MITTX vs. MEIIX
Compare and contrast key facts about MFS Massachusetts Investors Trust (MITTX) and MFS Value Fund Class I (MEIIX).
MITTX is managed by MFS. It was launched on Jul 15, 1924. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MITTX vs. MEIIX - Performance Comparison
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MITTX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | -6.58% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
MEIIX MFS Value Fund Class I | -0.56% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, MITTX achieves a -6.58% return, which is significantly lower than MEIIX's -0.56% return. Over the past 10 years, MITTX has outperformed MEIIX with an annualized return of 12.28%, while MEIIX has yielded a comparatively lower 9.72% annualized return.
MITTX
- 1D
- -0.15%
- 1M
- -8.19%
- YTD
- -6.58%
- 6M
- -4.84%
- 1Y
- 8.95%
- 3Y*
- 13.55%
- 5Y*
- 8.64%
- 10Y*
- 12.28%
MEIIX
- 1D
- 0.22%
- 1M
- -6.34%
- YTD
- -0.56%
- 6M
- 1.67%
- 1Y
- 8.35%
- 3Y*
- 11.42%
- 5Y*
- 8.14%
- 10Y*
- 9.72%
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MITTX vs. MEIIX - Expense Ratio Comparison
MITTX has a 0.70% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MITTX vs. MEIIX — Risk / Return Rank
MITTX
MEIIX
MITTX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and MFS Value Fund Class I (MEIIX). 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.
| MITTX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.65 | -0.05 |
Sortino ratioReturn per unit of downside risk | 0.94 | 0.97 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.77 | -0.08 |
Martin ratioReturn relative to average drawdown | 2.89 | 3.43 | -0.54 |
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
| MITTX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.65 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.59 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.59 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.56 | -0.14 |
Correlation
The correlation between MITTX and MEIIX is 0.91, 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
MITTX vs. MEIIX - Dividend Comparison
MITTX's dividend yield for the trailing twelve months is around 15.33%, more than MEIIX's 9.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | 15.33% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
MEIIX MFS Value Fund Class I | 9.77% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
MITTX vs. MEIIX - Drawdown Comparison
The maximum MITTX drawdown since its inception was -49.54%, smaller than the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MITTX and MEIIX.
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Drawdown Indicators
| MITTX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -52.64% | +3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -11.10% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -17.58% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -33.45% | -36.70% | +3.25% |
Current DrawdownCurrent decline from peak | -9.76% | -6.55% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -6.58% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.51% | +0.09% |
Volatility
MITTX vs. MEIIX - Volatility Comparison
MFS Massachusetts Investors Trust (MITTX) has a higher volatility of 4.02% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that MITTX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITTX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 3.11% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 7.68% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 14.78% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 13.90% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 16.55% | +0.64% |