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MIGNX vs. PRGFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MIGNX and PRGFX is 0.90, 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.


Performance

MIGNX vs. PRGFX - 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 T. Rowe Price Growth Stock Fund (PRGFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MIGNX:

-0.19

PRGFX:

0.10

Sortino Ratio

MIGNX:

-0.08

PRGFX:

0.29

Omega Ratio

MIGNX:

0.99

PRGFX:

1.04

Calmar Ratio

MIGNX:

-0.12

PRGFX:

0.07

Martin Ratio

MIGNX:

-0.35

PRGFX:

0.24

Ulcer Index

MIGNX:

8.35%

PRGFX:

9.42%

Daily Std Dev

MIGNX:

19.24%

PRGFX:

24.75%

Max Drawdown

MIGNX:

-32.47%

PRGFX:

-57.19%

Current Drawdown

MIGNX:

-14.39%

PRGFX:

-22.30%

Returns By Period

In the year-to-date period, MIGNX achieves a -4.20% return, which is significantly higher than PRGFX's -6.38% return. Both investments have delivered pretty close results over the past 10 years, with MIGNX having a 5.96% annualized return and PRGFX not far behind at 5.95%.


MIGNX

YTD

-4.20%

1M

4.05%

6M

-12.77%

1Y

-3.66%

5Y*

6.46%

10Y*

5.96%

PRGFX

YTD

-6.38%

1M

4.43%

6M

-11.71%

1Y

2.39%

5Y*

6.17%

10Y*

5.95%

*Annualized

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MIGNX vs. PRGFX - Expense Ratio Comparison

MIGNX has a 0.37% expense ratio, which is lower than PRGFX's 0.63% expense ratio.


Risk-Adjusted Performance

MIGNX vs. PRGFX — Risk-Adjusted Performance Rank

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

MIGNX
The Risk-Adjusted Performance Rank of MIGNX is 1313
Overall Rank
The Sharpe Ratio Rank of MIGNX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of MIGNX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of MIGNX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of MIGNX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of MIGNX is 1414
Martin Ratio Rank

PRGFX
The Risk-Adjusted Performance Rank of PRGFX is 2828
Overall Rank
The Sharpe Ratio Rank of PRGFX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PRGFX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PRGFX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PRGFX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PRGFX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MIGNX vs. PRGFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Growth Stock Fund Class R6 (MIGNX) and T. Rowe Price Growth Stock Fund (PRGFX). 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.


The current MIGNX Sharpe Ratio is -0.19, which is lower than the PRGFX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of MIGNX and PRGFX, 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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Dividends

MIGNX vs. PRGFX - Dividend Comparison

MIGNX's dividend yield for the trailing twelve months is around 0.57%, while PRGFX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MIGNX
MFS Massachusetts Investors Growth Stock Fund Class R6
0.57%0.54%0.71%0.78%0.47%0.46%0.56%1.43%1.20%1.15%1.28%4.98%
PRGFX
T. Rowe Price Growth Stock Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.19%0.26%0.08%0.00%0.00%

Drawdowns

MIGNX vs. PRGFX - Drawdown Comparison

The maximum MIGNX drawdown since its inception was -32.47%, smaller than the maximum PRGFX drawdown of -57.19%. Use the drawdown chart below to compare losses from any high point for MIGNX and PRGFX. For additional features, visit the drawdowns tool.


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Volatility

MIGNX vs. PRGFX - Volatility Comparison


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