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MLLIX vs. MIGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLLIX vs. MIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Lifetime Income Fund (MLLIX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). The values are adjusted to include any dividend payments, if applicable.

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MLLIX vs. MIGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLLIX
MFS Lifetime Income Fund
-1.02%9.32%5.62%9.12%-11.99%6.63%10.06%13.91%-2.37%8.24%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
-11.94%9.97%27.25%24.13%-19.20%26.06%22.55%39.89%0.81%28.68%

Returns By Period

In the year-to-date period, MLLIX achieves a -1.02% return, which is significantly higher than MIGFX's -11.94% return. Over the past 10 years, MLLIX has underperformed MIGFX with an annualized return of 4.78%, while MIGFX has yielded a comparatively higher 13.37% annualized return.


MLLIX

1D
0.25%
1M
-3.62%
YTD
-1.02%
6M
0.19%
1Y
6.55%
3Y*
6.42%
5Y*
3.11%
10Y*
4.78%

MIGFX

1D
-0.22%
1M
-9.05%
YTD
-11.94%
6M
-10.77%
1Y
2.07%
3Y*
12.38%
5Y*
8.52%
10Y*
13.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLLIX vs. MIGFX - Expense Ratio Comparison

MLLIX has a 0.00% expense ratio, which is lower than MIGFX's 0.70% expense ratio.


Return for Risk

MLLIX vs. MIGFX — Risk / Return Rank

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

MLLIX
MLLIX Risk / Return Rank: 7474
Overall Rank
MLLIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MLLIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
MLLIX Omega Ratio Rank: 7171
Omega Ratio Rank
MLLIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MLLIX Martin Ratio Rank: 7373
Martin Ratio Rank

MIGFX
MIGFX Risk / Return Rank: 88
Overall Rank
MIGFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MIGFX Sortino Ratio Rank: 88
Sortino Ratio Rank
MIGFX Omega Ratio Rank: 88
Omega Ratio Rank
MIGFX Calmar Ratio Rank: 77
Calmar Ratio Rank
MIGFX Martin Ratio Rank: 77
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.

MLLIX vs. MIGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Lifetime Income Fund (MLLIX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). 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.


MLLIXMIGFXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.14

+1.23

Sortino ratio

Return per unit of downside risk

1.91

0.33

+1.57

Omega ratio

Gain probability vs. loss probability

1.27

1.05

+0.22

Calmar ratio

Return relative to maximum drawdown

1.74

0.04

+1.70

Martin ratio

Return relative to average drawdown

6.91

0.14

+6.77

MLLIX vs. MIGFX - Sharpe Ratio Comparison

The current MLLIX Sharpe Ratio is 1.37, which is higher than the MIGFX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of MLLIX and MIGFX, 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


MLLIXMIGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.14

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.49

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.74

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.38

+0.44

Correlation

The correlation between MLLIX and MIGFX is 0.78, 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

MLLIX vs. MIGFX - Dividend Comparison

MLLIX's dividend yield for the trailing twelve months is around 5.75%, less than MIGFX's 12.93% yield.


TTM20252024202320222021202020192018201720162015
MLLIX
MFS Lifetime Income Fund
5.75%6.01%6.26%3.70%3.92%6.12%3.18%3.80%4.20%3.56%4.21%2.51%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
12.93%11.39%17.15%4.11%4.49%10.47%7.43%7.39%10.76%6.87%5.12%6.51%

Drawdowns

MLLIX vs. MIGFX - Drawdown Comparison

The maximum MLLIX drawdown since its inception was -17.32%, smaller than the maximum MIGFX drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for MLLIX and MIGFX.


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Drawdown Indicators


MLLIXMIGFXDifference

Max Drawdown

Largest peak-to-trough decline

-17.32%

-61.83%

+44.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.93%

-13.77%

+9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-26.67%

+10.59%

Max Drawdown (10Y)

Largest decline over 10 years

-16.08%

-32.42%

+16.34%

Current Drawdown

Current decline from peak

-3.62%

-13.77%

+10.15%

Average Drawdown

Average peak-to-trough decline

-2.17%

-19.00%

+16.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

3.77%

-2.78%

Volatility

MLLIX vs. MIGFX - Volatility Comparison

The current volatility for MFS Lifetime Income Fund (MLLIX) is 1.76%, while MFS Massachusetts Investors Growth Stock Fund (MIGFX) has a volatility of 4.36%. This indicates that MLLIX experiences smaller price fluctuations and is considered to be less risky than MIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLLIXMIGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

4.36%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

9.37%

-6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

17.64%

-12.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

17.45%

-11.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.67%

18.16%

-12.49%