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MGWIX vs. MEIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGWIX vs. MEIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth Allocation Fund (MGWIX) and MFS Value Fund Class I (MEIIX). The values are adjusted to include any dividend payments, if applicable.

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MGWIX vs. MEIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGWIX
MFS Growth Allocation Fund
-3.13%13.63%10.71%14.86%-15.92%16.01%14.75%26.55%-5.59%19.22%
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, MGWIX achieves a -3.13% return, which is significantly lower than MEIIX's -0.56% return. Over the past 10 years, MGWIX has underperformed MEIIX with an annualized return of 8.99%, while MEIIX has yielded a comparatively higher 9.72% annualized return.


MGWIX

1D
-0.12%
1M
-7.12%
YTD
-3.13%
6M
-1.88%
1Y
9.90%
3Y*
10.29%
5Y*
5.84%
10Y*
8.99%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGWIX vs. MEIIX - Expense Ratio Comparison

MGWIX has a 0.69% expense ratio, which is higher than MEIIX's 0.55% expense ratio.


Return for Risk

MGWIX vs. MEIIX — Risk / Return Rank

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

MGWIX
MGWIX Risk / Return Rank: 3939
Overall Rank
MGWIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MGWIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MGWIX Omega Ratio Rank: 3939
Omega Ratio Rank
MGWIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
MGWIX Martin Ratio Rank: 4343
Martin Ratio Rank

MEIIX
MEIIX Risk / Return Rank: 2828
Overall Rank
MEIIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MEIIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MEIIX Omega Ratio Rank: 2727
Omega Ratio Rank
MEIIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MEIIX Martin Ratio Rank: 3232
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.

MGWIX vs. MEIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth Allocation Fund (MGWIX) 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.


MGWIXMEIIXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.65

+0.19

Sortino ratio

Return per unit of downside risk

1.22

0.97

+0.25

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

0.96

0.77

+0.18

Martin ratio

Return relative to average drawdown

4.39

3.43

+0.97

MGWIX vs. MEIIX - Sharpe Ratio Comparison

The current MGWIX Sharpe Ratio is 0.83, which is comparable to the MEIIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of MGWIX and MEIIX, 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


MGWIXMEIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.65

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.59

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.59

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.56

+0.01

Correlation

The correlation between MGWIX and MEIIX is 0.91, 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

MGWIX vs. MEIIX - Dividend Comparison

MGWIX's dividend yield for the trailing twelve months is around 8.51%, less than MEIIX's 9.77% yield.


TTM20252024202320222021202020192018201720162015
MGWIX
MFS Growth Allocation Fund
8.51%8.24%6.24%3.84%4.83%7.28%3.79%5.00%6.89%5.04%3.11%5.08%
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

MGWIX vs. MEIIX - Drawdown Comparison

The maximum MGWIX drawdown since its inception was -47.83%, smaller than the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MGWIX and MEIIX.


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Drawdown Indicators


MGWIXMEIIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.83%

-52.64%

+4.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.31%

-11.10%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

-17.58%

-5.81%

Max Drawdown (10Y)

Largest decline over 10 years

-29.09%

-36.70%

+7.61%

Current Drawdown

Current decline from peak

-7.33%

-6.55%

-0.78%

Average Drawdown

Average peak-to-trough decline

-5.39%

-6.58%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.51%

-0.48%

Volatility

MGWIX vs. MEIIX - Volatility Comparison

MFS Growth Allocation Fund (MGWIX) has a higher volatility of 3.38% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that MGWIX'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


MGWIXMEIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

3.11%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

7.68%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

14.78%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.07%

13.90%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.82%

16.55%

-3.73%