs. IOLZX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, which is greater than IOLZX's maximum drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for MFEGX and IOLZX.
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Drawdown Indicators
| MFEGX | IOLZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -56.03% | -16.39% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -15.69% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -27.77% | -8.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -41.04% | +4.77% |
Current DrawdownCurrent decline from peak | -17.39% | -13.74% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -12.72% | -9.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 4.72% | +0.37% |
Volatility
MFEGX vs. IOLZX - Volatility Comparison
The current volatility for MFS Growth Fund Class A (MFEGX) is 5.57%, while ICON Equity Fund (IOLZX) has a volatility of 6.73%. This indicates that MFEGX experiences smaller price fluctuations and is considered to be less risky than IOLZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEGX | IOLZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 6.73% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 14.09% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 23.57% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 21.32% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 22.25% | -0.98% |