MIGNX vs. DFFVX
MIGNX (MFS Massachusetts Investors Growth Stock Fund Class R6) and DFFVX (DFA U.S. Targeted Value Portfolio Institutional Class) are both mutual funds - MIGNX is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index, while DFFVX is a Small Cap Value Equities fund actively managed by Dimensional. MIGNX is passively managed, while DFFVX is actively managed. Over the past 10 years, MIGNX returned 14.45%/yr vs 11.41%/yr for DFFVX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. MIGNX charges 0.37%/yr vs 0.29%/yr for DFFVX.
Performance
MIGNX vs. DFFVX - Performance Comparison
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Returns By Period
In the year-to-date period, MIGNX achieves a -1.83% return, which is significantly lower than DFFVX's 19.98% return. Over the past 10 years, MIGNX has outperformed DFFVX with an annualized return of 14.45%, while DFFVX has yielded a comparatively lower 11.41% annualized return.
MIGNX
- 1D
- -0.23%
- 1M
- 0.68%
- 6M
- -1.49%
- YTD
- -1.83%
- 1Y
- 3.77%
- 3Y*
- 13.20%
- 5Y*
- 8.42%
- 10Y*
- 14.45%
- ALL TIME*
- 14.64%
DFFVX
- 1D
- -0.09%
- 1M
- 1.64%
- 6M
- 11.25%
- YTD
- 19.98%
- 1Y
- 35.38%
- 3Y*
- 14.93%
- 5Y*
- 10.94%
- 10Y*
- 11.41%
- ALL TIME*
- 11.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MIGNX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIGNX MFS Massachusetts Investors Growth Stock Fund Class R6 | -1.83% | 10.31% | 27.60% | 24.51% | -18.92% | 26.52% | 22.96% | 40.34% | 1.14% | 29.12% |
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 19.98% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Correlation
The correlation between MIGNX and DFFVX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2012 | 0.71 |
The correlation between MIGNX and DFFVX shifts across timeframes, from 0.56 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MIGNX vs. DFFVX — Risk / Return Rank
MIGNX
DFFVX
MIGNX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Growth Stock Fund Class R6 (MIGNX) and DFA U.S. Targeted Value Portfolio Institutional Class (DFFVX). 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.
| MIGNX | DFFVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.36 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 3.41 | -3.25 |
| Martin ratioReturn relative to average drawdown | 0.46 | 11.57 | -11.10 |
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Drawdowns
MIGNX vs. DFFVX - Drawdown Comparison
The maximum MIGNX drawdown since its inception was -32.40%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for MIGNX and DFFVX.
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Drawdown Indicators
| MIGNX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.40% | -64.21% | +31.81% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -9.70% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -18.63% | -26.09% | +7.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.48% | -26.09% | -0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -32.40% | -50.75% | +18.35% |
Current DrawdownCurrent decline from peak | -3.87% | -1.06% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -9.65% | +5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 2.85% | +1.65% |
Volatility
MIGNX vs. DFFVX - Volatility Comparison
MFS Massachusetts Investors Growth Stock Fund Class R6 (MIGNX) and DFA U.S. Targeted Value Portfolio Institutional Class (DFFVX) have volatilities of 3.27% and 3.34%, 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
| MIGNX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 3.34% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 10.49% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.36% | 16.35% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 21.26% | -3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 23.55% | -5.36% |
MIGNX vs. DFFVX - Expense Ratio Comparison
MIGNX has a 0.37% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Dividends
MIGNX vs. DFFVX - Dividend Comparison
MIGNX's dividend yield for the trailing twelve months is around 10.60%, more than DFFVX's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 1.49% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
MIGNX MFS Massachusetts Investors Growth Stock Fund Class R6 | 10.60% | 11.15% | 16.98% | 4.25% | 4.67% | 10.36% | 7.48% | 7.46% | 10.83% | 7.02% | 4.99% | 6.73% |
Frequently Asked Questions
MIGNX and DFFVX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFFVX has higher volatility (3.34%) compared to MIGNX (3.27%). In terms of maximum drawdown, MIGNX dropped -32.40% vs DFFVX's -64.21%.
DFFVX currently has the higher Sharpe Ratio (2.03 vs 0.16), 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.
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