See what your fund actually adds

MFS Value Fund Class A MEIAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

MEIAX compared with its replication portfolio
MeasureMEIAXReplication
Annualized growth7.5%9.1%
Annualized volatility13.7%14.3%
Sharpe ratio0.600.68
Maximum drawdown17.3%19.6%
Replication fit (R²)0.95 · Tracking error 3.2%

Replication portfolio

The published portfolio below is the investable basket used to model MEIAX’s historical return behavior.

MEIAX replication basket weights
TickerBuilding blockWeight
XLFSector · Financials33.1%
USMVFactor · Min Vol29.4%
SCHDFactor · Dividend23.2%
XLISector · Industrials14.2%