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MNDIX vs. MFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MNDIX vs. MFEIX - Performance Comparison

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

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MNDIX vs. MFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MNDIX
MFS New Discovery Fund
-1.90%12.62%6.32%14.30%-29.64%2.03%45.14%41.12%-1.41%26.27%
MFEIX
MFS Growth I
-10.32%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, MNDIX achieves a -1.90% return, which is significantly higher than MFEIX's -10.32% return. Over the past 10 years, MNDIX has underperformed MFEIX with an annualized return of 10.84%, while MFEIX has yielded a comparatively higher 15.88% annualized return.


MNDIX

1D
4.18%
1M
-6.90%
YTD
-1.90%
6M
2.13%
1Y
18.84%
3Y*
7.86%
5Y*
-1.26%
10Y*
10.84%

MFEIX

1D
3.82%
1M
-5.75%
YTD
-10.32%
6M
-10.97%
1Y
9.60%
3Y*
22.85%
5Y*
11.27%
10Y*
15.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MNDIX vs. MFEIX - Expense Ratio Comparison

MNDIX has a 0.99% expense ratio, which is higher than MFEIX's 0.60% expense ratio.


Return for Risk

MNDIX vs. MFEIX — Risk / Return Rank

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

MNDIX
MNDIX Risk / Return Rank: 3434
Overall Rank
MNDIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MNDIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MNDIX Omega Ratio Rank: 2727
Omega Ratio Rank
MNDIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MNDIX Martin Ratio Rank: 4040
Martin Ratio Rank

MFEIX
MFEIX Risk / Return Rank: 1818
Overall Rank
MFEIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MFEIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
MFEIX Omega Ratio Rank: 1717
Omega Ratio Rank
MFEIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
MFEIX Martin Ratio Rank: 1818
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.

MNDIX vs. MFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS New Discovery Fund (MNDIX) 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.


MNDIXMFEIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.49

+0.32

Sortino ratio

Return per unit of downside risk

1.26

0.85

+0.42

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.05

Calmar ratio

Return relative to maximum drawdown

1.31

0.61

+0.70

Martin ratio

Return relative to average drawdown

4.81

2.06

+2.74

MNDIX vs. MFEIX - Sharpe Ratio Comparison

The current MNDIX Sharpe Ratio is 0.80, which is higher than the MFEIX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of MNDIX 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.


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Sharpe Ratios by Period


MNDIXMFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.49

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.52

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.75

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.42

0.00

Correlation

The correlation between MNDIX and MFEIX is 0.85, 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

MNDIX vs. MFEIX - Dividend Comparison

MNDIX has not paid dividends to shareholders, while MFEIX's dividend yield for the trailing twelve months is around 16.72%.


TTM20252024202320222021202020192018201720162015
MNDIX
MFS New Discovery Fund
0.00%0.00%0.00%0.00%0.09%20.76%9.22%7.01%23.11%9.34%2.24%0.00%
MFEIX
MFS Growth I
16.72%14.99%25.47%4.86%1.05%2.76%3.57%1.57%3.78%2.50%1.61%3.65%

Drawdowns

MNDIX vs. MFEIX - Drawdown Comparison

The maximum MNDIX drawdown since its inception was -62.02%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MNDIX and MFEIX.


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Drawdown Indicators


MNDIXMFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.02%

-72.24%

+10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.21%

-17.30%

+3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-42.04%

-36.11%

-5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-42.04%

-36.11%

-5.93%

Current Drawdown

Current decline from peak

-16.33%

-14.14%

-2.19%

Average Drawdown

Average peak-to-trough decline

-16.86%

-23.85%

+6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

5.14%

-1.27%

Volatility

MNDIX vs. MFEIX - Volatility Comparison

MFS New Discovery Fund (MNDIX) has a higher volatility of 8.96% compared to MFS Growth I (MFEIX) at 6.97%. This indicates that MNDIX's price experiences larger fluctuations and is considered to be riskier 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


MNDIXMFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.96%

6.97%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

12.65%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

24.00%

21.85%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.73%

21.93%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.98%

21.20%

+0.78%