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MFSSX vs. MFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFSSX vs. MFEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Massachusetts Municipal Bond Fund (MFSSX) and MFS Growth I (MFEIX). The values are adjusted to include any dividend payments, if applicable.

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MFSSX vs. MFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFSSX
MFS Massachusetts Municipal Bond Fund
-0.66%4.04%1.94%5.59%-10.79%2.02%3.71%7.56%0.77%4.86%
MFEIX
MFS Growth I
-13.62%12.34%49.67%36.15%-31.14%23.59%31.65%37.69%2.30%30.86%

Returns By Period

In the year-to-date period, MFSSX achieves a -0.66% return, which is significantly higher than MFEIX's -13.62% return. Over the past 10 years, MFSSX has underperformed MFEIX with an annualized return of 1.66%, while MFEIX has yielded a comparatively higher 15.44% annualized return.


MFSSX

1D
0.20%
1M
-2.52%
YTD
-0.66%
6M
0.95%
1Y
3.30%
3Y*
2.72%
5Y*
0.29%
10Y*
1.66%

MFEIX

1D
-0.59%
1M
-9.06%
YTD
-13.62%
6M
-14.22%
1Y
6.53%
3Y*
21.33%
5Y*
10.89%
10Y*
15.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFSSX vs. MFEIX - Expense Ratio Comparison

MFSSX has a 0.83% expense ratio, which is higher than MFEIX's 0.60% expense ratio.


Return for Risk

MFSSX vs. MFEIX — Risk / Return Rank

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

MFSSX
MFSSX Risk / Return Rank: 3434
Overall Rank
MFSSX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MFSSX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MFSSX Omega Ratio Rank: 5454
Omega Ratio Rank
MFSSX Calmar Ratio Rank: 3030
Calmar Ratio Rank
MFSSX Martin Ratio Rank: 2424
Martin Ratio Rank

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

MFSSX vs. MFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Municipal Bond Fund (MFSSX) and MFS Growth I (MFEIX). 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.


MFSSXMFEIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.30

+0.48

Sortino ratio

Return per unit of downside risk

1.09

0.59

+0.50

Omega ratio

Gain probability vs. loss probability

1.22

1.08

+0.14

Calmar ratio

Return relative to maximum drawdown

0.86

0.22

+0.64

Martin ratio

Return relative to average drawdown

2.71

0.74

+1.97

MFSSX vs. MFEIX - Sharpe Ratio Comparison

The current MFSSX Sharpe Ratio is 0.79, which is higher than the MFEIX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MFSSX and MFEIX, 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


MFSSXMFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.30

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.50

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.73

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.41

+0.69

Correlation

The correlation between MFSSX and MFEIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MFSSX vs. MFEIX - Dividend Comparison

MFSSX's dividend yield for the trailing twelve months is around 3.23%, less than MFEIX's 17.36% yield.


TTM20252024202320222021202020192018201720162015
MFSSX
MFS Massachusetts Municipal Bond Fund
3.23%4.20%2.81%2.43%1.84%1.91%2.44%3.27%3.42%3.74%3.64%3.70%
MFEIX
MFS Growth I
17.36%14.99%25.47%4.86%1.05%2.76%3.57%1.57%3.78%2.50%1.61%3.65%

Drawdowns

MFSSX vs. MFEIX - Drawdown Comparison

The maximum MFSSX drawdown since its inception was -17.05%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MFSSX and MFEIX.


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Drawdown Indicators


MFSSXMFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.05%

-72.24%

+55.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-17.30%

+12.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.13%

-36.11%

+19.98%

Max Drawdown (10Y)

Largest decline over 10 years

-16.13%

-36.11%

+19.98%

Current Drawdown

Current decline from peak

-2.52%

-17.30%

+14.78%

Average Drawdown

Average peak-to-trough decline

-2.41%

-23.85%

+21.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

5.06%

-3.41%

Volatility

MFSSX vs. MFEIX - Volatility Comparison

The current volatility for MFS Massachusetts Municipal Bond Fund (MFSSX) is 1.13%, while MFS Growth I (MFEIX) has a volatility of 5.58%. This indicates that MFSSX experiences smaller price fluctuations and is considered to be less risky than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFSSXMFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

5.58%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.74%

12.05%

-10.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.33%

21.56%

-16.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

21.87%

-17.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

21.16%

-16.83%