MGWIX vs. VTSAX
Compare and contrast key facts about MFS Growth Allocation Fund (MGWIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
MGWIX is managed by MFS. It was launched on Jun 27, 2002. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
MGWIX vs. VTSAX - Performance Comparison
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MGWIX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, MGWIX achieves a -3.13% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, MGWIX has underperformed VTSAX with an annualized return of 8.99%, while VTSAX has yielded a comparatively higher 13.27% 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%
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
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MGWIX vs. VTSAX - Expense Ratio Comparison
MGWIX has a 0.69% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Return for Risk
MGWIX vs. VTSAX — Risk / Return Rank
MGWIX
VTSAX
MGWIX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Allocation Fund (MGWIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| MGWIX | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.84 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.29 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.05 | -0.09 |
Martin ratioReturn relative to average drawdown | 4.39 | 5.08 | -0.69 |
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
| MGWIX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.84 | 0.00 |
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 | 0.72 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.43 | +0.14 |
Correlation
The correlation between MGWIX and VTSAX is 0.95, 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. VTSAX - Dividend Comparison
MGWIX's dividend yield for the trailing twelve months is around 8.51%, more than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
MGWIX vs. VTSAX - Drawdown Comparison
The maximum MGWIX drawdown since its inception was -47.83%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for MGWIX and VTSAX.
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Drawdown Indicators
| MGWIX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.83% | -55.33% | +7.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.31% | -12.41% | +3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -25.36% | +1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -29.09% | -34.97% | +5.88% |
Current DrawdownCurrent decline from peak | -7.33% | -8.92% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -9.06% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.56% | -0.53% |
Volatility
MGWIX vs. VTSAX - Volatility Comparison
The current volatility for MFS Growth Allocation Fund (MGWIX) is 3.38%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.39%. This indicates that MGWIX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGWIX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 4.39% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.66% | 9.33% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 18.42% | -6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.07% | 17.32% | -5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.82% | 18.37% | -5.55% |