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MIGNX vs. FBCG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIGNX vs. FBCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Massachusetts Investors Growth Stock Fund Class R6 (MIGNX) and Fidelity Blue Chip Growth ETF (FBCG). The values are adjusted to include any dividend payments, if applicable.

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MIGNX vs. FBCG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MIGNX
MFS Massachusetts Investors Growth Stock Fund Class R6
-11.85%10.31%27.60%24.51%-18.92%26.52%23.72%
FBCG
Fidelity Blue Chip Growth ETF
-8.61%18.60%39.05%57.98%-39.10%21.34%42.99%

Returns By Period

In the year-to-date period, MIGNX achieves a -11.85% return, which is significantly lower than FBCG's -8.61% return.


MIGNX

1D
-0.21%
1M
-9.00%
YTD
-11.85%
6M
-10.61%
1Y
2.43%
3Y*
12.73%
5Y*
8.87%
10Y*
13.69%

FBCG

1D
4.81%
1M
-5.43%
YTD
-8.61%
6M
-6.56%
1Y
25.45%
3Y*
25.41%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIGNX vs. FBCG - Expense Ratio Comparison

MIGNX has a 0.37% expense ratio, which is lower than FBCG's 0.59% expense ratio.


Return for Risk

MIGNX vs. FBCG — Risk / Return Rank

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

MIGNX
MIGNX Risk / Return Rank: 88
Overall Rank
MIGNX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MIGNX Sortino Ratio Rank: 99
Sortino Ratio Rank
MIGNX Omega Ratio Rank: 99
Omega Ratio Rank
MIGNX Calmar Ratio Rank: 77
Calmar Ratio Rank
MIGNX Martin Ratio Rank: 77
Martin Ratio Rank

FBCG
FBCG Risk / Return Rank: 6464
Overall Rank
FBCG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FBCG Sortino Ratio Rank: 6464
Sortino Ratio Rank
FBCG Omega Ratio Rank: 6262
Omega Ratio Rank
FBCG Calmar Ratio Rank: 6969
Calmar Ratio Rank
FBCG Martin Ratio Rank: 6464
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.

MIGNX vs. FBCG - 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 Fidelity Blue Chip Growth ETF (FBCG). 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.


MIGNXFBCGDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.97

-0.81

Sortino ratio

Return per unit of downside risk

0.36

1.54

-1.18

Omega ratio

Gain probability vs. loss probability

1.05

1.22

-0.17

Calmar ratio

Return relative to maximum drawdown

0.07

1.65

-1.59

Martin ratio

Return relative to average drawdown

0.24

5.92

-5.68

MIGNX vs. FBCG - Sharpe Ratio Comparison

The current MIGNX Sharpe Ratio is 0.16, which is lower than the FBCG Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of MIGNX and FBCG, 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


MIGNXFBCGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.97

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.43

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.67

+0.17

Correlation

The correlation between MIGNX and FBCG is 0.85, 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

MIGNX vs. FBCG - Dividend Comparison

MIGNX's dividend yield for the trailing twelve months is around 12.65%, more than FBCG's 0.05% yield.


TTM20252024202320222021202020192018201720162015
MIGNX
MFS Massachusetts Investors Growth Stock Fund Class R6
12.65%11.15%16.98%4.25%4.67%10.36%7.48%7.46%10.83%7.02%4.99%6.73%
FBCG
Fidelity Blue Chip Growth ETF
0.05%0.05%0.12%0.02%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MIGNX vs. FBCG - Drawdown Comparison

The maximum MIGNX drawdown since its inception was -32.40%, smaller than the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for MIGNX and FBCG.


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Drawdown Indicators


MIGNXFBCGDifference

Max Drawdown

Largest peak-to-trough decline

-32.40%

-43.56%

+11.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-15.17%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-43.56%

+17.08%

Max Drawdown (10Y)

Largest decline over 10 years

-32.40%

Current Drawdown

Current decline from peak

-13.68%

-11.09%

-2.59%

Average Drawdown

Average peak-to-trough decline

-3.87%

-11.79%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

4.23%

-0.49%

Volatility

MIGNX vs. FBCG - Volatility Comparison

The current volatility for MFS Massachusetts Investors Growth Stock Fund Class R6 (MIGNX) is 4.33%, while Fidelity Blue Chip Growth ETF (FBCG) has a volatility of 8.22%. This indicates that MIGNX experiences smaller price fluctuations and is considered to be less risky than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIGNXFBCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

8.22%

-3.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

14.74%

-5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

26.28%

-8.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

25.82%

-8.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

25.92%

-7.76%