MFRFX vs. MEIIX
Compare and contrast key facts about MFS Research Fund (MFRFX) and MFS Value Fund Class I (MEIIX).
MFRFX is managed by MFS. It was launched on Oct 13, 1971. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MFRFX vs. MEIIX - Performance Comparison
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MFRFX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFRFX MFS Research Fund | -7.53% | 12.80% | 18.77% | 22.49% | -17.21% | 24.66% | 16.63% | 33.13% | -4.51% | 23.31% |
MEIIX MFS Value Fund Class I | -0.56% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, MFRFX achieves a -7.53% return, which is significantly lower than MEIIX's -0.56% return. Over the past 10 years, MFRFX has outperformed MEIIX with an annualized return of 11.79%, while MEIIX has yielded a comparatively lower 9.72% annualized return.
MFRFX
- 1D
- -0.21%
- 1M
- -7.65%
- YTD
- -7.53%
- 6M
- -5.94%
- 1Y
- 9.85%
- 3Y*
- 13.29%
- 5Y*
- 8.27%
- 10Y*
- 11.79%
MEIIX
- 1D
- 0.22%
- 1M
- -6.34%
- YTD
- -0.56%
- 6M
- 1.67%
- 1Y
- 8.35%
- 3Y*
- 11.42%
- 5Y*
- 8.14%
- 10Y*
- 9.72%
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MFRFX vs. MEIIX - Expense Ratio Comparison
MFRFX has a 0.78% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MFRFX vs. MEIIX — Risk / Return Rank
MFRFX
MEIIX
MFRFX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Research Fund (MFRFX) and MFS Value Fund Class I (MEIIX). 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.
| MFRFX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.65 | -0.06 |
Sortino ratioReturn per unit of downside risk | 0.95 | 0.97 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.77 | -0.09 |
Martin ratioReturn relative to average drawdown | 2.99 | 3.43 | -0.43 |
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
| MFRFX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.65 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.59 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.59 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.56 | -0.13 |
Correlation
The correlation between MFRFX and MEIIX is 0.87, 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
MFRFX vs. MEIIX - Dividend Comparison
MFRFX's dividend yield for the trailing twelve months is around 17.40%, more than MEIIX's 9.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFRFX MFS Research Fund | 17.40% | 16.09% | 10.04% | 6.68% | 7.56% | 5.43% | 5.09% | 3.68% | 12.52% | 8.80% | 4.63% | 6.98% |
MEIIX MFS Value Fund Class I | 9.77% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
MFRFX vs. MEIIX - Drawdown Comparison
The maximum MFRFX drawdown since its inception was -56.15%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MFRFX and MEIIX.
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Drawdown Indicators
| MFRFX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.15% | -52.64% | -3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -11.10% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -17.58% | -5.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -36.70% | +3.18% |
Current DrawdownCurrent decline from peak | -9.63% | -6.55% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -14.50% | -6.58% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.51% | +0.21% |
Volatility
MFRFX vs. MEIIX - Volatility Comparison
MFS Research Fund (MFRFX) has a higher volatility of 4.20% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that MFRFX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFRFX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.11% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 7.68% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 14.78% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 13.90% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 16.55% | +1.02% |