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MFEIX vs. IWF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFEIX vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth I (MFEIX) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

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MFEIX vs. IWF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFEIX
MFS Growth I
-13.62%12.34%49.67%36.15%-31.14%23.59%31.65%37.69%2.30%30.86%
IWF
iShares Russell 1000 Growth ETF
-9.83%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%

Returns By Period

In the year-to-date period, MFEIX achieves a -13.62% return, which is significantly lower than IWF's -9.83% return. Over the past 10 years, MFEIX has underperformed IWF with an annualized return of 15.44%, while IWF has yielded a comparatively higher 16.53% annualized return.


MFEIX

1D
-0.59%
1M
-9.06%
YTD
-13.62%
6M
-14.22%
1Y
6.53%
3Y*
21.33%
5Y*
10.89%
10Y*
15.44%

IWF

1D
3.77%
1M
-5.20%
YTD
-9.83%
6M
-8.80%
1Y
18.54%
3Y*
21.01%
5Y*
12.22%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFEIX vs. IWF - Expense Ratio Comparison

MFEIX has a 0.60% expense ratio, which is higher than IWF's 0.19% expense ratio.


Return for Risk

MFEIX vs. IWF — Risk / Return Rank

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

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

IWF
IWF Risk / Return Rank: 5151
Overall Rank
IWF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 5555
Sortino Ratio Rank
IWF Omega Ratio Rank: 5454
Omega Ratio Rank
IWF Calmar Ratio Rank: 5050
Calmar Ratio Rank
IWF Martin Ratio Rank: 4545
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.

MFEIX vs. IWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth I (MFEIX) and iShares Russell 1000 Growth ETF (IWF). 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.


MFEIXIWFDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.83

-0.53

Sortino ratio

Return per unit of downside risk

0.59

1.35

-0.76

Omega ratio

Gain probability vs. loss probability

1.08

1.19

-0.11

Calmar ratio

Return relative to maximum drawdown

0.22

1.15

-0.93

Martin ratio

Return relative to average drawdown

0.74

3.95

-3.21

MFEIX vs. IWF - Sharpe Ratio Comparison

The current MFEIX Sharpe Ratio is 0.30, which is lower than the IWF Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of MFEIX and IWF, 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


MFEIXIWFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.83

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.57

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.79

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.36

+0.05

Correlation

The correlation between MFEIX and IWF is 0.95, 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

MFEIX vs. IWF - Dividend Comparison

MFEIX's dividend yield for the trailing twelve months is around 17.36%, more than IWF's 0.40% yield.


TTM20252024202320222021202020192018201720162015
MFEIX
MFS Growth I
17.36%14.99%25.47%4.86%1.05%2.76%3.57%1.57%3.78%2.50%1.61%3.65%
IWF
iShares Russell 1000 Growth ETF
0.40%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%

Drawdowns

MFEIX vs. IWF - Drawdown Comparison

The maximum MFEIX drawdown since its inception was -72.24%, which is greater than IWF's maximum drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for MFEIX and IWF.


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Drawdown Indicators


MFEIXIWFDifference

Max Drawdown

Largest peak-to-trough decline

-72.24%

-64.25%

-7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-17.30%

-16.27%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-36.11%

-32.72%

-3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

-32.72%

-3.39%

Current Drawdown

Current decline from peak

-17.30%

-13.12%

-4.18%

Average Drawdown

Average peak-to-trough decline

-23.85%

-22.21%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

4.74%

+0.32%

Volatility

MFEIX vs. IWF - Volatility Comparison

The current volatility for MFS Growth I (MFEIX) is 5.58%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 6.74%. This indicates that MFEIX experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFEIXIWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

6.74%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

12.36%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.56%

22.40%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

21.41%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.16%

20.92%

+0.24%