MGTIX vs. MEIIX
Compare and contrast key facts about MFS Massachusetts Investors Growth Stock Fund (MGTIX) and MFS Value Fund Class I (MEIIX).
MGTIX is managed by MFS. It was launched on Jan 1, 1932. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MGTIX vs. MEIIX - Performance Comparison
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MGTIX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGTIX MFS Massachusetts Investors Growth Stock Fund | -11.87% | 10.23% | 27.38% | 24.40% | -18.99% | 26.41% | 22.84% | 40.17% | 1.07% | 28.97% |
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, MGTIX achieves a -11.87% return, which is significantly lower than MEIIX's -0.56% return. Over the past 10 years, MGTIX has outperformed MEIIX with an annualized return of 13.59%, while MEIIX has yielded a comparatively lower 9.72% annualized return.
MGTIX
- 1D
- -0.21%
- 1M
- -9.02%
- YTD
- -11.87%
- 6M
- -10.66%
- 1Y
- 2.34%
- 3Y*
- 12.60%
- 5Y*
- 8.76%
- 10Y*
- 13.59%
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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MGTIX vs. MEIIX - Expense Ratio Comparison
MGTIX has a 0.45% expense ratio, which is lower than MEIIX's 0.55% expense ratio.
Return for Risk
MGTIX vs. MEIIX — Risk / Return Rank
MGTIX
MEIIX
MGTIX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Growth Stock Fund (MGTIX) 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.
| MGTIX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.65 | -0.49 |
Sortino ratioReturn per unit of downside risk | 0.35 | 0.97 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 0.77 | -0.72 |
Martin ratioReturn relative to average drawdown | 0.21 | 3.43 | -3.22 |
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
| MGTIX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.65 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.59 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.59 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.56 | -0.09 |
Correlation
The correlation between MGTIX and MEIIX is 0.84, 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. MEIIX - Dividend Comparison
MGTIX's dividend yield for the trailing twelve months is around 12.57%, more than MEIIX's 9.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGTIX MFS Massachusetts Investors Growth Stock Fund | 12.57% | 11.08% | 16.84% | 4.17% | 4.59% | 10.30% | 7.43% | 7.38% | 10.72% | 6.83% | 5.00% | 6.61% |
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
MGTIX vs. MEIIX - Drawdown Comparison
The maximum MGTIX drawdown since its inception was -60.05%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MGTIX and MEIIX.
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Drawdown Indicators
| MGTIX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -52.64% | -7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.71% | -11.10% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -26.52% | -17.58% | -8.94% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | -36.70% | +4.28% |
Current DrawdownCurrent decline from peak | -13.71% | -6.55% | -7.16% |
Average DrawdownAverage peak-to-trough decline | -17.20% | -6.58% | -10.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 2.51% | +1.24% |
Volatility
MGTIX vs. MEIIX - Volatility Comparison
MFS Massachusetts Investors Growth Stock Fund (MGTIX) has a higher volatility of 4.34% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that MGTIX'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
| MGTIX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 3.11% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 7.68% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 14.78% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 13.90% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 16.55% | +1.61% |