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ISIN
US58805V8744
Inception Date
Aug 15, 2005
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MSCGX Performance Chart

Mercer US Small/Mid Cap Equity Fund (MSCGX) is up 12.3% since the beginning of the year. MSCGX is currently trading at $12 per share. Investors who bought $1,000 worth of MSCGX shares 5 years ago would now be looking at an investment worth $1,397.


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S&P 500 Index

Returns By Period

Mercer US Small/Mid Cap Equity Fund (MSCGX) has returned 12.25% so far this year and 24.11% over the past 12 months.


Mercer US Small/Mid Cap Equity Fund

1D
0.81%
1M
2.21%
YTD
12.25%
6M
12.07%
1Y
24.11%
3Y*
15.11%
5Y*
6.91%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSCGX Monthly Returns History

Based on dividend-adjusted daily data since Apr 12, 2019, MSCGX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +14.5%, while the worst month was Mar 2020 at -21.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MSCGX closed higher 50% of trading days. The best single day was Dec 16, 2021 with a return of +20.9%, while the worst single day was Dec 17, 2021 at -18.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.05%2.86%-5.22%9.06%1.22%0.24%12.25%
20255.98%-8.16%-4.03%-2.67%5.10%3.92%1.71%4.24%-0.59%-0.77%2.41%0.18%6.52%
2024-1.38%6.24%4.29%-6.05%3.13%-1.65%6.35%0.50%1.07%-1.22%9.92%-7.15%13.39%
20239.17%-1.77%-3.42%-1.77%-3.21%8.80%3.81%-2.38%-4.41%-5.80%7.92%9.33%15.35%
2022-7.91%-0.00%0.34%-7.54%0.92%-8.54%10.03%-3.07%-9.12%10.14%4.56%-5.60%-16.91%
20210.64%7.36%3.06%4.63%-0.21%0.55%0.62%2.46%-2.94%4.89%-2.95%4.40%24.32%

Benchmark Metrics

Mercer US Small/Mid Cap Equity Fund has an annualized alpha of -1.90%, beta of 1.01, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since April 15, 2019.

  • This fund participated in 102.63% of S&P 500 Index downside but only 91.25% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.01 and R2 of 0.62, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.90%
Beta
1.01
0.62
Upside Capture
91.25%
Downside Capture
102.63%

Expense Ratio

MSCGX has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MSCGX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MSCGX Risk / Return Rank: 4949
Overall Rank
MSCGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MSCGX Sortino Ratio Rank: 4343
Sortino Ratio Rank
MSCGX Omega Ratio Rank: 3636
Omega Ratio Rank
MSCGX Calmar Ratio Rank: 6868
Calmar Ratio Rank
MSCGX Martin Ratio Rank: 5757
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 Mercer US Small/Mid Cap Equity Fund (MSCGX) and compare them to S&P 500 Index.


MSCGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.85

2.24

-0.39

Sortino ratio

Return per unit of downside risk

2.77

3.07

-0.30

Omega ratio

Gain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratio

Return relative to maximum drawdown

3.19

2.93

+0.26

Martin ratio

Return relative to average drawdown

11.45

13.52

-2.07

Dividends

Dividend History

Mercer US Small/Mid Cap Equity Fund provided a 6.87% dividend yield over the last twelve months, with an annual payout of $0.86 per share.


5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.86$0.86$1.20$0.41$0.83$2.61

Dividend yield

6.87%7.71%10.73%3.77%8.42%20.40%

Monthly Dividends

The table displays the monthly dividend distributions for Mercer US Small/Mid Cap Equity 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$0.86$0.86
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.20$1.20
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.83$0.83
2021$2.61$2.61

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 Mercer US Small/Mid Cap Equity 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 Mercer US Small/Mid Cap Equity Fund was 41.30%, occurring on Mar 23, 2020. Recovery took 146 trading sessions.

The current Mercer US Small/Mid Cap Equity Fund drawdown is 0.40%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.30%Mar 2020
2mo 6d7mo 18d
9mo 24dJan 2020 - Nov 2020
Bear market2022
-35.66%Sep 2022
9mo 13d3y 2mo
3y 12moDec 2021 - Dec 2025
2026 pullback2026
-9.22%Mar 2026
1mo 5d18d
1mo 23dFeb 2026 - Apr 2026
2021 pullback2021
-8.01%Dec 2021
14d15d
29dNov 2021 - Dec 2021
2019 pullback2019
-7.81%Aug 2019
21d2mo 18d
3mo 9dJul 2019 - Nov 2019

Drawdown Indicators


MSCGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.30%

-56.78%

+15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-9.10%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-24.28%

-18.90%

-5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-35.66%

-25.43%

-10.23%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.40%

-0.74%

+0.34%

Average Drawdown

Average peak-to-trough decline

-12.75%

-10.72%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.97%

+0.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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