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MFEGX vs. MINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFEGX vs. MINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth Fund Class A (MFEGX) and MFS International Intrinsic Value Fund Class I (MINIX). The values are adjusted to include any dividend payments, if applicable.

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MFEGX vs. MINIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MINIX
MFS International Intrinsic Value Fund Class I
-3.26%33.06%7.35%18.04%-23.05%10.55%20.45%25.90%-9.02%27.14%

Returns By Period

In the year-to-date period, MFEGX achieves a -13.67% return, which is significantly lower than MINIX's -3.26% return. Over the past 10 years, MFEGX has outperformed MINIX with an annualized return of 15.75%, while MINIX has yielded a comparatively lower 9.57% 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%

MINIX

1D
0.33%
1M
-11.89%
YTD
-3.26%
6M
0.71%
1Y
18.67%
3Y*
14.36%
5Y*
7.15%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFEGX vs. MINIX - Expense Ratio Comparison

MFEGX has a 0.83% expense ratio, which is higher than MINIX's 0.72% expense ratio.


Return for Risk

MFEGX vs. MINIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFEGX
MFEGX Risk / Return Rank: 1111
Overall Rank
MFEGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MFEGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MFEGX Omega Ratio Rank: 1212
Omega Ratio Rank
MFEGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEGX Martin Ratio Rank: 1010
Martin Ratio Rank

MINIX
MINIX Risk / Return Rank: 5959
Overall Rank
MINIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MINIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MINIX Omega Ratio Rank: 5959
Omega Ratio Rank
MINIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MINIX Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MFEGX vs. MINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund Class A (MFEGX) and MFS International Intrinsic Value Fund Class I (MINIX). 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.


MFEGXMINIXDifference

Sharpe ratio

Return per unit of total volatility

0.29

1.12

-0.83

Sortino ratio

Return per unit of downside risk

0.57

1.52

-0.95

Omega ratio

Gain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratio

Return relative to maximum drawdown

0.20

1.33

-1.13

Martin ratio

Return relative to average drawdown

0.68

5.28

-4.59

MFEGX vs. MINIX - Sharpe Ratio Comparison

The current MFEGX Sharpe Ratio is 0.29, which is lower than the MINIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MFEGX and MINIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MFEGXMINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

1.12

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.44

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.62

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.55

-0.08

Correlation

The correlation between MFEGX and MINIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MFEGX vs. MINIX - Dividend Comparison

MFEGX's dividend yield for the trailing twelve months is around 19.55%, more than MINIX's 8.03% yield.


TTM20252024202320222021202020192018201720162015
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%
MINIX
MFS International Intrinsic Value Fund Class I
8.03%7.77%12.02%11.21%13.90%7.25%5.25%3.94%4.49%2.62%1.82%3.20%

Drawdowns

MFEGX vs. MINIX - Drawdown Comparison

The maximum MFEGX drawdown since its inception was -72.42%, which is greater than MINIX's maximum drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for MFEGX and MINIX.


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Drawdown Indicators


MFEGXMINIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.42%

-51.72%

-20.70%

Max Drawdown (1Y)

Largest decline over 1 year

-17.39%

-12.42%

-4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

-36.78%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-36.27%

-36.78%

+0.51%

Current Drawdown

Current decline from peak

-17.39%

-11.89%

-5.50%

Average Drawdown

Average peak-to-trough decline

-22.32%

-8.64%

-13.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

3.13%

+1.96%

Volatility

MFEGX vs. MINIX - Volatility Comparison

The current volatility for MFS Growth Fund Class A (MFEGX) is 5.57%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 5.98%. This indicates that MFEGX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFEGXMINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

5.98%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

10.11%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

21.57%

15.74%

+5.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.08%

16.45%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.27%

15.52%

+5.75%