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MLFIX vs. MFEKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLFIX vs. MFEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Lifetime 2040 Fund (MLFIX) and MFS Growth R6 (MFEKX). The values are adjusted to include any dividend payments, if applicable.

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MLFIX vs. MFEKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLFIX
MFS Lifetime 2040 Fund
-2.51%15.08%12.35%16.29%-15.32%18.94%13.13%26.08%-7.51%20.79%
MFEKX
MFS Growth R6
-13.60%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%2.40%30.97%

Returns By Period

In the year-to-date period, MLFIX achieves a -2.51% return, which is significantly higher than MFEKX's -13.60% return. Over the past 10 years, MLFIX has underperformed MFEKX with an annualized return of 9.72%, while MFEKX has yielded a comparatively higher 15.54% annualized return.


MLFIX

1D
-0.20%
1M
-6.99%
YTD
-2.51%
6M
-0.96%
1Y
12.20%
3Y*
11.85%
5Y*
7.09%
10Y*
9.72%

MFEKX

1D
-0.58%
1M
-9.05%
YTD
-13.60%
6M
-14.18%
1Y
6.63%
3Y*
21.39%
5Y*
10.96%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLFIX vs. MFEKX - Expense Ratio Comparison

MLFIX has a 0.00% expense ratio, which is lower than MFEKX's 0.51% expense ratio.


Return for Risk

MLFIX vs. MFEKX — Risk / Return Rank

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

MLFIX
MLFIX Risk / Return Rank: 5151
Overall Rank
MLFIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
MLFIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MLFIX Omega Ratio Rank: 5252
Omega Ratio Rank
MLFIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
MLFIX Martin Ratio Rank: 5555
Martin Ratio Rank

MFEKX
MFEKX Risk / Return Rank: 1212
Overall Rank
MFEKX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1111
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.

MLFIX vs. MFEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Lifetime 2040 Fund (MLFIX) and MFS Growth R6 (MFEKX). 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.


MLFIXMFEKXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.31

+0.68

Sortino ratio

Return per unit of downside risk

1.44

0.59

+0.85

Omega ratio

Gain probability vs. loss probability

1.21

1.08

+0.13

Calmar ratio

Return relative to maximum drawdown

1.15

0.22

+0.92

Martin ratio

Return relative to average drawdown

5.38

0.76

+4.62

MLFIX vs. MFEKX - Sharpe Ratio Comparison

The current MLFIX Sharpe Ratio is 0.99, which is higher than the MFEKX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of MLFIX and MFEKX, 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


MLFIXMFEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.31

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.50

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.74

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.80

-0.35

Correlation

The correlation between MLFIX and MFEKX is 0.86, 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

MLFIX vs. MFEKX - Dividend Comparison

MLFIX's dividend yield for the trailing twelve months is around 7.99%, less than MFEKX's 17.15% yield.


TTM20252024202320222021202020192018201720162015
MLFIX
MFS Lifetime 2040 Fund
7.99%7.79%5.41%3.58%6.61%8.92%3.07%5.79%6.06%3.56%6.91%2.20%
MFEKX
MFS Growth R6
17.15%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%

Drawdowns

MLFIX vs. MFEKX - Drawdown Comparison

The maximum MLFIX drawdown since its inception was -54.99%, which is greater than MFEKX's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for MLFIX and MFEKX.


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Drawdown Indicators


MLFIXMFEKXDifference

Max Drawdown

Largest peak-to-trough decline

-54.99%

-36.06%

-18.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-17.27%

+7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-36.06%

+13.69%

Max Drawdown (10Y)

Largest decline over 10 years

-31.66%

-36.06%

+4.40%

Current Drawdown

Current decline from peak

-7.29%

-17.27%

+9.98%

Average Drawdown

Average peak-to-trough decline

-7.11%

-5.66%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

5.05%

-3.00%

Volatility

MLFIX vs. MFEKX - Volatility Comparison

The current volatility for MFS Lifetime 2040 Fund (MLFIX) is 3.51%, while MFS Growth R6 (MFEKX) has a volatility of 5.57%. This indicates that MLFIX experiences smaller price fluctuations and is considered to be less risky than MFEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLFIXMFEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

5.57%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

6.81%

12.05%

-5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

12.43%

21.56%

-9.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.61%

21.86%

-9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

21.12%

-7.20%