MUSEX vs. MEIIX
Compare and contrast key facts about MFS Blended Research Core Equity Fund (MUSEX) and MFS Value Fund Class I (MEIIX).
MUSEX is managed by MFS. It was launched on Jan 14, 1994. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MUSEX vs. MEIIX - Performance Comparison
Loading graphics...
MUSEX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUSEX MFS Blended Research Core Equity Fund | -6.06% | 16.10% | 25.17% | 28.30% | -16.02% | 29.24% | 15.47% | 28.80% | -7.82% | 18.95% |
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, MUSEX achieves a -6.06% return, which is significantly lower than MEIIX's -0.56% return. Over the past 10 years, MUSEX has outperformed MEIIX with an annualized return of 12.76%, while MEIIX has yielded a comparatively lower 9.72% annualized return.
MUSEX
- 1D
- -0.24%
- 1M
- -7.50%
- YTD
- -6.06%
- 6M
- -4.63%
- 1Y
- 14.03%
- 3Y*
- 18.00%
- 5Y*
- 11.85%
- 10Y*
- 12.76%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MUSEX vs. MEIIX - Expense Ratio Comparison
MUSEX has a 0.49% expense ratio, which is lower than MEIIX's 0.55% expense ratio.
Return for Risk
MUSEX vs. MEIIX — Risk / Return Rank
MUSEX
MEIIX
MUSEX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Core Equity Fund (MUSEX) 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.
| MUSEX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.65 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.97 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.77 | +0.20 |
Martin ratioReturn relative to average drawdown | 4.64 | 3.43 | +1.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MUSEX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.65 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.59 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.59 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.56 | -0.05 |
Correlation
The correlation between MUSEX and MEIIX is 0.90, 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
MUSEX vs. MEIIX - Dividend Comparison
MUSEX's dividend yield for the trailing twelve months is around 7.62%, less than MEIIX's 9.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUSEX MFS Blended Research Core Equity Fund | 7.62% | 7.15% | 10.44% | 3.91% | 9.26% | 16.18% | 7.12% | 5.19% | 11.98% | 2.04% | 1.20% | 3.32% |
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
MUSEX vs. MEIIX - Drawdown Comparison
The maximum MUSEX drawdown since its inception was -54.78%, roughly equal to the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MUSEX and MEIIX.
Loading graphics...
Drawdown Indicators
| MUSEX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.78% | -52.64% | -2.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -11.10% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -17.58% | -4.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | -36.70% | +2.10% |
Current DrawdownCurrent decline from peak | -8.60% | -6.55% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -6.58% | -4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.51% | +0.13% |
Volatility
MUSEX vs. MEIIX - Volatility Comparison
MFS Blended Research Core Equity Fund (MUSEX) has a higher volatility of 4.51% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that MUSEX'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.
Loading graphics...
Volatility by Period
| MUSEX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 3.11% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 7.68% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 14.78% | +3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 13.90% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 16.55% | +1.74% |