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MRGAX vs. MFEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRGAX vs. MFEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Core Equity Fund (MRGAX) and MFS Growth Fund Class A (MFEGX). The values are adjusted to include any dividend payments, if applicable.

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MRGAX vs. MFEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRGAX
MFS Core Equity Fund
-4.08%12.33%20.01%22.88%-17.24%25.26%18.56%34.66%-4.12%23.79%
MFEGX
MFS Growth Fund Class A
-10.37%12.06%51.46%35.81%-31.31%23.28%36.29%37.35%2.04%30.52%

Returns By Period

In the year-to-date period, MRGAX achieves a -4.08% return, which is significantly higher than MFEGX's -10.37% return. Over the past 10 years, MRGAX has underperformed MFEGX with an annualized return of 13.12%, while MFEGX has yielded a comparatively higher 16.19% annualized return.


MRGAX

1D
2.97%
1M
-5.05%
YTD
-4.08%
6M
-3.09%
1Y
12.46%
3Y*
14.59%
5Y*
8.97%
10Y*
13.12%

MFEGX

1D
3.82%
1M
-5.76%
YTD
-10.37%
6M
-11.07%
1Y
9.34%
3Y*
23.14%
5Y*
11.31%
10Y*
16.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MRGAX vs. MFEGX - Expense Ratio Comparison

MRGAX has a 0.93% expense ratio, which is higher than MFEGX's 0.83% expense ratio.


Return for Risk

MRGAX vs. MFEGX — Risk / Return Rank

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

MRGAX
MRGAX Risk / Return Rank: 3333
Overall Rank
MRGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MRGAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MRGAX Omega Ratio Rank: 3030
Omega Ratio Rank
MRGAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MRGAX Martin Ratio Rank: 4444
Martin Ratio Rank

MFEGX
MFEGX Risk / Return Rank: 1616
Overall Rank
MFEGX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MFEGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MFEGX Omega Ratio Rank: 1616
Omega Ratio Rank
MFEGX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MFEGX Martin Ratio Rank: 1616
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.

MRGAX vs. MFEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Core Equity Fund (MRGAX) and MFS Growth Fund Class A (MFEGX). 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.


MRGAXMFEGXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.47

+0.23

Sortino ratio

Return per unit of downside risk

1.12

0.83

+0.29

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.05

Calmar ratio

Return relative to maximum drawdown

1.10

0.59

+0.50

Martin ratio

Return relative to average drawdown

4.72

2.00

+2.73

MRGAX vs. MFEGX - Sharpe Ratio Comparison

The current MRGAX Sharpe Ratio is 0.70, which is higher than the MFEGX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of MRGAX and MFEGX, 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


MRGAXMFEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.47

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.51

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.76

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.47

+0.05

Correlation

The correlation between MRGAX and MFEGX is 0.89, 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

MRGAX vs. MFEGX - Dividend Comparison

MRGAX's dividend yield for the trailing twelve months is around 14.18%, less than MFEGX's 18.83% yield.


TTM20252024202320222021202020192018201720162015
MRGAX
MFS Core Equity Fund
14.18%13.60%8.21%2.54%3.83%7.28%1.54%3.20%11.09%6.27%3.65%11.02%
MFEGX
MFS Growth Fund Class A
18.83%16.88%28.04%5.30%1.14%2.98%7.45%1.68%3.96%2.65%1.68%3.84%

Drawdowns

MRGAX vs. MFEGX - Drawdown Comparison

The maximum MRGAX drawdown since its inception was -54.04%, smaller than the maximum MFEGX drawdown of -72.42%. Use the drawdown chart below to compare losses from any high point for MRGAX and MFEGX.


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Drawdown Indicators


MRGAXMFEGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.04%

-72.42%

+18.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-17.39%

+5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.08%

-36.27%

+13.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-36.27%

+2.86%

Current Drawdown

Current decline from peak

-6.84%

-14.23%

+7.39%

Average Drawdown

Average peak-to-trough decline

-8.31%

-22.32%

+14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

5.17%

-2.37%

Volatility

MRGAX vs. MFEGX - Volatility Comparison

The current volatility for MFS Core Equity Fund (MRGAX) is 5.48%, while MFS Growth Fund Class A (MFEGX) has a volatility of 6.97%. This indicates that MRGAX experiences smaller price fluctuations and is considered to be less risky than MFEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRGAXMFEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

6.97%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

12.64%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

21.85%

-3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

22.14%

-5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.79%

21.30%

-3.51%