MFEIX vs. QQQ
Compare and contrast key facts about MFS Growth I (MFEIX) and Invesco QQQ ETF (QQQ).
MFEIX is managed by MFS. It was launched on Jul 10, 1997. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
MFEIX vs. QQQ - Performance Comparison
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MFEIX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFEIX MFS Growth I | -10.32% | 12.34% | 49.67% | 36.15% | -31.14% | 23.59% | 31.65% | 37.69% | 2.30% | 30.86% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, MFEIX achieves a -10.32% return, which is significantly lower than QQQ's -4.76% return. Over the past 10 years, MFEIX has underperformed QQQ with an annualized return of 15.88%, while QQQ has yielded a comparatively higher 18.99% annualized return.
MFEIX
- 1D
- 3.82%
- 1M
- -5.75%
- YTD
- -10.32%
- 6M
- -10.97%
- 1Y
- 9.60%
- 3Y*
- 22.85%
- 5Y*
- 11.27%
- 10Y*
- 15.88%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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MFEIX vs. QQQ - Expense Ratio Comparison
MFEIX has a 0.60% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
MFEIX vs. QQQ — Risk / Return Rank
MFEIX
QQQ
MFEIX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth I (MFEIX) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 1.07 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.85 | 1.66 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 2.00 | -1.39 |
Martin ratioReturn relative to average drawdown | 2.06 | 7.32 | -5.26 |
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 | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.07 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.59 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.86 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.38 | +0.04 |
Correlation
The correlation between MFEIX and QQQ is 0.92, 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. QQQ - Dividend Comparison
MFEIX's dividend yield for the trailing twelve months is around 16.72%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFEIX MFS Growth I | 16.72% | 14.99% | 25.47% | 4.86% | 1.05% | 2.76% | 3.57% | 1.57% | 3.78% | 2.50% | 1.61% | 3.65% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
MFEIX vs. QQQ - Drawdown Comparison
The maximum MFEIX drawdown since its inception was -72.24%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for MFEIX and QQQ.
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Drawdown Indicators
| MFEIX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.24% | -82.97% | +10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -17.30% | -12.62% | -4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -36.11% | -35.12% | -0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -36.11% | -35.12% | -0.99% |
Current DrawdownCurrent decline from peak | -14.14% | -7.86% | -6.28% |
Average DrawdownAverage peak-to-trough decline | -23.85% | -32.99% | +9.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 3.44% | +1.70% |
Volatility
MFEIX vs. QQQ - Volatility Comparison
MFS Growth I (MFEIX) has a higher volatility of 6.97% compared to Invesco QQQ ETF (QQQ) at 6.61%. This indicates that MFEIX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEIX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 6.61% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 12.82% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 22.70% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.93% | 22.38% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 22.25% | -1.05% |