MIUIX vs. MFEIX

Last updated Apr 1, 2026

Compare and contrast key facts about MFS Municipal Intermediate Fund (MIUIX) and MFS Growth I (MFEIX).

MIUIX is managed by MFS. It was launched on May 11, 2021. MFEIX is managed by MFS. It was launched on Jul 10, 1997.

Performance

MIUIX vs. MFEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Municipal Intermediate Fund (MIUIX) and MFS Growth I (MFEIX). The values are adjusted to include any dividend payments, if applicable.

MIUIX vs. MFEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MIUIX MFS Municipal Intermediate Fund	-0.70%	6.64%	3.00%	5.19%	-8.06%	-0.17%
MFEIX MFS Growth I	-13.62%	12.34%	49.67%	36.15%	-31.14%	15.40%

Returns By Period

In the year-to-date period, MIUIX achieves a -0.70% return, which is significantly higher than MFEIX's -13.62% return.

MIUIX

• 1D: 0.11%
• 1M: -3.05%
• YTD: -0.70%
• 6M: 0.99%
• 1Y: 4.68%
• 3Y*: 3.78%
• 5Y*: —
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MIUIX vs. MFEIX - Expense Ratio Comparison

MIUIX has a 0.45% expense ratio, which is lower than MFEIX's 0.60% expense ratio.

MFEIX

MFS Growth I

MIUIX

MFS Municipal Intermediate Fund

Return for Risk

MIUIX vs. MFEIX — Risk / Return Rank

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

MIUIX

MIUIX Risk / Return Rank: 71
MIUIX Sharpe Ratio Rank: 74
MIUIX Sortino Ratio Rank: 72
MIUIX Omega Ratio Rank: 87
MIUIX Calmar Ratio Rank: 61
MIUIX Martin Ratio Rank: 59

MFEIX

MFEIX Risk / Return Rank: 12
MFEIX Sharpe Ratio Rank: 13
MFEIX Sortino Ratio Rank: 13
MFEIX Omega Ratio Rank: 13
MFEIX Calmar Ratio Rank: 10
MFEIX Martin Ratio Rank: 11

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.

MIUIX vs. MFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Municipal Intermediate Fund (MIUIX) 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.

	MIUIX	MFEIX	Difference
Sharpe ratio Return per unit of total volatility	1.33	0.30	+1.02
Sortino ratio Return per unit of downside risk	1.82	0.59	+1.23
Omega ratio Gain probability vs. loss probability	1.37	1.08	+0.29
Calmar ratio Return relative to maximum drawdown	1.44	0.22	+1.22
Martin ratio Return relative to average drawdown	5.73	0.74	+4.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MIUIX vs. MFEIX - Sharpe Ratio Comparison

The current MIUIX Sharpe Ratio is 1.33, which is higher than the MFEIX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MIUIX and MFEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MIUIX	MFEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	0.30	+1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.41	-0.10

Correlation

The correlation between MIUIX and MFEIX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MIUIX vs. MFEIX - Dividend Comparison

MIUIX's dividend yield for the trailing twelve months is around 3.69%, less than MFEIX's 17.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MIUIX MFS Municipal Intermediate Fund	3.69%	4.82%	3.61%	2.39%	1.30%	0.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

MIUIX vs. MFEIX - Drawdown Comparison

The maximum MIUIX drawdown since its inception was -12.91%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MIUIX and MFEIX.

Drawdown Indicators

	MIUIX	MFEIX	Difference
Max Drawdown Largest peak-to-trough decline	-12.91%	-72.24%	+59.33%
Max Drawdown (1Y) Largest decline over 1 year	-4.11%	-17.30%	+13.19%
Max Drawdown (5Y) Largest decline over 5 years	—	-36.11%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.11%	—
Current Drawdown Current decline from peak	-3.05%	-17.30%	+14.25%
Average Drawdown Average peak-to-trough decline	-4.08%	-23.85%	+19.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.03%	5.06%	-4.03%

Volatility

MIUIX vs. MFEIX - Volatility Comparison

The current volatility for MFS Municipal Intermediate Fund (MIUIX) is 1.07%, while MFS Growth I (MFEIX) has a volatility of 5.58%. This indicates that MIUIX 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.

Volatility by Period

	MIUIX	MFEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.07%	5.58%	-4.51%
Volatility (6M) Calculated over the trailing 6-month period	1.77%	12.05%	-10.28%
Volatility (1Y) Calculated over the trailing 1-year period	4.30%	21.56%	-17.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.44%	21.87%	-18.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.44%	21.16%	-17.72%