MITTX vs. MFEIX
Compare and contrast key facts about MFS Massachusetts Investors Trust (MITTX) and MFS Growth I (MFEIX).
MITTX is managed by MFS. It was launched on Jul 15, 1924. MFEIX is managed by MFS. It was launched on Jul 10, 1997.
Performance
MITTX vs. MFEIX - Performance Comparison
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MITTX vs. MFEIX - 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% |
MFEIX MFS Growth I | -13.62% | 12.34% | 49.67% | 36.15% | -31.14% | 23.59% | 31.65% | 37.69% | 2.30% | 30.86% |
Returns By Period
In the year-to-date period, MITTX achieves a -6.58% return, which is significantly higher than MFEIX's -13.62% return. Over the past 10 years, MITTX has underperformed MFEIX with an annualized return of 12.28%, while MFEIX has yielded a comparatively higher 15.44% 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%
MFEIX
- 1D
- -0.59%
- 1M
- -9.06%
- YTD
- -13.62%
- 6M
- -14.22%
- 1Y
- 6.53%
- 3Y*
- 21.33%
- 5Y*
- 10.89%
- 10Y*
- 15.44%
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MITTX vs. MFEIX - Expense Ratio Comparison
MITTX has a 0.70% expense ratio, which is higher than MFEIX's 0.60% expense ratio.
Return for Risk
MITTX vs. MFEIX — Risk / Return Rank
MITTX
MFEIX
MITTX vs. MFEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and MFS Growth I (MFEIX). 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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.30 | +0.29 |
Sortino ratioReturn per unit of downside risk | 0.94 | 0.59 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.08 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.22 | +0.48 |
Martin ratioReturn relative to average drawdown | 2.89 | 0.74 | +2.15 |
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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.30 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.50 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.73 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.41 | +0.01 |
Correlation
The correlation between MITTX and MFEIX is 0.89, 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. MFEIX - Dividend Comparison
MITTX's dividend yield for the trailing twelve months is around 15.33%, less than MFEIX's 17.36% 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% |
MFEIX MFS Growth I | 17.36% | 14.99% | 25.47% | 4.86% | 1.05% | 2.76% | 3.57% | 1.57% | 3.78% | 2.50% | 1.61% | 3.65% |
Drawdowns
MITTX vs. MFEIX - Drawdown Comparison
The maximum MITTX drawdown since its inception was -49.54%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MITTX and MFEIX.
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Drawdown Indicators
| MITTX | MFEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -72.24% | +22.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -17.30% | +6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -36.11% | +12.84% |
Max Drawdown (10Y)Largest decline over 10 years | -33.45% | -36.11% | +2.66% |
Current DrawdownCurrent decline from peak | -9.76% | -17.30% | +7.54% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -23.85% | +13.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 5.06% | -2.46% |
Volatility
MITTX vs. MFEIX - Volatility Comparison
The current volatility for MFS Massachusetts Investors Trust (MITTX) is 4.02%, while MFS Growth I (MFEIX) has a volatility of 5.58%. This indicates that MITTX experiences smaller price fluctuations and is considered to be less risky than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITTX | MFEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 5.58% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 12.05% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 21.56% | -5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 21.87% | -6.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 21.16% | -3.97% |