MFEIX vs. VTMGX
Compare and contrast key facts about MFS Growth I (MFEIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
MFEIX is managed by MFS. It was launched on Jul 10, 1997. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
MFEIX vs. VTMGX - Performance Comparison
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MFEIX vs. VTMGX - 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | -0.48% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, MFEIX achieves a -13.62% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, MFEIX has outperformed VTMGX with an annualized return of 15.44%, while VTMGX has yielded a comparatively lower 8.99% 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%
VTMGX
- 1D
- 0.05%
- 1M
- -11.62%
- YTD
- -0.48%
- 6M
- 5.23%
- 1Y
- 25.87%
- 3Y*
- 14.82%
- 5Y*
- 8.15%
- 10Y*
- 8.99%
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MFEIX vs. VTMGX - Expense Ratio Comparison
MFEIX has a 0.60% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
MFEIX vs. VTMGX — Risk / Return Rank
MFEIX
VTMGX
MFEIX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth I (MFEIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.51 | -1.21 |
Sortino ratioReturn per unit of downside risk | 0.59 | 2.01 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.30 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 2.01 | -1.79 |
Martin ratioReturn relative to average drawdown | 0.74 | 7.98 | -7.24 |
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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.51 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.52 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.55 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.28 | +0.13 |
Correlation
The correlation between MFEIX and VTMGX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MFEIX vs. VTMGX - Dividend Comparison
MFEIX's dividend yield for the trailing twelve months is around 17.36%, more than VTMGX's 3.01% 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.01% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
MFEIX vs. VTMGX - Drawdown Comparison
The maximum MFEIX drawdown since its inception was -72.24%, which is greater than VTMGX's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for MFEIX and VTMGX.
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Drawdown Indicators
| MFEIX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.24% | -60.58% | -11.66% |
Max Drawdown (1Y)Largest decline over 1 year | -17.30% | -11.67% | -5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -36.11% | -29.71% | -6.40% |
Max Drawdown (10Y)Largest decline over 10 years | -36.11% | -35.68% | -0.43% |
Current DrawdownCurrent decline from peak | -17.30% | -11.62% | -5.68% |
Average DrawdownAverage peak-to-trough decline | -23.85% | -14.74% | -9.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 2.94% | +2.12% |
Volatility
MFEIX vs. VTMGX - Volatility Comparison
The current volatility for MFS Growth I (MFEIX) is 5.58%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that MFEIX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEIX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 7.09% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 10.91% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 16.47% | +5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 15.60% | +6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.16% | 16.42% | +4.74% |