MFEGX vs. MEIKX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and MFS Value Fund (MEIKX).
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. MEIKX is managed by MFS. It was launched on May 1, 2006.
Performance
MFEGX vs. MEIKX - Performance Comparison
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MFEGX vs. MEIKX - 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% |
MEIKX MFS Value Fund | 1.11% | 13.37% | 11.98% | 8.32% | -5.92% | 25.59% | 4.09% | 30.18% | -9.81% | 17.26% |
Returns By Period
In the year-to-date period, MFEGX achieves a -10.37% return, which is significantly lower than MEIKX's 1.11% return. Over the past 10 years, MFEGX has outperformed MEIKX with an annualized return of 16.19%, while MEIKX has yielded a comparatively lower 10.10% 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%
MEIKX
- 1D
- 1.64%
- 1M
- -5.00%
- YTD
- 1.11%
- 6M
- 3.65%
- 1Y
- 10.49%
- 3Y*
- 12.15%
- 5Y*
- 8.48%
- 10Y*
- 10.10%
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MFEGX vs. MEIKX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is higher than MEIKX's 0.43% expense ratio.
Return for Risk
MFEGX vs. MEIKX — Risk / Return Rank
MFEGX
MEIKX
MFEGX vs. MEIKX - 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 (MEIKX). 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 | MEIKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.70 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.04 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.03 | -0.44 |
Martin ratioReturn relative to average drawdown | 2.00 | 4.53 | -2.53 |
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 | MEIKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.70 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.61 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.61 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.39 | +0.08 |
Correlation
The correlation between MFEGX and MEIKX is 0.77, 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. MEIKX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 18.83%, more than MEIKX's 9.82% 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% |
MEIKX MFS Value Fund | 9.82% | 9.72% | 9.49% | 8.58% | 7.77% | 3.43% | 2.75% | 3.28% | 3.76% | 4.14% | 3.84% | 6.12% |
Drawdowns
MFEGX vs. MEIKX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, which is greater than MEIKX's maximum drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for MFEGX and MEIKX.
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Drawdown Indicators
| MFEGX | MEIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -56.81% | -15.61% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -11.09% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -17.50% | -18.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -36.68% | +0.41% |
Current DrawdownCurrent decline from peak | -14.23% | -5.00% | -9.23% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -9.51% | -12.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 2.52% | +2.65% |
Volatility
MFEGX vs. MEIKX - Volatility Comparison
MFS Growth Fund Class A (MFEGX) has a higher volatility of 6.97% compared to MFS Value Fund (MEIKX) at 3.64%. This indicates that MFEGX's price experiences larger fluctuations and is considered to be riskier than MEIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEGX | MEIKX | 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% | 14.82% | +7.03% |
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% |