MFEGX vs. MEIIX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and MFS Value Fund Class I (MEIIX).
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. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MFEGX vs. MEIIX - Performance Comparison
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MFEGX vs. MEIIX - 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% |
MEIIX MFS Value Fund Class I | -0.56% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, MFEGX achieves a -13.67% return, which is significantly lower than MEIIX's -0.56% return. Over the past 10 years, MFEGX has outperformed MEIIX with an annualized return of 15.75%, while MEIIX has yielded a comparatively lower 9.72% 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%
MEIIX
- 1D
- 0.22%
- 1M
- -6.34%
- YTD
- -0.56%
- 6M
- 1.67%
- 1Y
- 8.35%
- 3Y*
- 11.42%
- 5Y*
- 8.14%
- 10Y*
- 9.72%
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MFEGX vs. MEIIX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MFEGX vs. MEIIX — Risk / Return Rank
MFEGX
MEIIX
MFEGX vs. MEIIX - 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 Class I (MEIIX). 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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.65 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.57 | 0.97 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 0.77 | -0.57 |
Martin ratioReturn relative to average drawdown | 0.68 | 3.43 | -2.75 |
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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.65 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.59 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.59 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.56 | -0.09 |
Correlation
The correlation between MFEGX and MEIIX is 0.74, 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. MEIIX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 19.55%, more than MEIIX's 9.77% 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% |
MEIIX MFS Value Fund Class I | 9.77% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
MFEGX vs. MEIIX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MFEGX and MEIIX.
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Drawdown Indicators
| MFEGX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -52.64% | -19.78% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -11.10% | -6.29% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -17.58% | -18.69% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -36.70% | +0.43% |
Current DrawdownCurrent decline from peak | -17.39% | -6.55% | -10.84% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -6.58% | -15.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 2.51% | +2.58% |
Volatility
MFEGX vs. MEIIX - Volatility Comparison
MFS Growth Fund Class A (MFEGX) has a higher volatility of 5.57% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that MFEGX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEGX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 3.11% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 7.68% | +4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 14.78% | +6.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 13.90% | +8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 16.55% | +4.72% |