MFEIX vs. MEIIX

Last updated Apr 1, 2026

Compare and contrast key facts about MFS Growth I (MFEIX) and MFS Value Fund Class I (MEIIX).

MFEIX is managed by MFS. It was launched on Jul 10, 1997. MEIIX is managed by MFS. It was launched on Feb 1, 1996.

Performance

MFEIX vs. MEIIX - Performance Comparison

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

MFEIX vs. MEIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MFEIX MFS Growth I	-13.62%	12.34%	49.67%	36.15%	-31.14%	23.59%	31.65%	37.69%	2.30%	30.86%
MEIIX MFS Value Fund Class I	-0.56%	13.26%	11.86%	8.21%	-6.02%	25.43%	3.99%	30.04%	-9.90%	17.20%

Returns By Period

In the year-to-date period, MFEIX achieves a -13.62% return, which is significantly lower than MEIIX's -0.56% return. Over the past 10 years, MFEIX has outperformed MEIIX with an annualized return of 15.44%, while MEIIX has yielded a comparatively lower 9.72% 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%

MEIIX

• 1D: 0.22%
• 1M: -6.34%
• YTD: -0.56%
• 6M: 1.67%
• 1Y: 8.35%
• 3Y*: 11.42%
• 5Y*: 8.14%
• 10Y*: 9.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MFEIX vs. MEIIX - Expense Ratio Comparison

MFEIX has a 0.60% expense ratio, which is higher than MEIIX's 0.55% expense ratio.

MFEIX

MFS Growth I

MEIIX

MFS Value Fund Class I

Return for Risk

MFEIX vs. MEIIX — Risk / Return Rank

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

MFEIX

MFEIX Risk / Return Rank: 12
MFEIX Sharpe Ratio Rank: 13
MFEIX Sortino Ratio Rank: 13
MFEIX Omega Ratio Rank: 13
MFEIX Calmar Ratio Rank: 10
MFEIX Martin Ratio Rank: 11

MEIIX

MEIIX Risk / Return Rank: 28
MEIIX Sharpe Ratio Rank: 28
MEIIX Sortino Ratio Rank: 27
MEIIX Omega Ratio Rank: 27
MEIIX Calmar Ratio Rank: 27
MEIIX Martin Ratio Rank: 32

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. MEIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth I (MFEIX) and MFS Value Fund Class I (MEIIX). 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.

	MFEIX	MEIIX	Difference
Sharpe ratio Return per unit of total volatility	0.30	0.65	-0.34
Sortino ratio Return per unit of downside risk	0.59	0.97	-0.39
Omega ratio Gain probability vs. loss probability	1.08	1.14	-0.06
Calmar ratio Return relative to maximum drawdown	0.22	0.77	-0.56
Martin ratio Return relative to average drawdown	0.74	3.43	-2.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MFEIX vs. MEIIX - Sharpe Ratio Comparison

The current MFEIX Sharpe Ratio is 0.30, which is lower than the MEIIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of MFEIX and MEIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MFEIX	MEIIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	0.65	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.59	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.59	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.56	-0.14

Correlation

The correlation between MFEIX and MEIIX is 0.74, 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. MEIIX - Dividend Comparison

MFEIX's dividend yield for the trailing twelve months is around 17.36%, more than MEIIX's 9.77% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MEIIX MFS Value Fund Class I	9.77%	9.52%	9.30%	8.41%	7.58%	3.32%	2.63%	3.17%	3.62%	4.04%	2.91%	5.97%

Drawdowns

MFEIX vs. MEIIX - Drawdown Comparison

The maximum MFEIX drawdown since its inception was -72.24%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MFEIX and MEIIX.

Drawdown Indicators

	MFEIX	MEIIX	Difference
Max Drawdown Largest peak-to-trough decline	-72.24%	-52.64%	-19.60%
Max Drawdown (1Y) Largest decline over 1 year	-17.30%	-11.10%	-6.20%
Max Drawdown (5Y) Largest decline over 5 years	-36.11%	-17.58%	-18.53%
Max Drawdown (10Y) Largest decline over 10 years	-36.11%	-36.70%	+0.59%
Current Drawdown Current decline from peak	-17.30%	-6.55%	-10.75%
Average Drawdown Average peak-to-trough decline	-23.85%	-6.58%	-17.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.06%	2.51%	+2.55%

Volatility

MFEIX vs. MEIIX - Volatility Comparison

MFS Growth I (MFEIX) has a higher volatility of 5.58% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that MFEIX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MFEIX	MEIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.58%	3.11%	+2.47%
Volatility (6M) Calculated over the trailing 6-month period	12.05%	7.68%	+4.37%
Volatility (1Y) Calculated over the trailing 1-year period	21.56%	14.78%	+6.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.87%	13.90%	+7.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.16%	16.55%	+4.61%