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MFEIX vs. PROVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFEIX vs. PROVX - Performance Comparison

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

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MFEIX vs. PROVX - 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%
PROVX
Provident Trust Strategy Fund
-7.57%13.10%19.73%17.59%-22.62%31.96%19.47%25.71%-1.31%29.40%

Returns By Period

In the year-to-date period, MFEIX achieves a -13.62% return, which is significantly lower than PROVX's -7.57% return. Over the past 10 years, MFEIX has outperformed PROVX with an annualized return of 15.44%, while PROVX has yielded a comparatively lower 11.45% 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%

PROVX

1D
0.46%
1M
-6.63%
YTD
-7.57%
6M
-1.66%
1Y
8.59%
3Y*
14.04%
5Y*
6.85%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFEIX vs. PROVX - Expense Ratio Comparison

MFEIX has a 0.60% expense ratio, which is lower than PROVX's 0.93% expense ratio.


Return for Risk

MFEIX vs. PROVX — 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

PROVX
PROVX Risk / Return Rank: 2626
Overall Rank
PROVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PROVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PROVX Omega Ratio Rank: 2525
Omega Ratio Rank
PROVX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PROVX Martin Ratio Rank: 2323
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. PROVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth I (MFEIX) and Provident Trust Strategy Fund (PROVX). 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.


MFEIXPROVXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.69

-0.39

Sortino ratio

Return per unit of downside risk

0.59

1.14

-0.55

Omega ratio

Gain probability vs. loss probability

1.08

1.14

-0.06

Calmar ratio

Return relative to maximum drawdown

0.22

0.63

-0.41

Martin ratio

Return relative to average drawdown

0.74

2.43

-1.69

MFEIX vs. PROVX - Sharpe Ratio Comparison

The current MFEIX Sharpe Ratio is 0.30, which is lower than the PROVX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MFEIX and PROVX, 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


MFEIXPROVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.69

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.44

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.71

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.48

-0.07

Correlation

The correlation between MFEIX and PROVX is 0.83, 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. PROVX - Dividend Comparison

MFEIX's dividend yield for the trailing twelve months is around 17.36%, less than PROVX's 18.17% 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%
PROVX
Provident Trust Strategy Fund
18.17%16.80%6.94%4.61%19.17%0.35%9.04%4.40%5.80%1.54%1.92%7.73%

Drawdowns

MFEIX vs. PROVX - Drawdown Comparison

The maximum MFEIX drawdown since its inception was -72.24%, which is greater than PROVX's maximum drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for MFEIX and PROVX.


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Drawdown Indicators


MFEIXPROVXDifference

Max Drawdown

Largest peak-to-trough decline

-72.24%

-57.65%

-14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-17.30%

-12.54%

-4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-36.11%

-27.48%

-8.63%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

-27.48%

-8.63%

Current Drawdown

Current decline from peak

-17.30%

-12.13%

-5.17%

Average Drawdown

Average peak-to-trough decline

-23.85%

-13.23%

-10.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

3.23%

+1.83%

Volatility

MFEIX vs. PROVX - Volatility Comparison

MFS Growth I (MFEIX) has a higher volatility of 5.58% compared to Provident Trust Strategy Fund (PROVX) at 3.30%. This indicates that MFEIX's price experiences larger fluctuations and is considered to be riskier than PROVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFEIXPROVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

3.30%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

8.49%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

21.56%

14.45%

+7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

15.56%

+6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.16%

16.11%

+5.05%