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MIGFX vs. MFARX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIGFX vs. MFARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Massachusetts Investors Growth Stock Fund (MIGFX) and MFS Arkansas Municipal Bond Fund (MFARX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIGFX achieves a -5.25% return, which is significantly lower than MFARX's 1.78% return. Over the past 10 years, MIGFX has outperformed MFARX with an annualized return of 14.47%, while MFARX has yielded a comparatively lower 1.78% annualized return.


MIGFX

1D
-1.11%
1M
-2.96%
YTD
-5.25%
6M
-6.15%
1Y
2.64%
3Y*
13.12%
5Y*
8.52%
10Y*
14.47%

MFARX

1D
0.00%
1M
1.97%
YTD
1.78%
6M
2.19%
1Y
8.06%
3Y*
3.58%
5Y*
0.74%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIGFX vs. MFARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIGFX
MFS Massachusetts Investors Growth Stock Fund
-5.25%9.97%27.25%24.13%-19.20%26.06%22.55%39.89%0.81%28.68%
MFARX
MFS Arkansas Municipal Bond Fund
1.78%5.02%1.53%5.31%-9.87%2.38%4.24%6.44%1.24%4.10%

Correlation

The correlation between MIGFX and MFARX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 31, 1992

-0.03

The correlation between MIGFX and MFARX shifts across timeframes, from -0.03 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MIGFX vs. MFARX — Risk / Return Rank

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

MIGFX
MIGFX Risk / Return Rank: 55
Overall Rank
MIGFX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MIGFX Sortino Ratio Rank: 55
Sortino Ratio Rank
MIGFX Omega Ratio Rank: 55
Omega Ratio Rank
MIGFX Calmar Ratio Rank: 55
Calmar Ratio Rank
MIGFX Martin Ratio Rank: 55
Martin Ratio Rank

MFARX
MFARX Risk / Return Rank: 7373
Overall Rank
MFARX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MFARX Sortino Ratio Rank: 8888
Sortino Ratio Rank
MFARX Omega Ratio Rank: 8989
Omega Ratio Rank
MFARX Calmar Ratio Rank: 5959
Calmar Ratio Rank
MFARX Martin Ratio Rank: 4848
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.

MIGFX vs. MFARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Growth Stock Fund (MIGFX) and MFS Arkansas Municipal Bond Fund (MFARX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MIGFXMFARXDifference
Sharpe ratioReturn per unit of total volatility

-2.06

Sortino ratioReturn per unit of downside risk

-3.28

Omega ratioGain probability vs. loss probability

1.06

1.56

-0.50

Calmar ratioReturn relative to maximum drawdown

0.28

2.62

-2.33

Martin ratioReturn relative to average drawdown

0.91

8.82

-7.91

MIGFX vs. MFARX - Sharpe Ratio Comparison

The current MIGFX Sharpe Ratio is 0.30, which is lower than the MFARX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of MIGFX and MFARX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MIGFX vs. MFARX - Drawdown Comparison

The maximum MIGFX drawdown since its inception was -61.83%, which is greater than MFARX's maximum drawdown of -15.10%. Use the drawdown chart below to compare losses from any high point for MIGFX and MFARX.


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Drawdown Indicators


MIGFXMFARXDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-15.10%

-46.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.77%

-3.05%

-10.72%

Max Drawdown (3Y)

Largest decline over 3 years

-18.68%

-7.78%

-10.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

-15.10%

-11.57%

Max Drawdown (10Y)

Largest decline over 10 years

-32.42%

-15.10%

-17.32%

Current Drawdown

Current decline from peak

-7.21%

0.00%

-7.21%

Average Drawdown

Average peak-to-trough decline

-18.94%

-1.87%

-17.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

0.90%

+3.39%

Volatility

MIGFX vs. MFARX - Volatility Comparison

MFS Massachusetts Investors Growth Stock Fund (MIGFX) has a higher volatility of 4.99% compared to MFS Arkansas Municipal Bond Fund (MFARX) at 0.84%. This indicates that MIGFX's price experiences larger fluctuations and is considered to be riskier than MFARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIGFXMFARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

0.84%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

2.37%

+8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.23%

3.38%

+9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

4.72%

+12.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

4.13%

+14.08%

MIGFX vs. MFARX - Expense Ratio Comparison

Both MIGFX and MFARX have an expense ratio of 0.70%.


Dividends

MIGFX vs. MFARX - Dividend Comparison

MIGFX's dividend yield for the trailing twelve months is around 12.02%, more than MFARX's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
MFARX
MFS Arkansas Municipal Bond Fund
3.43%4.47%2.96%2.47%1.96%2.16%2.52%3.04%3.08%2.98%3.26%3.26%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
12.02%11.39%17.15%4.11%4.49%10.47%7.43%7.39%10.76%6.87%5.12%6.51%

Frequently Asked Questions


MIGFX and MFARX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MIGFX has higher volatility (4.99%) compared to MFARX (0.84%). In terms of maximum drawdown, MIGFX dropped -61.83% vs MFARX's -15.10%.

MFARX currently has the higher Sharpe Ratio (2.36 vs 0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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