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Issuer
Mondrian
Inception Date
Jun 29, 2020
Min. Investment
$50,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MPGVX Performance Chart

Mondrian Global Equity Value Fund (MPGVX) is up 3.5% since the beginning of the year. MPGVX is currently trading at $17 per share. Investors who bought $1,000 worth of MPGVX shares 5 years ago would now be looking at an investment worth $1,525.


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S&P 500 Index

Returns By Period

Mondrian Global Equity Value Fund (MPGVX) has returned 3.46% so far this year and 17.96% over the past 12 months.


Mondrian Global Equity Value Fund

1D
0.06%
1M
-0.42%
YTD
3.46%
6M
3.68%
1Y
17.96%
3Y*
14.24%
5Y*
8.80%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPGVX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2020, MPGVX's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +11.8%, while the worst month was Sep 2022 at -9.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MPGVX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Apr 4, 2025 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.83%2.56%-7.83%5.16%1.91%-1.64%3.46%
20255.05%1.19%-0.55%1.87%4.15%3.14%0.76%3.39%1.09%1.68%2.25%1.55%28.63%
2024-1.41%3.84%3.26%-2.88%3.18%0.21%4.06%2.89%2.35%-6.00%0.95%-6.81%2.87%
20236.07%-3.70%2.19%3.51%-2.40%6.52%2.07%-2.57%-2.72%-1.23%8.07%5.56%22.43%
2022-0.32%-1.58%-0.72%-5.34%2.48%-5.50%2.82%-4.46%-9.70%5.07%11.36%-2.34%-9.49%
2021-0.34%1.73%4.07%2.94%3.41%-0.92%-0.46%0.62%-3.63%3.21%-4.43%4.68%10.90%

Benchmark Metrics

Mondrian Global Equity Value Fund has an annualized alpha of 1.22%, beta of 0.69, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since June 30, 2020.

  • This fund participated in 80.86% of S&P 500 Index downside but only 73.00% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.69 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.22%
Beta
0.69
0.73
Upside Capture
73.00%
Downside Capture
80.86%

Expense Ratio

MPGVX has an expense ratio of 0.74%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MPGVX ranks 29 for risk / return — below 29% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


MPGVX Risk / Return Rank: 2929
Overall Rank
MPGVX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MPGVX Sortino Ratio Rank: 3030
Sortino Ratio Rank
MPGVX Omega Ratio Rank: 2929
Omega Ratio Rank
MPGVX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MPGVX Martin Ratio Rank: 2929
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 Mondrian Global Equity Value Fund (MPGVX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MPGVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

1.68

2.78

-1.10

Martin ratioReturn relative to average drawdown

6.29

12.44

-6.15

Dividends

Dividend History

Mondrian Global Equity Value Fund provided a 8.10% dividend yield over the last twelve months, with an annual payout of $1.36 per share.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.36$1.36$0.21$0.24$0.28$0.20$0.19

Dividend yield

8.10%8.38%1.53%1.80%2.53%1.54%1.61%

Monthly Dividends

The table displays the monthly dividend distributions for Mondrian Global Equity Value Fund. 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$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$1.36$1.36
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20

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 Mondrian Global Equity Value Fund. 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 Mondrian Global Equity Value Fund was 22.83%, occurring on Oct 12, 2022. Recovery took 187 trading sessions.

The current Mondrian Global Equity Value Fund drawdown is 2.84%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-22.83%Oct 2022
9mo 2d9mo 4d
1y 6moJan 2022 - Jul 2023
2025 selloff2025
-16.33%Apr 2025
6mo 10d2mo 3d
8mo 13dSep 2024 - Jun 2025
2026 correction2026
-10.43%Mar 2026
28d
3mo 23dMar 2026 - now
2023 pullback2023
-8.78%Oct 2023
3mo 2d28d
4moJul 2023 - Nov 2023
2021 pullback2021
-6.64%Dec 2021
5mo 26d1mo 11d
7mo 7dJun 2021 - Jan 2022

Drawdown Indicators


MPGVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.83%

-56.78%

+33.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-9.10%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.33%

-18.90%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.83%

-25.43%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.84%

-1.80%

-1.04%

Average Drawdown

Average peak-to-trough decline

-4.10%

-10.71%

+6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.03%

+0.75%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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