MFS Low Volatility Global Equity Fund (MVGIX)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

MFS Low Volatility Global Equity Fund (MVGIX) has returned -1.45% so far this year and 10.67% over the past 12 months. Over the last ten years, MVGIX has returned 8.97% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Dec 6, 2013, MVGIX's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +7.7%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MVGIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +6.5%, while the worst single day was Mar 16, 2020 at -9.8%.

MFS Low Volatility Global Equity Fund has an annualized alpha of 1.71%, beta of 0.63, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since December 09, 2013.

• This fund participated in 69.26% of S&P 500 Index downside but only 67.20% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.63 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

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

MVGIX ranks 52 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.

The table below present risk-adjusted performance metrics for MFS Low Volatility Global Equity Fund (MVGIX) and compare them to a chosen benchmark (S&P 500 Index).

MFS Low Volatility Global Equity Fund provided a 11.10% dividend yield over the last twelve months, with an annual payout of $1.89 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for MFS Low Volatility Global Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the MFS Low Volatility Global 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 MFS Low Volatility Global Equity Fund was 30.19%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current MFS Low Volatility Global Equity Fund drawdown is 8.44%.

The chart below shows the rolling one-month volatility.