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PLSAX vs. MEIKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLSAX vs. MEIKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LargeCap S&P 500 Index Fund Class A (PLSAX) and MFS Value Fund (MEIKX). The values are adjusted to include any dividend payments, if applicable.

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PLSAX vs. MEIKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLSAX
Principal LargeCap S&P 500 Index Fund Class A
-7.11%17.50%26.46%25.70%-18.41%27.93%17.85%30.97%-4.93%21.23%
MEIKX
MFS Value Fund
-0.52%13.37%11.98%8.32%-5.92%25.59%4.09%30.18%-9.81%17.26%

Returns By Period

In the year-to-date period, PLSAX achieves a -7.11% return, which is significantly lower than MEIKX's -0.52% return. Over the past 10 years, PLSAX has outperformed MEIKX with an annualized return of 13.42%, while MEIKX has yielded a comparatively lower 9.92% annualized return.


PLSAX

1D
-0.40%
1M
-7.71%
YTD
-7.11%
6M
-4.72%
1Y
14.11%
3Y*
17.33%
5Y*
11.29%
10Y*
13.42%

MEIKX

1D
0.24%
1M
-6.32%
YTD
-0.52%
6M
1.73%
1Y
8.48%
3Y*
11.54%
5Y*
8.26%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLSAX vs. MEIKX - Expense Ratio Comparison

PLSAX has a 0.38% expense ratio, which is lower than MEIKX's 0.43% expense ratio.


Return for Risk

PLSAX vs. MEIKX — Risk / Return Rank

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

PLSAX
PLSAX Risk / Return Rank: 4545
Overall Rank
PLSAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PLSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
PLSAX Omega Ratio Rank: 4747
Omega Ratio Rank
PLSAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
PLSAX Martin Ratio Rank: 5252
Martin Ratio Rank

MEIKX
MEIKX Risk / Return Rank: 2929
Overall Rank
MEIKX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MEIKX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MEIKX Omega Ratio Rank: 2727
Omega Ratio Rank
MEIKX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MEIKX Martin Ratio Rank: 3333
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.

PLSAX vs. MEIKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LargeCap S&P 500 Index Fund Class A (PLSAX) and MFS Value Fund (MEIKX). 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.


PLSAXMEIKXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.66

+0.17

Sortino ratio

Return per unit of downside risk

1.31

0.99

+0.32

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.03

0.79

+0.24

Martin ratio

Return relative to average drawdown

5.02

3.49

+1.53

PLSAX vs. MEIKX - Sharpe Ratio Comparison

The current PLSAX Sharpe Ratio is 0.83, which is comparable to the MEIKX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PLSAX and MEIKX, 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


PLSAXMEIKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.66

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.60

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.60

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.39

+0.01

Correlation

The correlation between PLSAX and MEIKX 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

PLSAX vs. MEIKX - Dividend Comparison

PLSAX's dividend yield for the trailing twelve months is around 2.96%, less than MEIKX's 9.98% yield.


TTM20252024202320222021202020192018201720162015
PLSAX
Principal LargeCap S&P 500 Index Fund Class A
2.96%2.75%4.07%3.90%2.70%13.38%7.35%3.57%7.19%6.72%2.93%2.36%
MEIKX
MFS Value Fund
9.98%9.72%9.49%8.58%7.77%3.43%2.75%3.28%3.76%4.14%3.84%6.12%

Drawdowns

PLSAX vs. MEIKX - Drawdown Comparison

The maximum PLSAX drawdown since its inception was -55.67%, roughly equal to the maximum MEIKX drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for PLSAX and MEIKX.


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Drawdown Indicators


PLSAXMEIKXDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-56.81%

+1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-11.09%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-17.50%

-7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-36.68%

+2.89%

Current Drawdown

Current decline from peak

-8.94%

-6.54%

-2.40%

Average Drawdown

Average peak-to-trough decline

-10.22%

-9.51%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.50%

-0.01%

Volatility

PLSAX vs. MEIKX - Volatility Comparison

Principal LargeCap S&P 500 Index Fund Class A (PLSAX) has a higher volatility of 4.22% compared to MFS Value Fund (MEIKX) at 3.12%. This indicates that PLSAX's price experiences larger fluctuations and is considered to be riskier than MEIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLSAXMEIKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

3.12%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

7.68%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

14.77%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

13.90%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

16.55%

+0.91%