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MIAGX vs. MFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIAGX vs. MFEIX - Performance Comparison

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

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MIAGX vs. MFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIAGX
MFS Aggressive Growth Allocation Fund
-3.67%15.20%12.11%16.29%-16.94%19.16%15.81%29.98%-6.72%23.23%
MFEIX
MFS Growth I
-13.62%12.34%49.67%36.15%-31.14%23.59%31.65%37.69%2.30%30.86%

Returns By Period

In the year-to-date period, MIAGX achieves a -3.67% return, which is significantly higher than MFEIX's -13.62% return. Over the past 10 years, MIAGX has underperformed MFEIX with an annualized return of 10.18%, while MFEIX has yielded a comparatively higher 15.44% annualized return.


MIAGX

1D
-0.19%
1M
-8.44%
YTD
-3.67%
6M
-2.28%
1Y
10.98%
3Y*
11.37%
5Y*
6.63%
10Y*
10.18%

MFEIX

1D
-0.59%
1M
-9.06%
YTD
-13.62%
6M
-14.22%
1Y
6.53%
3Y*
21.33%
5Y*
10.89%
10Y*
15.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIAGX vs. MFEIX - Expense Ratio Comparison

MIAGX has a 0.13% expense ratio, which is lower than MFEIX's 0.60% expense ratio.


Return for Risk

MIAGX vs. MFEIX — Risk / Return Rank

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

MIAGX
MIAGX Risk / Return Rank: 3434
Overall Rank
MIAGX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MIAGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MIAGX Omega Ratio Rank: 3434
Omega Ratio Rank
MIAGX Calmar Ratio Rank: 3030
Calmar Ratio Rank
MIAGX Martin Ratio Rank: 3737
Martin Ratio Rank

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

MIAGX vs. MFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Aggressive Growth Allocation Fund (MIAGX) and MFS Growth I (MFEIX). 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.


MIAGXMFEIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.30

+0.45

Sortino ratio

Return per unit of downside risk

1.13

0.59

+0.54

Omega ratio

Gain probability vs. loss probability

1.17

1.08

+0.09

Calmar ratio

Return relative to maximum drawdown

0.85

0.22

+0.64

Martin ratio

Return relative to average drawdown

3.94

0.74

+3.20

MIAGX vs. MFEIX - Sharpe Ratio Comparison

The current MIAGX Sharpe Ratio is 0.76, which is higher than the MFEIX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MIAGX and MFEIX, 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


MIAGXMFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.30

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.50

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.73

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.41

+0.08

Correlation

The correlation between MIAGX and MFEIX 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

MIAGX vs. MFEIX - Dividend Comparison

MIAGX's dividend yield for the trailing twelve months is around 8.12%, less than MFEIX's 17.36% yield.


TTM20252024202320222021202020192018201720162015
MIAGX
MFS Aggressive Growth Allocation Fund
8.12%7.82%5.16%3.41%4.49%6.84%3.69%4.80%6.06%4.25%3.12%5.45%
MFEIX
MFS Growth I
17.36%14.99%25.47%4.86%1.05%2.76%3.57%1.57%3.78%2.50%1.61%3.65%

Drawdowns

MIAGX vs. MFEIX - Drawdown Comparison

The maximum MIAGX drawdown since its inception was -55.00%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MIAGX and MFEIX.


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Drawdown Indicators


MIAGXMFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.00%

-72.24%

+17.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-17.30%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.51%

-36.11%

+10.60%

Max Drawdown (10Y)

Largest decline over 10 years

-32.78%

-36.11%

+3.33%

Current Drawdown

Current decline from peak

-8.65%

-17.30%

+8.65%

Average Drawdown

Average peak-to-trough decline

-6.86%

-23.85%

+16.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

5.06%

-2.64%

Volatility

MIAGX vs. MFEIX - Volatility Comparison

The current volatility for MFS Aggressive Growth Allocation Fund (MIAGX) is 4.09%, while MFS Growth I (MFEIX) has a volatility of 5.58%. This indicates that MIAGX experiences smaller price fluctuations and is considered to be less risky than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIAGXMFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

5.58%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

12.05%

-3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

21.56%

-7.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

21.87%

-7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

21.16%

-5.74%