MGLIX vs. MEIIX
Compare and contrast key facts about MFS Global Real Estate Fund (MGLIX) and MFS Value Fund Class I (MEIIX).
MGLIX is managed by MFS. It was launched on Mar 10, 2009. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MGLIX vs. MEIIX - Performance Comparison
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MGLIX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGLIX MFS Global Real Estate Fund | -2.98% | 3.60% | -2.85% | 11.32% | -26.94% | 29.71% | 2.18% | 26.29% | -3.68% | 10.26% |
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, MGLIX achieves a -2.98% return, which is significantly lower than MEIIX's -0.56% return. Over the past 10 years, MGLIX has underperformed MEIIX with an annualized return of 3.20%, while MEIIX has yielded a comparatively higher 9.72% annualized return.
MGLIX
- 1D
- 0.45%
- 1M
- -10.08%
- YTD
- -2.98%
- 6M
- -3.81%
- 1Y
- 1.39%
- 3Y*
- 2.12%
- 5Y*
- -0.29%
- 10Y*
- 3.20%
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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MGLIX vs. MEIIX - Expense Ratio Comparison
MGLIX has a 0.92% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MGLIX vs. MEIIX — Risk / Return Rank
MGLIX
MEIIX
MGLIX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Real Estate Fund (MGLIX) 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.
| MGLIX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.65 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.26 | 0.97 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.14 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 0.77 | -0.65 |
Martin ratioReturn relative to average drawdown | 0.48 | 3.43 | -2.95 |
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
| MGLIX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.65 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.59 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.59 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.56 | -0.17 |
Correlation
The correlation between MGLIX and MEIIX is 0.71, 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
MGLIX vs. MEIIX - Dividend Comparison
MGLIX's dividend yield for the trailing twelve months is around 3.34%, less than MEIIX's 9.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGLIX MFS Global Real Estate Fund | 3.34% | 3.24% | 2.59% | 1.86% | 5.97% | 2.12% | 1.00% | 5.79% | 3.15% | 1.87% | 5.62% | 7.40% |
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
MGLIX vs. MEIIX - Drawdown Comparison
The maximum MGLIX drawdown since its inception was -38.55%, smaller than the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MGLIX and MEIIX.
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Drawdown Indicators
| MGLIX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.55% | -52.64% | +14.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -11.10% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -35.01% | -17.58% | -17.43% |
Max Drawdown (10Y)Largest decline over 10 years | -38.55% | -36.70% | -1.85% |
Current DrawdownCurrent decline from peak | -20.59% | -6.55% | -14.04% |
Average DrawdownAverage peak-to-trough decline | -10.70% | -6.58% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.51% | +0.52% |
Volatility
MGLIX vs. MEIIX - Volatility Comparison
MFS Global Real Estate Fund (MGLIX) has a higher volatility of 4.53% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that MGLIX'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
| MGLIX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 3.11% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 7.68% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 14.78% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 13.90% | +2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.55% | +0.22% |