MIGFX vs. SWLGX
Compare and contrast key facts about MFS Massachusetts Investors Growth Stock Fund (MIGFX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
MIGFX is managed by MFS. It was launched on Jan 1, 1935. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
MIGFX vs. SWLGX - Performance Comparison
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MIGFX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIGFX MFS Massachusetts Investors Growth Stock Fund | -11.94% | 9.97% | 27.25% | 24.13% | -19.20% | 26.06% | 22.55% | 39.89% | 0.81% | -0.32% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, MIGFX achieves a -11.94% return, which is significantly higher than SWLGX's -13.06% return.
MIGFX
- 1D
- -0.22%
- 1M
- -9.05%
- YTD
- -11.94%
- 6M
- -10.77%
- 1Y
- 2.07%
- 3Y*
- 12.38%
- 5Y*
- 8.52%
- 10Y*
- 13.37%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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MIGFX vs. SWLGX - Expense Ratio Comparison
MIGFX has a 0.70% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
MIGFX vs. SWLGX — Risk / Return Rank
MIGFX
SWLGX
MIGFX vs. SWLGX - Risk-Adjusted Trends 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 Index Fund (SWLGX). 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.
| MIGFX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.66 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.33 | 1.10 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.15 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | 0.72 | -0.68 |
Martin ratioReturn relative to average drawdown | 0.14 | 2.51 | -2.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MIGFX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.66 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.56 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.68 | -0.30 |
Correlation
The correlation between MIGFX and SWLGX is 0.92, 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. SWLGX - Dividend Comparison
MIGFX's dividend yield for the trailing twelve months is around 12.93%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIGFX MFS Massachusetts Investors Growth Stock Fund | 12.93% | 11.39% | 17.15% | 4.11% | 4.49% | 10.47% | 7.43% | 7.39% | 10.76% | 6.87% | 5.12% | 6.51% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
MIGFX vs. SWLGX - Drawdown Comparison
The maximum MIGFX drawdown since its inception was -61.83%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for MIGFX and SWLGX.
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Drawdown Indicators
| MIGFX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -32.69% | -29.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.77% | -16.16% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | -32.69% | +6.02% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | — | — |
Current DrawdownCurrent decline from peak | -13.77% | -16.16% | +2.39% |
Average DrawdownAverage peak-to-trough decline | -19.00% | -7.13% | -11.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 4.62% | -0.85% |
Volatility
MIGFX vs. SWLGX - Volatility Comparison
The current volatility for MFS Massachusetts Investors Growth Stock Fund (MIGFX) is 4.36%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that MIGFX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIGFX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 5.38% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 11.82% | -2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 22.31% | -4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 21.47% | -4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 22.78% | -4.62% |