MFEGX vs. MEIAX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and MFS Value Fund (MEIAX).
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. MEIAX is managed by MFS. It was launched on Jan 2, 1996.
Performance
MFEGX vs. MEIAX - Performance Comparison
Loading graphics...
MFEGX vs. MEIAX - 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% |
MEIAX MFS Value Fund | 1.01% | 12.97% | 11.60% | 7.92% | -6.25% | 25.11% | 3.71% | 29.73% | -10.11% | 16.97% |
Returns By Period
In the year-to-date period, MFEGX achieves a -10.37% return, which is significantly lower than MEIAX's 1.01% return. Over the past 10 years, MFEGX has outperformed MEIAX with an annualized return of 16.19%, while MEIAX has yielded a comparatively lower 9.65% 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%
MEIAX
- 1D
- 1.64%
- 1M
- -5.04%
- YTD
- 1.01%
- 6M
- 3.48%
- 1Y
- 10.10%
- 3Y*
- 11.75%
- 5Y*
- 8.09%
- 10Y*
- 9.65%
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. MEIAX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is higher than MEIAX's 0.80% expense ratio.
Return for Risk
MFEGX vs. MEIAX — Risk / Return Rank
MFEGX
MEIAX
MFEGX vs. MEIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund Class A (MFEGX) and MFS Value Fund (MEIAX). 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 | MEIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.67 | -0.20 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.01 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.99 | -0.40 |
Martin ratioReturn relative to average drawdown | 2.00 | 4.36 | -2.36 |
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 | MEIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.67 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.58 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.58 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.58 | -0.11 |
Correlation
The correlation between MFEGX and MEIAX is 0.73, 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. MEIAX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 18.83%, more than MEIAX's 9.44% 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% |
MEIAX MFS Value Fund | 9.44% | 9.34% | 9.10% | 8.21% | 7.36% | 3.10% | 2.42% | 2.97% | 3.36% | 3.87% | 2.84% | 5.73% |
Drawdowns
MFEGX vs. MEIAX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, which is greater than MEIAX's maximum drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for MFEGX and MEIAX.
Loading graphics...
Drawdown Indicators
| MFEGX | MEIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -52.85% | -19.57% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -11.10% | -6.29% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -17.72% | -18.55% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -36.71% | +0.44% |
Current DrawdownCurrent decline from peak | -14.23% | -5.04% | -9.19% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -6.57% | -15.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 2.53% | +2.64% |
Volatility
MFEGX vs. MEIAX - Volatility Comparison
MFS Growth Fund Class A (MFEGX) has a higher volatility of 6.97% compared to MFS Value Fund (MEIAX) at 3.64%. This indicates that MFEGX's price experiences larger fluctuations and is considered to be riskier than MEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFEGX | MEIAX | 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% | 7.85% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 14.83% | +7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 13.91% | +8.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 16.55% | +4.75% |