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MFEKX vs. VIIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFEKX vs. VIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth R6 (MFEKX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). The values are adjusted to include any dividend payments, if applicable.

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MFEKX vs. VIIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFEKX
MFS Growth R6
-13.60%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%2.40%30.97%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
-7.06%17.87%26.29%25.79%-18.14%28.69%18.41%31.48%-4.41%21.82%

Returns By Period

In the year-to-date period, MFEKX achieves a -13.60% return, which is significantly lower than VIIIX's -7.06% return. Over the past 10 years, MFEKX has outperformed VIIIX with an annualized return of 15.54%, while VIIIX has yielded a comparatively lower 13.82% annualized return.


MFEKX

1D
-0.58%
1M
-9.05%
YTD
-13.60%
6M
-14.18%
1Y
6.63%
3Y*
21.39%
5Y*
10.96%
10Y*
15.54%

VIIIX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.44%
3Y*
17.57%
5Y*
11.54%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFEKX vs. VIIIX - Expense Ratio Comparison

MFEKX has a 0.51% expense ratio, which is higher than VIIIX's 0.02% expense ratio.


Return for Risk

MFEKX vs. VIIIX — Risk / Return Rank

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

MFEKX
MFEKX Risk / Return Rank: 1212
Overall Rank
MFEKX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1111
Martin Ratio Rank

VIIIX
VIIIX Risk / Return Rank: 4646
Overall Rank
VIIIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VIIIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VIIIX Omega Ratio Rank: 5050
Omega Ratio Rank
VIIIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VIIIX Martin Ratio Rank: 5353
Martin Ratio Rank
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. VIIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth R6 (MFEKX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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.


MFEKXVIIIXDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.84

-0.53

Sortino ratio

Return per unit of downside risk

0.59

1.30

-0.70

Omega ratio

Gain probability vs. loss probability

1.08

1.20

-0.12

Calmar ratio

Return relative to maximum drawdown

0.22

1.06

-0.84

Martin ratio

Return relative to average drawdown

0.76

5.14

-4.38

MFEKX vs. VIIIX - Sharpe Ratio Comparison

The current MFEKX Sharpe Ratio is 0.31, which is lower than the VIIIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MFEKX and VIIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MFEKXVIIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.84

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.69

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.77

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.46

+0.34

Correlation

The correlation between MFEKX and VIIIX 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

MFEKX vs. VIIIX - Dividend Comparison

MFEKX's dividend yield for the trailing twelve months is around 17.15%, more than VIIIX's 2.90% yield.


TTM20252024202320222021202020192018201720162015
MFEKX
MFS Growth R6
17.15%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.90%2.11%3.66%2.66%3.39%4.79%3.07%2.86%2.45%1.84%2.38%2.47%

Drawdowns

MFEKX vs. VIIIX - Drawdown Comparison

The maximum MFEKX drawdown since its inception was -36.06%, smaller than the maximum VIIIX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for MFEKX and VIIIX.


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Drawdown Indicators


MFEKXVIIIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-55.18%

+19.12%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-12.12%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-36.06%

-24.50%

-11.56%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

-33.79%

-2.27%

Current Drawdown

Current decline from peak

-17.27%

-8.90%

-8.37%

Average Drawdown

Average peak-to-trough decline

-5.66%

-10.07%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.05%

2.49%

+2.56%

Volatility

MFEKX vs. VIIIX - Volatility Comparison

MFS Growth R6 (MFEKX) has a higher volatility of 5.57% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 4.24%. This indicates that MFEKX's price experiences larger fluctuations and is considered to be riskier than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFEKXVIIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

4.24%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

9.08%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

21.56%

18.13%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

16.85%

+5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

18.02%

+3.10%