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MFS International Growth Fund Class R4 (MGRVX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US5527466875
Issuer
MFS
Inception Date
Oct 1, 2008
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MFS International Growth Fund Class R4, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

MFS International Growth Fund Class R4 (MGRVX) has returned -6.06% so far this year and 9.07% over the past 12 months. Over the last ten years, MGRVX has returned 9.15% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


MFS International Growth Fund Class R4

1D
0.18%
1M
-12.25%
YTD
-6.06%
6M
-4.76%
1Y
9.07%
3Y*
9.27%
5Y*
5.63%
10Y*
9.15%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2008, MGRVX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +13.4%, while the worst month was Oct 2008 at -19.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MGRVX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.3%, while the worst single day was Oct 15, 2008 at -9.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.32%3.60%-12.25%-6.06%
20254.95%1.75%-2.37%3.80%3.93%2.60%-1.19%2.01%2.66%0.89%-0.28%0.77%21.04%
2024-0.80%3.61%1.98%-3.48%4.81%0.26%2.52%4.26%3.89%-4.61%-1.10%-2.05%9.10%
20238.05%-3.96%5.19%2.72%-3.39%3.74%2.47%-3.78%-6.51%-2.14%7.89%5.00%14.82%
2022-5.31%-3.77%0.78%-5.96%0.11%-6.78%5.37%-4.96%-7.89%4.31%13.38%-3.42%-15.10%
2021-1.50%0.24%1.97%3.47%3.65%-0.24%0.30%1.00%-4.34%4.23%-3.23%4.01%9.50%

Benchmark Metrics

MFS International Growth Fund Class R4 has an annualized alpha of -0.23%, beta of 0.80, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since October 02, 2008.

  • This fund participated in 97.89% of S&P 500 Index downside but only 87.47% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-0.23%
Beta
0.80
0.71
Upside Capture
87.47%
Downside Capture
97.89%

Expense Ratio

MGRVX has an expense ratio of 0.83%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MGRVX ranks 19 for risk / return — in the bottom 19% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MGRVX Risk / Return Rank: 1919
Overall Rank
MGRVX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MGRVX Sortino Ratio Rank: 1818
Sortino Ratio Rank
MGRVX Omega Ratio Rank: 1717
Omega Ratio Rank
MGRVX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MGRVX Martin Ratio Rank: 2121
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and compare them to a chosen benchmark (S&P 500 Index).


MGRVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.90

-0.33

Sortino ratio

Return per unit of downside risk

0.83

1.39

-0.55

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.57

1.40

-0.83

Martin ratio

Return relative to average drawdown

2.31

6.61

-4.30

Explore MGRVX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

MFS International Growth Fund Class R4 provided a 5.85% dividend yield over the last twelve months, with an annual payout of $2.61 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.61$2.61$2.57$1.10$1.06$2.99$0.31$0.55$1.21$0.86$0.32$0.30

Dividend yield

5.85%5.50%6.21%2.73%2.94%6.84%0.72%1.48%4.10%2.53%1.22%1.15%

Monthly Dividends

The table displays the monthly dividend distributions for MFS International Growth Fund Class R4. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.61$2.61
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.57$2.57
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.10$1.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.06$1.06
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.99$2.99

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the MFS International Growth Fund Class R4. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MFS International Growth Fund Class R4 was 36.30%, occurring on Mar 3, 2009. Recovery took 106 trading sessions.

The current MFS International Growth Fund Class R4 drawdown is 12.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.3%Oct 2, 2008104Mar 3, 2009106Aug 3, 2009210
-30.56%Dec 10, 2021200Sep 27, 2022447Jul 10, 2024647
-29.67%Jan 21, 202044Mar 23, 202089Jul 29, 2020133
-24.27%May 3, 2011107Oct 3, 2011313Jan 2, 2013420
-18.32%May 18, 2015187Feb 11, 2016281Mar 24, 2017468

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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