MFEIX vs. SPYG
Compare and contrast key facts about MFS Growth I (MFEIX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).
MFEIX is managed by MFS. It was launched on Jul 10, 1997. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Performance
MFEIX vs. SPYG - Performance Comparison
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MFEIX vs. SPYG - 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% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | -8.12% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Returns By Period
In the year-to-date period, MFEIX achieves a -13.62% return, which is significantly lower than SPYG's -8.12% return. Both investments have delivered pretty close results over the past 10 years, with MFEIX having a 15.44% annualized return and SPYG not far ahead at 15.75%.
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%
SPYG
- 1D
- 4.08%
- 1M
- -5.34%
- YTD
- -8.12%
- 6M
- -6.05%
- 1Y
- 22.51%
- 3Y*
- 21.85%
- 5Y*
- 12.24%
- 10Y*
- 15.75%
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MFEIX vs. SPYG - Expense Ratio Comparison
MFEIX has a 0.60% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Return for Risk
MFEIX vs. SPYG — Risk / Return Rank
MFEIX
SPYG
MFEIX vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth I (MFEIX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 | SPYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.01 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.59 | 1.58 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 1.66 | -1.45 |
Martin ratioReturn relative to average drawdown | 0.74 | 6.54 | -5.81 |
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 | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.01 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.58 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.77 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.31 | +0.10 |
Correlation
The correlation between MFEIX and SPYG is 0.90, 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. SPYG - Dividend Comparison
MFEIX's dividend yield for the trailing twelve months is around 17.36%, more than SPYG's 0.58% 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% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.58% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Drawdowns
MFEIX vs. SPYG - Drawdown Comparison
The maximum MFEIX drawdown since its inception was -72.24%, which is greater than SPYG's maximum drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for MFEIX and SPYG.
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Drawdown Indicators
| MFEIX | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.24% | -67.63% | -4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -17.30% | -13.76% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -36.11% | -32.67% | -3.44% |
Max Drawdown (10Y)Largest decline over 10 years | -36.11% | -32.67% | -3.44% |
Current DrawdownCurrent decline from peak | -17.30% | -10.24% | -7.06% |
Average DrawdownAverage peak-to-trough decline | -23.85% | -24.48% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 3.50% | +1.56% |
Volatility
MFEIX vs. SPYG - Volatility Comparison
The current volatility for MFS Growth I (MFEIX) is 5.58%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.20%. This indicates that MFEIX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEIX | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 7.20% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 12.83% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 22.39% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 21.13% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.16% | 20.57% | +0.59% |