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MFEIX vs. MTCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFEIX vs. MTCIX - Performance Comparison

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

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MFEIX vs. MTCIX - 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%
MTCIX
MFS Technology Fund
-14.15%16.39%56.76%54.42%-36.18%14.11%46.45%38.84%1.85%38.78%

Returns By Period

The year-to-date returns for both stocks are quite close, with MFEIX having a -13.62% return and MTCIX slightly lower at -14.15%. Over the past 10 years, MFEIX has underperformed MTCIX with an annualized return of 15.44%, while MTCIX has yielded a comparatively higher 18.56% 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%

MTCIX

1D
-1.17%
1M
-9.04%
YTD
-14.15%
6M
-11.52%
1Y
13.36%
3Y*
27.60%
5Y*
12.01%
10Y*
18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFEIX vs. MTCIX - Expense Ratio Comparison

MFEIX has a 0.60% expense ratio, which is lower than MTCIX's 0.88% expense ratio.


Return for Risk

MFEIX vs. MTCIX — 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

MTCIX
MTCIX Risk / Return Rank: 2020
Overall Rank
MTCIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MTCIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MTCIX Omega Ratio Rank: 2121
Omega Ratio Rank
MTCIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MTCIX Martin Ratio Rank: 1818
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. MTCIX - Risk-Adjusted Trends Comparison

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


MFEIXMTCIXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.52

-0.21

Sortino ratio

Return per unit of downside risk

0.59

0.91

-0.32

Omega ratio

Gain probability vs. loss probability

1.08

1.12

-0.04

Calmar ratio

Return relative to maximum drawdown

0.22

0.53

-0.32

Martin ratio

Return relative to average drawdown

0.74

1.80

-1.06

MFEIX vs. MTCIX - Sharpe Ratio Comparison

The current MFEIX Sharpe Ratio is 0.30, which is lower than the MTCIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MFEIX and MTCIX, 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


MFEIXMTCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.52

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.48

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.78

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.35

+0.06

Correlation

The correlation between MFEIX and MTCIX is 0.93, 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. MTCIX - Dividend Comparison

MFEIX's dividend yield for the trailing twelve months is around 17.36%, more than MTCIX's 15.97% 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%
MTCIX
MFS Technology Fund
15.97%13.71%26.78%9.66%10.35%11.58%4.97%3.87%4.97%3.51%1.84%3.62%

Drawdowns

MFEIX vs. MTCIX - Drawdown Comparison

The maximum MFEIX drawdown since its inception was -72.24%, smaller than the maximum MTCIX drawdown of -82.78%. Use the drawdown chart below to compare losses from any high point for MFEIX and MTCIX.


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Drawdown Indicators


MFEIXMTCIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.24%

-82.78%

+10.54%

Max Drawdown (1Y)

Largest decline over 1 year

-17.30%

-18.59%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-36.11%

-42.74%

+6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

-42.74%

+6.63%

Current Drawdown

Current decline from peak

-17.30%

-18.59%

+1.29%

Average Drawdown

Average peak-to-trough decline

-23.85%

-30.02%

+6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

5.52%

-0.46%

Volatility

MFEIX vs. MTCIX - Volatility Comparison

The current volatility for MFS Growth I (MFEIX) is 5.58%, while MFS Technology Fund (MTCIX) has a volatility of 6.97%. This indicates that MFEIX experiences smaller price fluctuations and is considered to be less risky than MTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFEIXMTCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

6.97%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

16.00%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

21.56%

25.72%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

25.29%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.16%

23.91%

-2.75%