MMUFX vs. MEIIX
Compare and contrast key facts about MFS Utilities Fund (MMUFX) and MFS Value Fund Class I (MEIIX).
MMUFX is managed by MFS. It was launched on Feb 13, 1992. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MMUFX vs. MEIIX - Performance Comparison
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MMUFX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MMUFX MFS Utilities Fund | 8.46% | 14.32% | 11.38% | -2.28% | 0.35% | 13.86% | 6.04% | 24.91% | 0.85% | 14.69% |
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, MMUFX achieves a 8.46% return, which is significantly higher than MEIIX's -0.56% return. Both investments have delivered pretty close results over the past 10 years, with MMUFX having a 9.36% annualized return and MEIIX not far ahead at 9.72%.
MMUFX
- 1D
- 1.02%
- 1M
- -3.91%
- YTD
- 8.46%
- 6M
- 9.30%
- 1Y
- 23.11%
- 3Y*
- 10.68%
- 5Y*
- 8.77%
- 10Y*
- 9.36%
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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MMUFX vs. MEIIX - Expense Ratio Comparison
MMUFX has a 0.99% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MMUFX vs. MEIIX — Risk / Return Rank
MMUFX
MEIIX
MMUFX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Utilities Fund (MMUFX) 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.
| MMUFX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.65 | +0.90 |
Sortino ratioReturn per unit of downside risk | 2.04 | 0.97 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.14 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 0.77 | +2.30 |
Martin ratioReturn relative to average drawdown | 8.31 | 3.43 | +4.88 |
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
| MMUFX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.65 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.56 | +0.09 |
Correlation
The correlation between MMUFX and MEIIX is 0.73, 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
MMUFX vs. MEIIX - Dividend Comparison
MMUFX's dividend yield for the trailing twelve months is around 3.53%, less than MEIIX's 9.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMUFX MFS Utilities Fund | 3.53% | 3.83% | 3.72% | 5.82% | 8.68% | 5.61% | 5.80% | 6.85% | 4.29% | 2.67% | 3.72% | 9.09% |
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
MMUFX vs. MEIIX - Drawdown Comparison
The maximum MMUFX drawdown since its inception was -56.03%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MMUFX and MEIIX.
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Drawdown Indicators
| MMUFX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.03% | -52.64% | -3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -11.10% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -17.58% | -4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -35.82% | -36.70% | +0.88% |
Current DrawdownCurrent decline from peak | -3.91% | -6.55% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -6.58% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.51% | +0.47% |
Volatility
MMUFX vs. MEIIX - Volatility Comparison
MFS Utilities Fund (MMUFX) has a higher volatility of 5.34% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that MMUFX'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
| MMUFX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.11% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 7.68% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.46% | 14.78% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 13.90% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 16.55% | -0.01% |