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MGTIX vs. AGTHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGTIX vs. AGTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Massachusetts Investors Growth Stock Fund (MGTIX) and American Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

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MGTIX vs. AGTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGTIX
MFS Massachusetts Investors Growth Stock Fund
-9.29%10.23%27.38%24.40%-18.99%26.41%22.84%40.17%1.07%28.97%
AGTHX
American Funds The Growth Fund of America Class A
-8.07%19.73%28.02%37.22%-30.75%19.32%37.83%28.16%-3.15%26.14%

Returns By Period

In the year-to-date period, MGTIX achieves a -9.29% return, which is significantly lower than AGTHX's -8.07% return. Both investments have delivered pretty close results over the past 10 years, with MGTIX having a 13.92% annualized return and AGTHX not far ahead at 14.32%.


MGTIX

1D
2.93%
1M
-5.93%
YTD
-9.29%
6M
-8.54%
1Y
4.94%
3Y*
13.69%
5Y*
9.09%
10Y*
13.92%

AGTHX

1D
3.56%
1M
-6.34%
YTD
-8.07%
6M
-7.16%
1Y
16.84%
3Y*
20.26%
5Y*
8.96%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGTIX vs. AGTHX - Expense Ratio Comparison

MGTIX has a 0.45% expense ratio, which is lower than AGTHX's 0.61% expense ratio.


Return for Risk

MGTIX vs. AGTHX — Risk / Return Rank

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

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

AGTHX
AGTHX Risk / Return Rank: 4444
Overall Rank
AGTHX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AGTHX Sortino Ratio Rank: 4343
Sortino Ratio Rank
AGTHX Omega Ratio Rank: 4242
Omega Ratio Rank
AGTHX Calmar Ratio Rank: 5050
Calmar Ratio Rank
AGTHX Martin Ratio Rank: 4646
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.

MGTIX vs. AGTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Growth Stock Fund (MGTIX) and American Funds The Growth Fund of America Class A (AGTHX). 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.


MGTIXAGTHXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.84

-0.54

Sortino ratio

Return per unit of downside risk

0.56

1.34

-0.78

Omega ratio

Gain probability vs. loss probability

1.08

1.19

-0.12

Calmar ratio

Return relative to maximum drawdown

0.42

1.26

-0.84

Martin ratio

Return relative to average drawdown

1.51

4.78

-3.27

MGTIX vs. AGTHX - Sharpe Ratio Comparison

The current MGTIX Sharpe Ratio is 0.30, which is lower than the AGTHX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MGTIX and AGTHX, 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


MGTIXAGTHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.84

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.45

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.73

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.68

-0.21

Correlation

The correlation between MGTIX and AGTHX is 0.92, 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

MGTIX vs. AGTHX - Dividend Comparison

MGTIX's dividend yield for the trailing twelve months is around 12.21%, more than AGTHX's 11.63% yield.


TTM20252024202320222021202020192018201720162015
MGTIX
MFS Massachusetts Investors Growth Stock Fund
12.21%11.08%16.84%4.17%4.59%10.30%7.43%7.38%10.72%6.83%5.00%6.61%
AGTHX
American Funds The Growth Fund of America Class A
11.63%10.69%8.99%7.40%4.05%8.18%4.30%7.15%11.99%7.03%6.61%8.87%

Drawdowns

MGTIX vs. AGTHX - Drawdown Comparison

The maximum MGTIX drawdown since its inception was -60.05%, which is greater than AGTHX's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for MGTIX and AGTHX.


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Drawdown Indicators


MGTIXAGTHXDifference

Max Drawdown

Largest peak-to-trough decline

-60.05%

-51.91%

-8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-13.76%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.52%

-36.38%

+9.86%

Max Drawdown (10Y)

Largest decline over 10 years

-32.42%

-36.38%

+3.96%

Current Drawdown

Current decline from peak

-11.18%

-10.70%

-0.48%

Average Drawdown

Average peak-to-trough decline

-17.20%

-9.23%

-7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.63%

+0.19%

Volatility

MGTIX vs. AGTHX - Volatility Comparison

The current volatility for MFS Massachusetts Investors Growth Stock Fund (MGTIX) is 5.48%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 6.76%. This indicates that MGTIX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGTIXAGTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

6.76%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

12.13%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

21.01%

-3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

20.23%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

19.64%

-1.46%