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MIAGX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MIAGX and ^GSPC is 0.94, 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.


-0.50.00.51.00.9

Performance

MIAGX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Aggressive Growth Allocation Fund (MIAGX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
579.11%
499.18%
MIAGX
^GSPC

Key characteristics

Sharpe Ratio

MIAGX:

1.38

^GSPC:

2.10

Sortino Ratio

MIAGX:

1.89

^GSPC:

2.80

Omega Ratio

MIAGX:

1.25

^GSPC:

1.39

Calmar Ratio

MIAGX:

2.30

^GSPC:

3.09

Martin Ratio

MIAGX:

8.60

^GSPC:

13.49

Ulcer Index

MIAGX:

1.71%

^GSPC:

1.94%

Daily Std Dev

MIAGX:

10.68%

^GSPC:

12.52%

Max Drawdown

MIAGX:

-52.93%

^GSPC:

-56.78%

Current Drawdown

MIAGX:

-4.13%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, MIAGX achieves a 12.47% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, MIAGX has underperformed ^GSPC with an annualized return of 9.12%, while ^GSPC has yielded a comparatively higher 11.06% annualized return.


MIAGX

YTD

12.47%

1M

-1.54%

6M

4.23%

1Y

13.45%

5Y*

8.53%

10Y*

9.12%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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Risk-Adjusted Performance

MIAGX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Aggressive Growth Allocation Fund (MIAGX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for MIAGX, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.001.382.10
The chart of Sortino ratio for MIAGX, currently valued at 1.89, compared to the broader market-2.000.002.004.006.008.0010.001.892.80
The chart of Omega ratio for MIAGX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.39
The chart of Calmar ratio for MIAGX, currently valued at 2.30, compared to the broader market0.002.004.006.008.0010.0012.0014.002.303.09
The chart of Martin ratio for MIAGX, currently valued at 8.60, compared to the broader market0.0020.0040.0060.008.6013.49
MIAGX
^GSPC

The current MIAGX Sharpe Ratio is 1.38, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of MIAGX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.38
2.10
MIAGX
^GSPC

Drawdowns

MIAGX vs. ^GSPC - Drawdown Comparison

The maximum MIAGX drawdown since its inception was -52.93%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MIAGX and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.13%
-2.62%
MIAGX
^GSPC

Volatility

MIAGX vs. ^GSPC - Volatility Comparison

The current volatility for MFS Aggressive Growth Allocation Fund (MIAGX) is 3.37%, while S&P 500 (^GSPC) has a volatility of 3.79%. This indicates that MIAGX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.37%
3.79%
MIAGX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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