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MIGFX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MIGFX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Massachusetts Investors Growth Stock Fund (MIGFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.87%
14.88%
MIGFX
SCHG

Returns By Period

In the year-to-date period, MIGFX achieves a 17.84% return, which is significantly lower than SCHG's 32.97% return. Over the past 10 years, MIGFX has underperformed SCHG with an annualized return of 7.28%, while SCHG has yielded a comparatively higher 16.46% annualized return.


MIGFX

YTD

17.84%

1M

0.37%

6M

6.87%

1Y

17.92%

5Y (annualized)

7.05%

10Y (annualized)

7.28%

SCHG

YTD

32.97%

1M

4.60%

6M

14.88%

1Y

38.45%

5Y (annualized)

20.43%

10Y (annualized)

16.46%

Key characteristics


MIGFXSCHG
Sharpe Ratio1.452.26
Sortino Ratio1.972.95
Omega Ratio1.271.41
Calmar Ratio1.153.11
Martin Ratio8.0512.34
Ulcer Index2.23%3.12%
Daily Std Dev12.40%16.99%
Max Drawdown-61.53%-34.59%
Current Drawdown-0.75%-1.19%

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MIGFX vs. SCHG - Expense Ratio Comparison

MIGFX has a 0.70% expense ratio, which is higher than SCHG's 0.04% expense ratio.


MIGFX
MFS Massachusetts Investors Growth Stock Fund
Expense ratio chart for MIGFX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between MIGFX and SCHG 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.

Risk-Adjusted Performance

MIGFX vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Growth Stock Fund (MIGFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 MIGFX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.005.001.452.26
The chart of Sortino ratio for MIGFX, currently valued at 1.97, compared to the broader market0.005.0010.001.972.95
The chart of Omega ratio for MIGFX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.41
The chart of Calmar ratio for MIGFX, currently valued at 1.15, compared to the broader market0.005.0010.0015.0020.0025.001.153.11
The chart of Martin ratio for MIGFX, currently valued at 8.05, compared to the broader market0.0020.0040.0060.0080.00100.008.0512.34
MIGFX
SCHG

The current MIGFX Sharpe Ratio is 1.45, which is lower than the SCHG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of MIGFX and SCHG, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.45
2.26
MIGFX
SCHG

Dividends

MIGFX vs. SCHG - Dividend Comparison

MIGFX's dividend yield for the trailing twelve months is around 0.35%, less than SCHG's 0.40% yield.


TTM20232022202120202019201820172016201520142013
MIGFX
MFS Massachusetts Investors Growth Stock Fund
0.35%0.41%0.44%0.18%0.15%0.27%1.08%0.89%0.80%0.92%4.42%2.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

MIGFX vs. SCHG - Drawdown Comparison

The maximum MIGFX drawdown since its inception was -61.53%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MIGFX and SCHG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.75%
-1.19%
MIGFX
SCHG

Volatility

MIGFX vs. SCHG - Volatility Comparison

The current volatility for MFS Massachusetts Investors Growth Stock Fund (MIGFX) is 3.71%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.49%. This indicates that MIGFX experiences smaller price fluctuations and is considered to be less risky than SCHG 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%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.71%
5.49%
MIGFX
SCHG