PBCKX vs. MEGBX
Compare and contrast key facts about Principal Blue Chip Fund (PBCKX) and MFS Growth Fund (MEGBX).
PBCKX is managed by Principal. It was launched on Jun 14, 2012. MEGBX is managed by MFS. It was launched on Dec 29, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBCKX or MEGBX.
Key characteristics
| PBCKX | MEGBX | |
|---|---|---|
| YTD Return | 24.81% | 31.45% |
| 1Y Return | 33.57% | 27.90% |
| 3Y Return (Ann) | 3.02% | 1.96% |
| 5Y Return (Ann) | 12.95% | 10.70% |
| 10Y Return (Ann) | 12.50% | 10.40% |
| Sharpe Ratio | 2.73 | 1.68 |
| Sortino Ratio | 3.56 | 2.18 |
| Omega Ratio | 1.49 | 1.33 |
| Calmar Ratio | 1.95 | 1.34 |
| Martin Ratio | 20.22 | 7.80 |
| Ulcer Index | 1.80% | 3.84% |
| Daily Std Dev | 13.38% | 17.85% |
| Max Drawdown | -41.86% | -72.59% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PBCKX and MEGBX is 0.94, 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.
Performance
PBCKX vs. MEGBX - Performance Comparison
In the year-to-date period, PBCKX achieves a 24.81% return, which is significantly lower than MEGBX's 31.45% return. Over the past 10 years, PBCKX has outperformed MEGBX with an annualized return of 12.50%, while MEGBX has yielded a comparatively lower 10.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PBCKX vs. MEGBX - Expense Ratio Comparison
PBCKX has a 0.66% expense ratio, which is lower than MEGBX's 1.59% expense ratio.
Risk-Adjusted Performance
PBCKX vs. MEGBX - Risk-Adjusted Performance 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.
Dividends
PBCKX vs. MEGBX - Dividend Comparison
Neither PBCKX nor MEGBX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBCKX Principal Blue Chip Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.34% | 0.00% | 0.02% | 0.46% | 0.43% | 0.58% | 0.28% |
MEGBX MFS Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.28% | 4.83% | 1.78% |
Drawdowns
PBCKX vs. MEGBX - Drawdown Comparison
The maximum PBCKX drawdown since its inception was -41.86%, smaller than the maximum MEGBX drawdown of -72.59%. Use the drawdown chart below to compare losses from any high point for PBCKX and MEGBX. For additional features, visit the drawdowns tool.
Volatility
PBCKX vs. MEGBX - Volatility Comparison
Principal Blue Chip Fund (PBCKX) and MFS Growth Fund (MEGBX) have volatilities of 4.51% and 4.54%, 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.