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MGF vs. MFEKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGF vs. MFEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Government Markets Income Trust (MGF) and MFS Growth R6 (MFEKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MGF achieves a -2.10% return, which is significantly lower than MFEKX's 5.30% return. Over the past 10 years, MGF has underperformed MFEKX with an annualized return of 1.37%, while MFEKX has yielded a comparatively higher 17.81% annualized return.


MGF

1D
0.00%
1M
0.64%
YTD
-2.10%
6M
-0.29%
1Y
0.15%
3Y*
3.60%
5Y*
-0.77%
10Y*
1.37%

MFEKX

1D
1.65%
1M
1.35%
YTD
5.30%
6M
5.10%
1Y
16.32%
3Y*
25.33%
5Y*
13.41%
10Y*
17.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGF vs. MFEKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGF
MFS Government Markets Income Trust
-2.10%6.24%4.17%3.78%-15.81%-0.22%7.80%10.32%1.33%2.62%
MFEKX
MFS Growth R6
5.30%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%2.40%30.97%

Correlation

The correlation between MGF and MFEKX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2011

0.06

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Return for Risk

MGF vs. MFEKX — Risk / Return Rank

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

MGF
MGF Risk / Return Rank: 33
Overall Rank
MGF Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MGF Sortino Ratio Rank: 33
Sortino Ratio Rank
MGF Omega Ratio Rank: 33
Omega Ratio Rank
MGF Calmar Ratio Rank: 33
Calmar Ratio Rank
MGF Martin Ratio Rank: 33
Martin Ratio Rank

MFEKX
MFEKX Risk / Return Rank: 1212
Overall Rank
MFEKX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1313
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
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.

MGF vs. MFEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Government Markets Income Trust (MGF) and MFS Growth R6 (MFEKX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MGFMFEKXDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.01

1.17

-0.16

Calmar ratioReturn relative to maximum drawdown

0.03

0.91

-0.88

Martin ratioReturn relative to average drawdown

0.06

2.93

-2.87

MGF vs. MFEKX - Sharpe Ratio Comparison

The current MGF Sharpe Ratio is 0.01, which is lower than the MFEKX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of MGF and MFEKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MGF vs. MFEKX - Drawdown Comparison

The maximum MGF drawdown since its inception was -35.74%, roughly equal to the maximum MFEKX drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for MGF and MFEKX.


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Drawdown Indicators


MGFMFEKXDifference

Max Drawdown

Largest peak-to-trough decline

-35.74%

-36.06%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-17.27%

+11.22%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

-23.22%

+14.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

-36.06%

+13.18%

Max Drawdown (10Y)

Largest decline over 10 years

-22.88%

-36.06%

+13.18%

Current Drawdown

Current decline from peak

-6.84%

-1.31%

-5.53%

Average Drawdown

Average peak-to-trough decline

-10.87%

-5.63%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

5.35%

-2.54%

Volatility

MGF vs. MFEKX - Volatility Comparison

The current volatility for MFS Government Markets Income Trust (MGF) is 4.01%, while MFS Growth R6 (MFEKX) has a volatility of 6.45%. This indicates that MGF experiences smaller price fluctuations and is considered to be less risky than MFEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGFMFEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

6.45%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

13.44%

-5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

16.74%

-6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.32%

22.01%

-10.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.19%

21.27%

-11.08%

MGF vs. MFEKX - Expense Ratio Comparison

MGF has a 0.02% expense ratio, which is lower than MFEKX's 0.51% expense ratio.


Dividends

MGF vs. MFEKX - Dividend Comparison

MGF's dividend yield for the trailing twelve months is around 8.03%, less than MFEKX's 14.07% yield.


PositionTTM20252024202320222021202020192018201720162015
MFEKX
MFS Growth R6
14.07%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%
MGF
MFS Government Markets Income Trust
8.03%7.65%7.81%7.82%8.45%7.71%7.58%7.50%7.81%7.92%8.09%8.05%

Frequently Asked Questions


MGF and MFEKX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MFEKX has higher volatility (6.45%) compared to MGF (4.01%). In terms of maximum drawdown, MGF dropped -35.74% vs MFEKX's -36.06%.

MFEKX currently has the higher Sharpe Ratio (0.94 vs 0.01), 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.

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