PBCKX vs. MEGBX
PBCKX (Principal Blue Chip Fund) and MEGBX (MFS Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, PBCKX returned 16.15%/yr vs 16.51%/yr for MEGBX. Their correlation of 0.93 means they have usually moved in the same direction. PBCKX charges 0.66%/yr vs 1.59%/yr for MEGBX.
Performance
PBCKX vs. MEGBX - Performance Comparison
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Returns By Period
Both investments have delivered pretty close results over the past 10 years, with PBCKX having a 16.15% annualized return and MEGBX not far ahead at 16.51%.
PBCKX
- 1D
- 2.53%
- 1M
- 2.40%
- 6M
- 1.76%
- YTD
- 0.00%
- 1Y
- -0.60%
- 3Y*
- 15.87%
- 5Y*
- 6.94%
- 10Y*
- 16.15%
- ALL TIME*
- 15.71%
MEGBX
- 1D
- 0.27%
- 1M
- -1.58%
- 6M
- 1.26%
- YTD
- 0.39%
- 1Y
- 3.35%
- 3Y*
- 24.33%
- 5Y*
- 11.71%
- 10Y*
- 16.51%
- ALL TIME*
- 11.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MEGBX MFS Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
PBCKX vs. MEGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBCKX Principal Blue Chip Fund | 0.00% | 9.20% | 26.90% | 40.58% | -30.74% | 25.05% | 34.77% | 45.22% | 2.83% | 28.85% |
MEGBX MFS Growth Fund | 0.39% | 11.25% | 61.25% | 34.81% | -31.83% | 22.34% | 30.36% | 36.33% | 1.21% | 29.54% |
Correlation
The correlation between PBCKX and MEGBX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2012 | 0.93 |
The correlation between PBCKX and MEGBX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
PBCKX vs. MEGBX — Risk / Return Rank
PBCKX
MEGBX
PBCKX vs. MEGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) and MFS Growth Fund (MEGBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PBCKX | MEGBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.02 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.06 | -0.21 |
| Martin ratioReturn relative to average drawdown | -0.42 | 0.19 | -0.61 |
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Drawdowns
PBCKX vs. MEGBX - Drawdown Comparison
The maximum PBCKX drawdown since its inception was -38.00%, smaller than the maximum MEGBX drawdown of -72.95%. Use the drawdown chart below to compare losses from any high point for PBCKX and MEGBX.
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Drawdown Indicators
| PBCKX | MEGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.00% | -72.95% | +34.95% |
Max Drawdown (1Y)Largest decline over 1 year | -19.10% | -17.64% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -19.10% | -23.39% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -36.73% | -1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | -36.73% | -1.27% |
Current DrawdownCurrent decline from peak | -3.80% | -5.48% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -21.68% | +16.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 5.74% | +1.13% |
Volatility
PBCKX vs. MEGBX - Volatility Comparison
Principal Blue Chip Fund (PBCKX) and MFS Growth Fund (MEGBX) have volatilities of 5.29% and 5.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PBCKX | MEGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 5.24% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 14.08% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 17.52% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.54% | 23.72% | -3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 22.14% | -1.90% |
PBCKX vs. MEGBX - Expense Ratio Comparison
PBCKX has a 0.66% expense ratio, which is lower than MEGBX's 1.59% expense ratio.
Dividends
PBCKX vs. MEGBX - Dividend Comparison
PBCKX's dividend yield for the trailing twelve months is around 19.94%, less than MEGBX's 22.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEGBX MFS Growth Fund | 22.78% | 26.60% | 40.46% | 7.21% | 1.51% | 3.91% | 4.94% | 2.13% | 4.95% | 3.26% | 2.03% | 4.61% |
PBCKX Principal Blue Chip Fund | 19.94% | 19.94% | 9.01% | 0.51% | 0.71% | 6.67% | 3.28% | 8.90% | 7.86% | 2.79% | 1.01% | 2.40% |
Frequently Asked Questions
PBCKX and MEGBX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PBCKX has higher volatility (5.29%) compared to MEGBX (5.24%). In terms of maximum drawdown, PBCKX dropped -38.00% vs MEGBX's -72.95%.
MEGBX currently has the higher Sharpe Ratio (0.06 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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