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POGAX vs. MEGBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POGAX vs. MEGBX - Performance Comparison

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

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POGAX vs. MEGBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POGAX
Putnam Growth Opportunities Fund
-9.72%14.28%33.22%44.22%-30.43%22.64%38.44%36.44%2.29%30.97%
MEGBX
MFS Growth Fund
-10.54%11.25%61.25%34.81%-31.83%22.34%30.36%36.33%1.21%29.54%

Returns By Period

In the year-to-date period, POGAX achieves a -9.72% return, which is significantly higher than MEGBX's -10.54% return. Both investments have delivered pretty close results over the past 10 years, with POGAX having a 16.52% annualized return and MEGBX not far behind at 15.70%.


POGAX

1D
3.70%
1M
-5.90%
YTD
-9.72%
6M
-9.55%
1Y
14.65%
3Y*
20.22%
5Y*
10.78%
10Y*
16.52%

MEGBX

1D
3.82%
1M
-5.82%
YTD
-10.54%
6M
-11.39%
1Y
8.54%
3Y*
25.12%
5Y*
12.05%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POGAX vs. MEGBX - Expense Ratio Comparison

POGAX has a 0.99% expense ratio, which is lower than MEGBX's 1.59% expense ratio.


Return for Risk

POGAX vs. MEGBX — Risk / Return Rank

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

POGAX
POGAX Risk / Return Rank: 3030
Overall Rank
POGAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
POGAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
POGAX Omega Ratio Rank: 3030
Omega Ratio Rank
POGAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
POGAX Martin Ratio Rank: 2929
Martin Ratio Rank

MEGBX
MEGBX Risk / Return Rank: 1515
Overall Rank
MEGBX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MEGBX Sortino Ratio Rank: 1515
Sortino Ratio Rank
MEGBX Omega Ratio Rank: 1515
Omega Ratio Rank
MEGBX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MEGBX Martin Ratio Rank: 1616
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.

POGAX vs. MEGBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Growth Opportunities Fund (POGAX) 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.


POGAXMEGBXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.44

+0.26

Sortino ratio

Return per unit of downside risk

1.17

0.78

+0.38

Omega ratio

Gain probability vs. loss probability

1.16

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

0.96

0.54

+0.42

Martin ratio

Return relative to average drawdown

3.26

1.81

+1.46

POGAX vs. MEGBX - Sharpe Ratio Comparison

The current POGAX Sharpe Ratio is 0.70, which is higher than the MEGBX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of POGAX and MEGBX, 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


POGAXMEGBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.44

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.52

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.72

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.49

-0.08

Correlation

The correlation between POGAX 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.


Dividends

POGAX vs. MEGBX - Dividend Comparison

POGAX's dividend yield for the trailing twelve months is around 6.30%, less than MEGBX's 29.73% yield.


TTM20252024202320222021202020192018201720162015
POGAX
Putnam Growth Opportunities Fund
6.30%5.68%4.58%0.49%7.80%9.08%3.29%3.83%7.98%1.89%0.01%5.70%
MEGBX
MFS Growth Fund
29.73%26.60%40.46%7.21%1.51%3.91%4.94%2.13%4.95%3.26%2.03%4.61%

Drawdowns

POGAX vs. MEGBX - Drawdown Comparison

The maximum POGAX drawdown since its inception was -76.55%, roughly equal to the maximum MEGBX drawdown of -72.95%. Use the drawdown chart below to compare losses from any high point for POGAX and MEGBX.


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Drawdown Indicators


POGAXMEGBXDifference

Max Drawdown

Largest peak-to-trough decline

-76.55%

-72.95%

-3.60%

Max Drawdown (1Y)

Largest decline over 1 year

-16.42%

-17.64%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-34.15%

-36.73%

+2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-34.15%

-36.73%

+2.58%

Current Drawdown

Current decline from peak

-13.33%

-14.49%

+1.16%

Average Drawdown

Average peak-to-trough decline

-29.18%

-21.83%

-7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

5.27%

-0.46%

Volatility

POGAX vs. MEGBX - Volatility Comparison

Putnam Growth Opportunities Fund (POGAX) and MFS Growth Fund (MEGBX) have volatilities of 6.88% and 6.98%, 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


POGAXMEGBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

6.98%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

12.65%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.41%

21.85%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.67%

23.52%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

21.99%

-0.84%