MQLFX vs. MEIIX

Last updated Apr 1, 2026

Compare and contrast key facts about MFS Limited Maturity Fund (MQLFX) and MFS Value Fund Class I (MEIIX).

MQLFX is managed by MFS. It was launched on Feb 26, 1992. MEIIX is managed by MFS. It was launched on Feb 1, 1996.

Performance

MQLFX vs. MEIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Limited Maturity Fund (MQLFX) and MFS Value Fund Class I (MEIIX). The values are adjusted to include any dividend payments, if applicable.

MQLFX vs. MEIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MQLFX MFS Limited Maturity Fund	-0.14%	5.71%	4.44%	5.30%	-4.69%	-0.20%	4.20%	4.74%	1.17%	1.28%
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, MQLFX achieves a -0.14% return, which is significantly higher than MEIIX's -0.56% return. Over the past 10 years, MQLFX has underperformed MEIIX with an annualized return of 2.20%, while MEIIX has yielded a comparatively higher 9.72% annualized return.

MQLFX

• 1D: 0.00%
• 1M: -1.18%
• YTD: -0.14%
• 6M: 0.84%
• 1Y: 3.75%
• 3Y*: 4.50%
• 5Y*: 2.02%
• 10Y*: 2.20%

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%

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

MQLFX vs. MEIIX - Expense Ratio Comparison

MQLFX has a 0.57% expense ratio, which is higher than MEIIX's 0.55% expense ratio.

MQLFX

MFS Limited Maturity Fund

MEIIX

MFS Value Fund Class I

Return for Risk

MQLFX vs. MEIIX — Risk / Return Rank

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

MQLFX

MQLFX Risk / Return Rank: 94
MQLFX Sharpe Ratio Rank: 90
MQLFX Sortino Ratio Rank: 95
MQLFX Omega Ratio Rank: 94
MQLFX Calmar Ratio Rank: 95
MQLFX Martin Ratio Rank: 95

MEIIX

MEIIX Risk / Return Rank: 28
MEIIX Sharpe Ratio Rank: 28
MEIIX Sortino Ratio Rank: 27
MEIIX Omega Ratio Rank: 27
MEIIX Calmar Ratio Rank: 27
MEIIX Martin Ratio Rank: 32

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.

MQLFX vs. MEIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Limited Maturity Fund (MQLFX) 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.

	MQLFX	MEIIX	Difference
Sharpe ratio Return per unit of total volatility	1.86	0.65	+1.22
Sortino ratio Return per unit of downside risk	3.17	0.97	+2.20
Omega ratio Gain probability vs. loss probability	1.49	1.14	+0.35
Calmar ratio Return relative to maximum drawdown	3.18	0.77	+2.40
Martin ratio Return relative to average drawdown	13.45	3.43	+10.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MQLFX vs. MEIIX - Sharpe Ratio Comparison

The current MQLFX Sharpe Ratio is 1.86, which is higher than the MEIIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of MQLFX and MEIIX, 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

	MQLFX	MEIIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	0.65	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.59	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.03	0.59	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.53	0.56	+0.98

Correlation

The correlation between MQLFX and MEIIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

MQLFX vs. MEIIX - Dividend Comparison

MQLFX's dividend yield for the trailing twelve months is around 4.04%, less than MEIIX's 9.77% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MQLFX MFS Limited Maturity Fund	4.04%	4.34%	3.47%	2.85%	1.38%	1.46%	2.27%	2.60%	2.18%	1.61%	1.27%	1.24%
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

MQLFX vs. MEIIX - Drawdown Comparison

The maximum MQLFX drawdown since its inception was -7.14%, smaller than the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MQLFX and MEIIX.

Drawdown Indicators

	MQLFX	MEIIX	Difference
Max Drawdown Largest peak-to-trough decline	-7.14%	-52.64%	+45.50%
Max Drawdown (1Y) Largest decline over 1 year	-1.35%	-11.10%	+9.75%
Max Drawdown (5Y) Largest decline over 5 years	-7.14%	-17.58%	+10.44%
Max Drawdown (10Y) Largest decline over 10 years	-7.14%	-36.70%	+29.56%
Current Drawdown Current decline from peak	-1.18%	-6.55%	+5.37%
Average Drawdown Average peak-to-trough decline	-0.60%	-6.58%	+5.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.32%	2.51%	-2.19%

Volatility

MQLFX vs. MEIIX - Volatility Comparison

The current volatility for MFS Limited Maturity Fund (MQLFX) is 0.67%, while MFS Value Fund Class I (MEIIX) has a volatility of 3.11%. This indicates that MQLFX experiences smaller price fluctuations and is considered to be less risky than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MQLFX	MEIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.67%	3.11%	-2.44%
Volatility (6M) Calculated over the trailing 6-month period	1.54%	7.68%	-6.14%
Volatility (1Y) Calculated over the trailing 1-year period	2.22%	14.78%	-12.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.37%	13.90%	-11.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.15%	16.55%	-14.40%