MFEIX vs. MITTX
Compare and contrast key facts about MFS Growth I (MFEIX) and MFS Massachusetts Investors Trust (MITTX).
MFEIX is managed by MFS. It was launched on Jul 10, 1997. MITTX is managed by MFS. It was launched on Jul 15, 1924.
Performance
MFEIX vs. MITTX - Performance Comparison
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MFEIX vs. MITTX - 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% |
MITTX MFS Massachusetts Investors Trust | -6.58% | 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, MFEIX achieves a -13.62% return, which is significantly lower than MITTX's -6.58% return. Over the past 10 years, MFEIX has outperformed MITTX with an annualized return of 15.44%, while MITTX has yielded a comparatively lower 12.28% 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%
MITTX
- 1D
- -0.15%
- 1M
- -8.19%
- YTD
- -6.58%
- 6M
- -4.84%
- 1Y
- 8.95%
- 3Y*
- 13.55%
- 5Y*
- 8.64%
- 10Y*
- 12.28%
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MFEIX vs. MITTX - Expense Ratio Comparison
MFEIX has a 0.60% expense ratio, which is lower than MITTX's 0.70% expense ratio.
Return for Risk
MFEIX vs. MITTX — Risk / Return Rank
MFEIX
MITTX
MFEIX vs. MITTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth I (MFEIX) 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.
| MFEIX | MITTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.59 | -0.29 |
Sortino ratioReturn per unit of downside risk | 0.59 | 0.94 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 0.70 | -0.48 |
Martin ratioReturn relative to average drawdown | 0.74 | 2.89 | -2.15 |
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
| MFEIX | MITTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.59 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.56 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.72 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.42 | -0.01 |
Correlation
The correlation between MFEIX and MITTX is 0.89, 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. MITTX - Dividend Comparison
MFEIX's dividend yield for the trailing twelve months is around 17.36%, more than MITTX's 15.33% 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% |
MITTX MFS Massachusetts Investors Trust | 15.33% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
Drawdowns
MFEIX vs. MITTX - Drawdown Comparison
The maximum MFEIX drawdown since its inception was -72.24%, which is greater than MITTX's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for MFEIX and MITTX.
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Drawdown Indicators
| MFEIX | MITTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.24% | -49.54% | -22.70% |
Max Drawdown (1Y)Largest decline over 1 year | -17.30% | -10.76% | -6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -36.11% | -23.27% | -12.84% |
Max Drawdown (10Y)Largest decline over 10 years | -36.11% | -33.45% | -2.66% |
Current DrawdownCurrent decline from peak | -17.30% | -9.76% | -7.54% |
Average DrawdownAverage peak-to-trough decline | -23.85% | -10.57% | -13.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 2.60% | +2.46% |
Volatility
MFEIX vs. MITTX - Volatility Comparison
MFS Growth I (MFEIX) has a higher volatility of 5.58% compared to MFS Massachusetts Investors Trust (MITTX) at 4.02%. This indicates that MFEIX'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
| MFEIX | MITTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 4.02% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 8.50% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 16.17% | +5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 15.65% | +6.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.16% | 17.19% | +3.97% |