MFEGX vs. RYGRX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and Rydex S&P 500 Pure Growth Fund (RYGRX).
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. RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004.
Performance
MFEGX vs. RYGRX - Performance Comparison
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MFEGX vs. RYGRX - 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% |
RYGRX Rydex S&P 500 Pure Growth Fund | -0.20% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Returns By Period
In the year-to-date period, MFEGX achieves a -10.37% return, which is significantly lower than RYGRX's -0.20% return. Over the past 10 years, MFEGX has outperformed RYGRX with an annualized return of 16.19%, while RYGRX has yielded a comparatively lower 10.37% 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%
RYGRX
- 1D
- 4.71%
- 1M
- -5.64%
- YTD
- -0.20%
- 6M
- -2.96%
- 1Y
- 18.97%
- 3Y*
- 13.91%
- 5Y*
- 5.42%
- 10Y*
- 10.37%
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MFEGX vs. RYGRX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Return for Risk
MFEGX vs. RYGRX — Risk / Return Rank
MFEGX
RYGRX
MFEGX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund Class A (MFEGX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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 | RYGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.79 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.26 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.47 | -0.88 |
Martin ratioReturn relative to average drawdown | 2.00 | 5.82 | -3.83 |
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 | RYGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.79 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.23 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.46 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.38 | +0.09 |
Correlation
The correlation between MFEGX and RYGRX is 0.92, 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. RYGRX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 18.83%, more than RYGRX's 5.10% 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% |
RYGRX Rydex S&P 500 Pure Growth Fund | 5.10% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
Drawdowns
MFEGX vs. RYGRX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, which is greater than RYGRX's maximum drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for MFEGX and RYGRX.
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Drawdown Indicators
| MFEGX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -54.22% | -18.20% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -13.86% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -36.57% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -36.63% | +0.36% |
Current DrawdownCurrent decline from peak | -14.23% | -6.98% | -7.25% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -9.48% | -12.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 3.50% | +1.67% |
Volatility
MFEGX vs. RYGRX - Volatility Comparison
The current volatility for MFS Growth Fund Class A (MFEGX) is 6.97%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 9.53%. This indicates that MFEGX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEGX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 9.53% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 15.25% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 25.40% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 23.34% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 22.71% | -1.41% |