MFEKX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about MFS Growth R6 (MFEKX) and S&P 500 Index (^GSPC).

MFEKX is an actively managed fund by MFS. It was launched on Jun 1, 2012.

Performance

MFEKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth R6 (MFEKX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

MFEKX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MFEKX MFS Growth R6	-10.29%	12.44%	49.62%	36.27%	-31.07%	23.71%	31.77%	37.82%	2.40%	30.97%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, MFEKX achieves a -10.29% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, MFEKX has outperformed ^GSPC with an annualized return of 15.97%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

MFEKX

• 1D: 3.82%
• 1M: -5.74%
• YTD: -10.29%
• 6M: -10.92%
• 1Y: 9.71%
• 3Y*: 22.91%
• 5Y*: 11.35%
• 10Y*: 15.97%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MFEKX vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFEKX

MFEKX Risk / Return Rank: 18
MFEKX Sharpe Ratio Rank: 17
MFEKX Sortino Ratio Rank: 18
MFEKX Omega Ratio Rank: 18
MFEKX Calmar Ratio Rank: 19
MFEKX Martin Ratio Rank: 19

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

MFEKX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth R6 (MFEKX) and S&P 500 Index (^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.

	MFEKX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.49	0.92	-0.42
Sortino ratio Return per unit of downside risk	0.86	1.41	-0.56
Omega ratio Gain probability vs. loss probability	1.12	1.21	-0.10
Calmar ratio Return relative to maximum drawdown	0.62	1.41	-0.80
Martin ratio Return relative to average drawdown	2.09	6.61	-4.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MFEKX vs. ^GSPC - Sharpe Ratio Comparison

The current MFEKX Sharpe Ratio is 0.49, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MFEKX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MFEKX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	0.92	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.61	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.68	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.46	+0.35

Correlation

The correlation between MFEKX and ^GSPC 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.

Drawdowns

MFEKX vs. ^GSPC - Drawdown Comparison

The maximum MFEKX drawdown since its inception was -36.06%, 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.

Drawdown Indicators

	MFEKX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-36.06%	-56.78%	+20.72%
Max Drawdown (1Y) Largest decline over 1 year	-17.27%	-12.14%	-5.13%
Max Drawdown (5Y) Largest decline over 5 years	-36.06%	-25.43%	-10.63%
Max Drawdown (10Y) Largest decline over 10 years	-36.06%	-33.92%	-2.14%
Current Drawdown Current decline from peak	-14.11%	-5.78%	-8.33%
Average Drawdown Average peak-to-trough decline	-5.66%	-10.75%	+5.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.13%	2.60%	+2.53%

Volatility

MFEKX vs. ^GSPC - Volatility Comparison

MFS Growth R6 (MFEKX) has a higher volatility of 6.97% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	MFEKX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.97%	5.37%	+1.60%
Volatility (6M) Calculated over the trailing 6-month period	12.64%	9.55%	+3.09%
Volatility (1Y) Calculated over the trailing 1-year period	21.85%	18.33%	+3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.91%	16.90%	+5.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.15%	18.05%	+3.10%