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

Correlation

The correlation between MIAGX and ^GSPC is 0.93, 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.


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.

350.00%400.00%450.00%500.00%December2025FebruaryMarchAprilMay
412.82%
471.81%
MIAGX
^GSPC

Key characteristics

Sharpe Ratio

MIAGX:

0.22

^GSPC:

0.44

Sortino Ratio

MIAGX:

0.45

^GSPC:

0.79

Omega Ratio

MIAGX:

1.06

^GSPC:

1.12

Calmar Ratio

MIAGX:

0.23

^GSPC:

0.48

Martin Ratio

MIAGX:

0.84

^GSPC:

1.85

Ulcer Index

MIAGX:

4.70%

^GSPC:

4.92%

Daily Std Dev

MIAGX:

15.56%

^GSPC:

19.37%

Max Drawdown

MIAGX:

-52.93%

^GSPC:

-56.78%

Current Drawdown

MIAGX:

-5.52%

^GSPC:

-7.88%

Returns By Period

In the year-to-date period, MIAGX achieves a 2.31% return, which is significantly higher than ^GSPC's -3.77% return. Over the past 10 years, MIAGX has underperformed ^GSPC with an annualized return of 5.67%, while ^GSPC has yielded a comparatively higher 10.45% annualized return.


MIAGX

YTD

2.31%

1M

6.88%

6M

-4.49%

1Y

3.36%

5Y*

8.36%

10Y*

5.67%

^GSPC

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MIAGX vs. ^GSPC — Risk-Adjusted Performance Rank

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

MIAGX
The Risk-Adjusted Performance Rank of MIAGX is 3838
Overall Rank
The Sharpe Ratio Rank of MIAGX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of MIAGX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of MIAGX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MIAGX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of MIAGX is 3838
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MIAGX Sharpe Ratio is 0.22, which is lower than the ^GSPC Sharpe Ratio of 0.44. 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.22
0.44
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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.52%
-7.88%
MIAGX
^GSPC

Volatility

MIAGX vs. ^GSPC - Volatility Comparison

The current volatility for MFS Aggressive Growth Allocation Fund (MIAGX) is 4.59%, while S&P 500 (^GSPC) has a volatility of 6.82%. 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.59%
6.82%
MIAGX
^GSPC