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MTCIX vs. MFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTCIX vs. MFEIX - Performance Comparison

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

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MTCIX vs. MFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTCIX
MFS Technology Fund
-14.15%16.39%56.76%54.42%-36.18%14.11%46.45%38.84%1.85%38.78%
MFEIX
MFS Growth I
-13.62%12.34%49.67%36.15%-31.14%23.59%31.65%37.69%2.30%30.86%

Returns By Period

The year-to-date returns for both investments are quite close, with MTCIX having a -14.15% return and MFEIX slightly higher at -13.62%. Over the past 10 years, MTCIX has outperformed MFEIX with an annualized return of 18.56%, while MFEIX has yielded a comparatively lower 15.44% annualized return.


MTCIX

1D
-1.17%
1M
-9.04%
YTD
-14.15%
6M
-11.52%
1Y
13.36%
3Y*
27.60%
5Y*
12.01%
10Y*
18.56%

MFEIX

1D
-0.59%
1M
-9.06%
YTD
-13.62%
6M
-14.22%
1Y
6.53%
3Y*
21.33%
5Y*
10.89%
10Y*
15.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MTCIX vs. MFEIX - Expense Ratio Comparison

MTCIX has a 0.88% expense ratio, which is higher than MFEIX's 0.60% expense ratio.


Return for Risk

MTCIX vs. MFEIX — Risk / Return Rank

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

MTCIX
MTCIX Risk / Return Rank: 2020
Overall Rank
MTCIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MTCIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MTCIX Omega Ratio Rank: 2121
Omega Ratio Rank
MTCIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MTCIX Martin Ratio Rank: 1818
Martin Ratio Rank

MFEIX
MFEIX Risk / Return Rank: 1212
Overall Rank
MFEIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MFEIX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEIX Martin Ratio Rank: 1111
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.

MTCIX vs. MFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Technology Fund (MTCIX) 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.


MTCIXMFEIXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.30

+0.21

Sortino ratio

Return per unit of downside risk

0.91

0.59

+0.32

Omega ratio

Gain probability vs. loss probability

1.12

1.08

+0.04

Calmar ratio

Return relative to maximum drawdown

0.53

0.22

+0.32

Martin ratio

Return relative to average drawdown

1.80

0.74

+1.06

MTCIX vs. MFEIX - Sharpe Ratio Comparison

The current MTCIX Sharpe Ratio is 0.52, which is higher than the MFEIX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MTCIX 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


MTCIXMFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.30

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.50

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.73

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.41

-0.06

Correlation

The correlation between MTCIX and MFEIX is 0.93, 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

MTCIX vs. MFEIX - Dividend Comparison

MTCIX's dividend yield for the trailing twelve months is around 15.97%, less than MFEIX's 17.36% yield.


TTM20252024202320222021202020192018201720162015
MTCIX
MFS Technology Fund
15.97%13.71%26.78%9.66%10.35%11.58%4.97%3.87%4.97%3.51%1.84%3.62%
MFEIX
MFS Growth I
17.36%14.99%25.47%4.86%1.05%2.76%3.57%1.57%3.78%2.50%1.61%3.65%

Drawdowns

MTCIX vs. MFEIX - Drawdown Comparison

The maximum MTCIX drawdown since its inception was -82.78%, which is greater than MFEIX's maximum drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MTCIX and MFEIX.


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Drawdown Indicators


MTCIXMFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-82.78%

-72.24%

-10.54%

Max Drawdown (1Y)

Largest decline over 1 year

-18.59%

-17.30%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-42.74%

-36.11%

-6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

-36.11%

-6.63%

Current Drawdown

Current decline from peak

-18.59%

-17.30%

-1.29%

Average Drawdown

Average peak-to-trough decline

-30.02%

-23.85%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

5.06%

+0.46%

Volatility

MTCIX vs. MFEIX - Volatility Comparison

MFS Technology Fund (MTCIX) has a higher volatility of 6.97% compared to MFS Growth I (MFEIX) at 5.58%. This indicates that MTCIX'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


MTCIXMFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

5.58%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.00%

12.05%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

25.72%

21.56%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.29%

21.87%

+3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

21.16%

+2.75%