MFEKX vs. ^GSPC
Compare and contrast key facts about MFS Growth R6 (MFEKX) and S&P 500 (^GSPC).
MFEKX is an actively managed fund by MFS. It was launched on Jun 1, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFEKX or ^GSPC.
Correlation
The correlation between MFEKX and ^GSPC is 0.91, 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.
Performance
MFEKX vs. ^GSPC - Performance Comparison
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Key characteristics
MFEKX:
-0.02
^GSPC:
0.61
MFEKX:
0.18
^GSPC:
1.00
MFEKX:
1.03
^GSPC:
1.15
MFEKX:
-0.00
^GSPC:
0.64
MFEKX:
-0.00
^GSPC:
2.45
MFEKX:
11.93%
^GSPC:
4.96%
MFEKX:
26.71%
^GSPC:
19.62%
MFEKX:
-37.55%
^GSPC:
-56.78%
MFEKX:
-14.43%
^GSPC:
-3.32%
Returns By Period
In the year-to-date period, MFEKX achieves a 0.31% return, which is significantly lower than ^GSPC's 1.00% return. Both investments have delivered pretty close results over the past 10 years, with MFEKX having a 10.51% annualized return and ^GSPC not far ahead at 10.82%.
MFEKX
0.31%
16.35%
-9.93%
-0.65%
13.27%
9.01%
10.51%
^GSPC
1.00%
12.45%
0.40%
11.91%
15.05%
15.04%
10.82%
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Risk-Adjusted Performance
MFEKX vs. ^GSPC — Risk-Adjusted Performance Rank
MFEKX
^GSPC
MFEKX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth R6 (MFEKX) and S&P 500 (^GSPC). 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.
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Drawdowns
MFEKX vs. ^GSPC - Drawdown Comparison
The maximum MFEKX drawdown since its inception was -37.55%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MFEKX and ^GSPC. For additional features, visit the drawdowns tool.
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Volatility
MFEKX vs. ^GSPC - Volatility Comparison
MFS Growth R6 (MFEKX) has a higher volatility of 5.41% compared to S&P 500 (^GSPC) at 4.58%. This indicates that MFEKX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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