MGTIX vs. EFCNX
Compare and contrast key facts about MFS Massachusetts Investors Growth Stock Fund (MGTIX) and Emerald Insights Fund (EFCNX).
MGTIX is managed by MFS. It was launched on Jan 1, 1932. EFCNX is managed by Emerald. It was launched on Aug 1, 2014.
Performance
MGTIX vs. EFCNX - Performance Comparison
Loading graphics...
MGTIX vs. EFCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EFCNX Emerald Insights Fund | 0.00% | 28.71% | 25.88% | 40.82% | -31.09% | 22.95% | 49.60% | 36.32% | -9.88% | 22.52% |
Returns By Period
Over the past 10 years, MGTIX has underperformed EFCNX with an annualized return of 13.92%, while EFCNX has yielded a comparatively higher 16.72% annualized return.
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%
EFCNX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 45.34%
- 3Y*
- 25.53%
- 5Y*
- 11.21%
- 10Y*
- 16.72%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MGTIX vs. EFCNX - Expense Ratio Comparison
MGTIX has a 0.45% expense ratio, which is lower than EFCNX's 1.40% expense ratio.
Return for Risk
MGTIX vs. EFCNX — Risk / Return Rank
MGTIX
EFCNX
MGTIX vs. EFCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Growth Stock Fund (MGTIX) and Emerald Insights Fund (EFCNX). 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.
| MGTIX | EFCNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 2.43 | -2.13 |
Sortino ratioReturn per unit of downside risk | 0.56 | 3.41 | -2.85 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.84 | -0.77 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.87 | -0.45 |
Martin ratioReturn relative to average drawdown | 1.51 | 3.10 | -1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MGTIX | EFCNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 2.43 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.50 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.74 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.63 | -0.16 |
Correlation
The correlation between MGTIX and EFCNX is 0.82, 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. EFCNX - Dividend Comparison
MGTIX's dividend yield for the trailing twelve months is around 12.21%, more than EFCNX's 8.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EFCNX Emerald Insights Fund | 8.50% | 8.50% | 1.27% | 0.00% | 5.41% | 15.80% | 9.41% | 0.04% | 27.51% | 0.00% | 0.00% | 0.00% |
Drawdowns
MGTIX vs. EFCNX - Drawdown Comparison
The maximum MGTIX drawdown since its inception was -60.05%, which is greater than EFCNX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for MGTIX and EFCNX.
Loading graphics...
Drawdown Indicators
| MGTIX | EFCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -38.34% | -21.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.71% | -14.32% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -26.52% | -38.34% | +11.82% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | -38.34% | +5.92% |
Current DrawdownCurrent decline from peak | -11.18% | 0.00% | -11.18% |
Average DrawdownAverage peak-to-trough decline | -17.20% | -8.74% | -8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 7.45% | -3.63% |
Volatility
MGTIX vs. EFCNX - Volatility Comparison
MFS Massachusetts Investors Growth Stock Fund (MGTIX) has a higher volatility of 5.48% compared to Emerald Insights Fund (EFCNX) at 0.00%. This indicates that MGTIX's price experiences larger fluctuations and is considered to be riskier than EFCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MGTIX | EFCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 0.00% | +5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 5.20% | +4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.85% | 22.14% | -4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 23.15% | -5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 22.85% | -4.67% |