- ISIN
- US55273H1712
- CUSIP
- 55273H171
- Issuer
- MFS
- Inception Date
- Dec 4, 2013
- Category
- Global Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MVGIX Performance Chart
MFS Low Volatility Global Equity Fund (MVGIX) is up 2.7% since the beginning of the year. MVGIX is currently trading at $18 per share. Investors who bought $1,000 worth of MVGIX shares 5 years ago would now be looking at an investment worth $1,522.
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Returns By Period
MFS Low Volatility Global Equity Fund (MVGIX) has returned 2.72% so far this year and 11.06% over the past 12 months. Over the last ten years, MVGIX has returned 9.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
MFS Low Volatility Global Equity Fund
- 1D
- -0.39%
- 1M
- -1.28%
- YTD
- 2.72%
- 6M
- 2.60%
- 1Y
- 11.06%
- 3Y*
- 12.27%
- 5Y*
- 8.77%
- 10Y*
- 9.21%
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%
MVGIX Monthly Returns History
Based on dividend-adjusted daily data since Dec 6, 2013, MVGIX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.78% | 4.73% | -6.99% | 3.18% | 0.00% | -0.56% | 2.72% | ||||||
| 2025 | 1.63% | 2.20% | -0.29% | 2.28% | 2.06% | 1.89% | -0.89% | 3.07% | 1.48% | -1.23% | 2.66% | 0.44% | 16.30% |
| 2024 | 1.52% | 2.00% | 2.33% | -2.40% | 3.13% | 0.81% | 4.63% | 4.08% | 0.13% | -3.00% | 3.83% | -4.60% | 12.64% |
| 2023 | 4.17% | -3.39% | 3.35% | 3.27% | -2.51% | 2.93% | 1.59% | -1.89% | -2.59% | -1.30% | 6.15% | 3.72% | 13.71% |
| 2022 | -2.99% | -1.99% | 2.25% | -4.11% | -0.07% | -5.14% | 3.84% | -3.15% | -6.98% | 6.03% | 7.27% | -2.37% | -8.21% |
| 2021 | -1.53% | -0.07% | 4.13% | 3.52% | 2.58% | 0.70% | 2.14% | 2.16% | -4.06% | 3.99% | -2.65% | 5.23% | 16.84% |
Benchmark Metrics
MFS Low Volatility Global Equity Fund has an annualized alpha of 1.14%, beta of 0.62, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 06, 2013.
- This fund participated in 69.20% of S&P 500 Index downside but only 64.34% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.62 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
- 1.14%
- Beta
- 0.62
- R²
- 0.80
- Upside Capture
- 64.34%
- Downside Capture
- 69.20%
Expense Ratio
MVGIX has an expense ratio of 0.74%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MVGIX ranks 20 for risk / return — in the bottom 20% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MFS Low Volatility Global Equity Fund (MVGIX) 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.
| MVGIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.78 | -1.56 |
| Martin ratioReturn relative to average drawdown | 3.89 | 12.44 | -8.55 |
Dividends
Dividend History
MFS Low Volatility Global Equity Fund provided a 10.65% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.89 | $1.89 | $1.29 | $0.30 | $0.56 | $1.51 | $0.23 | $0.41 | $0.62 | $0.26 | $0.18 | $0.21 |
Dividend yield | 10.65% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.14 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.70 | $1.89 |
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.11 | $1.29 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.14 | $0.30 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.39 | $0.56 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.32 | $1.51 |
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 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 4.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.19%Mar 2020 | 1mo 10d | 8mo 16d | 9mo 26dFeb 2020 - Dec 2020 |
Bear market2022 | -18.01%Oct 2022 | 9mo 16d | 9mo 9d | 1y 6moDec 2021 - Jul 2023 |
2016 correction2016 | -11.27%Jan 2016 | 8mo 28d | 2mo 29d | 11mo 27dApr 2015 - Apr 2016 |
Rate-hike selloffLate 2018 | -10.78%Dec 2018 | 3mo 1d | 2mo | 5mo 1dSep 2018 - Feb 2019 |
2025 selloff2025 | -8.70%Apr 2025 | 4mo 7d | 21d | 4mo 28dDec 2024 - Apr 2025 |
Drawdown Indicators
| MVGIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.19% | -56.78% | +26.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -9.10% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -8.70% | -18.90% | +10.20% |
Max Drawdown (5Y)Largest decline over 5 years | -18.01% | -25.43% | +7.42% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -33.92% | +3.73% |
Current DrawdownCurrent decline from peak | -4.57% | -1.80% | -2.77% |
Average DrawdownAverage peak-to-trough decline | -2.91% | -10.71% | +7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.03% | +0.69% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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