MFSG vs. DRLL

Last updated Jun 4, 2026

MFSG (MFS Active Growth ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - MFSG is a Large Cap Growth Equities fund actively managed by MFS, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. MFSG is actively managed, while DRLL is passively managed. Over the past year, MFSG returned 21.54% vs 43.09% for DRLL. At a correlation of -0.03, they often move in opposite directions. MFSG charges 0.49%/yr vs 0.41%/yr for DRLL.

Performance

MFSG vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Active Growth ETF (MFSG) and Strive U.S. Energy ETF (DRLL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MFSG achieves a 7.55% return, which is significantly lower than DRLL's 31.26% return.

MFSG

• 1D: -0.94%
• 1M: 4.46%
• YTD: 7.55%
• 6M: 7.63%
• 1Y: 21.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DRLL

• 1D: 1.47%
• 1M: -1.82%
• YTD: 31.26%
• 6M: 27.14%
• 1Y: 43.09%
• 3Y*: 14.67%
• 5Y*: —
• 10Y*: —

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

MFSG vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MFSG MFS Active Growth ETF	7.55%	14.51%	-2.74%
DRLL Strive U.S. Energy ETF	31.26%	7.74%	-6.34%

Correlation

The correlation between MFSG and DRLL is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.23
Correlation (All Time) Calculated using the full available price history since Dec 6, 2024	-0.03

Over the past year, the inverse relationship between MFSG and DRLL has strengthened: their correlation has moved from -0.03 to -0.23, meaning they now move in opposite directions more often than their long-term average.

Return for Risk

MFSG vs. DRLL — Risk / Return Rank

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

MFSG

MFSG Risk / Return Rank: 35
MFSG Sharpe Ratio Rank: 39
MFSG Sortino Ratio Rank: 37
MFSG Omega Ratio Rank: 37
MFSG Calmar Ratio Rank: 28
MFSG Martin Ratio Rank: 32

DRLL

DRLL Risk / Return Rank: 55
DRLL Sharpe Ratio Rank: 57
DRLL Sortino Ratio Rank: 52
DRLL Omega Ratio Rank: 50
DRLL Calmar Ratio Rank: 63
DRLL Martin Ratio Rank: 52

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.

MFSG vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Active Growth ETF (MFSG) and Strive U.S. Energy ETF (DRLL). 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.

	MFSG	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.35	1.94	-0.59
Sortino ratio: Return per unit of downside risk	1.90	2.49	-0.60
Omega ratio: Gain probability vs. loss probability	1.24	1.32	-0.08
Calmar ratio: Return relative to maximum drawdown	1.34	3.11	-1.77
Martin ratio: Return relative to average drawdown	4.66	8.82	-4.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MFSG vs. DRLL - Sharpe Ratio Comparison

The current MFSG Sharpe Ratio is 1.35, which is lower than the DRLL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of MFSG and DRLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MFSG	DRLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	1.94	-0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.57	+0.03

Drawdowns

MFSG vs. DRLL - Drawdown Comparison

The maximum MFSG drawdown since its inception was -23.24%, roughly equal to the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for MFSG and DRLL.

Drawdown Indicators

	MFSG	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-23.24%	-23.73%	+0.49%
Max Drawdown (1Y) Largest decline over 1 year	-16.15%	-13.93%	-2.22%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	-1.01%	-8.10%	+7.09%
Average Drawdown Average peak-to-trough decline	-4.67%	-8.02%	+3.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.63%	4.90%	-0.27%

Volatility

MFSG vs. DRLL - Volatility Comparison

The current volatility for MFS Active Growth ETF (MFSG) is 3.71%, while Strive U.S. Energy ETF (DRLL) has a volatility of 9.15%. This indicates that MFSG experiences smaller price fluctuations and is considered to be less risky than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MFSG	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	9.15%	-5.44%
Volatility (6M) Calculated over the trailing 6-month period	12.41%	18.04%	-5.63%
Volatility (1Y) Calculated over the trailing 1-year period	16.00%	22.34%	-6.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.69%	23.76%	-2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.69%	23.76%	-2.07%

MFSG vs. DRLL - Expense Ratio Comparison

MFSG has a 0.49% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

MFSG vs. DRLL - Dividend Comparison

MFSG's dividend yield for the trailing twelve months is around 0.07%, less than DRLL's 2.33% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.33%	2.99%	3.00%	3.01%	1.18%
MFSG MFS Active Growth ETF	0.07%	0.08%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MFSG and DRLL in my portfolio?

MFSG and DRLL have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MFSG or DRLL?

DRLL has higher volatility (9.15%) compared to MFSG (3.71%). In terms of maximum drawdown, MFSG dropped -23.24% vs DRLL's -23.73%.

Which ETF is better, MFSG or DRLL?

On 1-year performance, DRLL leads with 43.09% vs 21.54% for MFSG. On fees, DRLL is cheaper at 0.41% per year. On volatility, MFSG has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MFSG or DRLL?

Over the 1-year period, DRLL has performed better with a 43.09% return vs 21.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MFSG or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.49% for MFSG.

Which ETF pays a higher dividend yield, MFSG or DRLL?

DRLL has the higher dividend yield at 2.33%, compared with 0.07% for MFSG.

What is the main difference between MFSG and DRLL?

MFSG is categorized as Large Cap Growth Equities, while DRLL is Energy Equities. They also come from different issuers: MFS and Strive. Their fees differ too: 0.49% for MFSG and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.94 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.