TRGOX vs. MEIKX
Compare and contrast key facts about T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and MFS Value Fund (MEIKX).
TRGOX is managed by T. Rowe Price. It was launched on May 1, 2020. MEIKX is managed by MFS. It was launched on May 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRGOX or MEIKX.
Key characteristics
| TRGOX | MEIKX | |
|---|---|---|
| YTD Return | 32.87% | 18.11% |
| 1Y Return | 39.00% | 28.70% |
| 3Y Return (Ann) | 3.80% | 6.99% |
| Sharpe Ratio | 2.48 | 2.93 |
| Sortino Ratio | 3.27 | 4.13 |
| Omega Ratio | 1.45 | 1.54 |
| Calmar Ratio | 1.80 | 4.09 |
| Martin Ratio | 14.96 | 17.32 |
| Ulcer Index | 2.61% | 1.65% |
| Daily Std Dev | 15.71% | 9.74% |
| Max Drawdown | -44.00% | -36.68% |
| Current Drawdown | 0.00% | -0.56% |
Correlation
The correlation between TRGOX and MEIKX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TRGOX vs. MEIKX - Performance Comparison
In the year-to-date period, TRGOX achieves a 32.87% return, which is significantly higher than MEIKX's 18.11% 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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TRGOX vs. MEIKX - Expense Ratio Comparison
TRGOX has a 0.70% expense ratio, which is higher than MEIKX's 0.43% expense ratio.
Risk-Adjusted Performance
TRGOX vs. MEIKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) 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.
Dividends
TRGOX vs. MEIKX - Dividend Comparison
TRGOX has not paid dividends to shareholders, while MEIKX's dividend yield for the trailing twelve months is around 1.73%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRGOX T. Rowe Price Large-Cap Growth Fund Investor Class | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MEIKX MFS Value Fund | 1.73% | 1.90% | 2.10% | 1.47% | 1.71% | 2.04% | 2.23% | 1.69% | 2.12% | 6.72% | 5.53% | 4.06% |
Drawdowns
TRGOX vs. MEIKX - Drawdown Comparison
The maximum TRGOX drawdown since its inception was -44.00%, which is greater than MEIKX's maximum drawdown of -36.68%. Use the drawdown chart below to compare losses from any high point for TRGOX and MEIKX. For additional features, visit the drawdowns tool.
Volatility
TRGOX vs. MEIKX - Volatility Comparison
T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) has a higher volatility of 4.69% compared to MFS Value Fund (MEIKX) at 3.40%. This indicates that TRGOX'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.