MFEGX vs. MITTX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and MFS Massachusetts Investors Trust (MITTX).
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. MITTX is managed by MFS. It was launched on Jul 15, 1924.
Performance
MFEGX vs. MITTX - Performance Comparison
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MFEGX vs. MITTX - 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% |
MITTX MFS Massachusetts Investors Trust | -3.97% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
Returns By Period
In the year-to-date period, MFEGX achieves a -10.37% return, which is significantly lower than MITTX's -3.97% return. Over the past 10 years, MFEGX has outperformed MITTX with an annualized return of 16.19%, while MITTX has yielded a comparatively lower 12.59% 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%
MITTX
- 1D
- 2.80%
- 1M
- -5.51%
- YTD
- -3.97%
- 6M
- -2.38%
- 1Y
- 11.75%
- 3Y*
- 14.60%
- 5Y*
- 8.98%
- 10Y*
- 12.59%
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MFEGX vs. MITTX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is higher than MITTX's 0.70% expense ratio.
Return for Risk
MFEGX vs. MITTX — Risk / Return Rank
MFEGX
MITTX
MFEGX vs. MITTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund Class A (MFEGX) and MFS Massachusetts Investors Trust (MITTX). 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 | MITTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.74 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.14 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.17 | -0.58 |
Martin ratioReturn relative to average drawdown | 2.00 | 4.78 | -2.78 |
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 | MITTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.74 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.58 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.73 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.42 | +0.05 |
Correlation
The correlation between MFEGX and MITTX is 0.87, 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. MITTX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 18.83%, more than MITTX's 14.92% 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% |
MITTX MFS Massachusetts Investors Trust | 14.92% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
Drawdowns
MFEGX vs. MITTX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, which is greater than MITTX's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for MFEGX and MITTX.
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Drawdown Indicators
| MFEGX | MITTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -49.54% | -22.88% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -10.76% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -23.27% | -13.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -33.45% | -2.82% |
Current DrawdownCurrent decline from peak | -14.23% | -7.23% | -7.00% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -10.57% | -11.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 2.64% | +2.53% |
Volatility
MFEGX vs. MITTX - Volatility Comparison
MFS Growth Fund Class A (MFEGX) has a higher volatility of 6.97% compared to MFS Massachusetts Investors Trust (MITTX) at 5.12%. This indicates that MFEGX's price experiences larger fluctuations and is considered to be riskier than MITTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEGX | MITTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 5.12% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 8.94% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 16.37% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 15.70% | +6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 17.21% | +4.09% |