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MIGFX vs. MFRFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIGFX vs. MFRFX - Performance Comparison

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

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MIGFX vs. MFRFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIGFX
MFS Massachusetts Investors Growth Stock Fund
-9.36%9.97%27.25%24.13%-19.20%26.06%22.55%39.89%0.81%28.68%
MFRFX
MFS Research Fund
-4.86%12.80%18.77%22.49%-17.21%24.66%16.63%33.13%-4.51%23.31%

Returns By Period

In the year-to-date period, MIGFX achieves a -9.36% return, which is significantly lower than MFRFX's -4.86% return. Over the past 10 years, MIGFX has outperformed MFRFX with an annualized return of 13.69%, while MFRFX has yielded a comparatively lower 12.10% annualized return.


MIGFX

1D
2.93%
1M
-5.97%
YTD
-9.36%
6M
-8.66%
1Y
4.69%
3Y*
13.47%
5Y*
8.85%
10Y*
13.69%

MFRFX

1D
2.89%
1M
-5.15%
YTD
-4.86%
6M
-3.29%
1Y
12.72%
3Y*
14.37%
5Y*
8.60%
10Y*
12.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIGFX vs. MFRFX - Expense Ratio Comparison

MIGFX has a 0.70% expense ratio, which is lower than MFRFX's 0.78% expense ratio.


Return for Risk

MIGFX vs. MFRFX — Risk / Return Rank

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

MIGFX
MIGFX Risk / Return Rank: 1212
Overall Rank
MIGFX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MIGFX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MIGFX Omega Ratio Rank: 1010
Omega Ratio Rank
MIGFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
MIGFX Martin Ratio Rank: 1414
Martin Ratio Rank

MFRFX
MFRFX Risk / Return Rank: 3434
Overall Rank
MFRFX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MFRFX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MFRFX Omega Ratio Rank: 3232
Omega Ratio Rank
MFRFX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MFRFX Martin Ratio Rank: 4545
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. MFRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Growth Stock Fund (MIGFX) and MFS Research Fund (MFRFX). 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.


MIGFXMFRFXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.73

-0.44

Sortino ratio

Return per unit of downside risk

0.54

1.16

-0.62

Omega ratio

Gain probability vs. loss probability

1.07

1.17

-0.10

Calmar ratio

Return relative to maximum drawdown

0.40

1.15

-0.75

Martin ratio

Return relative to average drawdown

1.43

4.93

-3.49

MIGFX vs. MFRFX - Sharpe Ratio Comparison

The current MIGFX Sharpe Ratio is 0.28, which is lower than the MFRFX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of MIGFX and MFRFX, 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


MIGFXMFRFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.73

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.52

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.69

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.43

-0.05

Correlation

The correlation between MIGFX and MFRFX is 0.86, 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

MIGFX vs. MFRFX - Dividend Comparison

MIGFX's dividend yield for the trailing twelve months is around 12.57%, less than MFRFX's 16.91% yield.


TTM20252024202320222021202020192018201720162015
MIGFX
MFS Massachusetts Investors Growth Stock Fund
12.57%11.39%17.15%4.11%4.49%10.47%7.43%7.39%10.76%6.87%5.12%6.51%
MFRFX
MFS Research Fund
16.91%16.09%10.04%6.68%7.56%5.43%5.09%3.68%12.52%8.80%4.63%6.98%

Drawdowns

MIGFX vs. MFRFX - Drawdown Comparison

The maximum MIGFX drawdown since its inception was -61.83%, which is greater than MFRFX's maximum drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for MIGFX and MFRFX.


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Drawdown Indicators


MIGFXMFRFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-56.15%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.77%

-11.84%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

-23.37%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-32.42%

-33.52%

+1.10%

Current Drawdown

Current decline from peak

-11.24%

-7.02%

-4.22%

Average Drawdown

Average peak-to-trough decline

-19.00%

-14.49%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.75%

+1.08%

Volatility

MIGFX vs. MFRFX - Volatility Comparison

MFS Massachusetts Investors Growth Stock Fund (MIGFX) and MFS Research Fund (MFRFX) have volatilities of 5.49% and 5.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIGFXMFRFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

5.28%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

9.35%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

18.03%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

16.58%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

17.59%

+0.59%