BBIN vs. MGRAX
BBIN (JPMorgan BetaBuilders International Equity ETF) and MGRAX (MFS International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, BBIN returned 9.45%/yr vs 5.85%/yr for MGRAX. Their correlation of 0.90 means they have usually moved in the same direction. BBIN charges 0.07%/yr vs 1.06%/yr for MGRAX.
Performance
BBIN vs. MGRAX - Performance Comparison
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Returns By Period
In the year-to-date period, BBIN achieves a 13.26% return, which is significantly higher than MGRAX's 3.75% return.
BBIN
- 1D
- 1.27%
- 1M
- 2.54%
- 6M
- 6.63%
- YTD
- 13.26%
- 1Y
- 25.28%
- 3Y*
- 17.83%
- 5Y*
- 9.45%
- 10Y*
- —
- ALL TIME*
- 10.59%
MGRAX
- 1D
- 0.51%
- 1M
- 0.58%
- 6M
- 0.72%
- YTD
- 3.75%
- 1Y
- 9.63%
- 3Y*
- 11.75%
- 5Y*
- 5.85%
- 10Y*
- 9.38%
- ALL TIME*
- 6.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $21.68M | $13.42M | $10.62M | |
| $0.00 | $0.00 | $0.00 |
BBIN vs. MGRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BBIN JPMorgan BetaBuilders International Equity ETF | 13.26% | 31.86% | 3.65% | 18.54% | -14.29% | 11.74% | 7.91% | 3.13% |
MGRAX MFS International Growth Fund | 3.75% | 20.73% | 8.82% | 14.54% | -15.31% | 9.20% | 15.45% | 3.84% |
Correlation
The correlation between BBIN and MGRAX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2019 | 0.90 |
The correlation between BBIN and MGRAX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
BBIN vs. MGRAX — Risk / Return Rank
BBIN
MGRAX
BBIN vs. MGRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and MFS International Growth Fund (MGRAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| BBIN | MGRAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.15 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 0.89 | +1.30 |
| Martin ratioReturn relative to average drawdown | 8.20 | 2.68 | +5.52 |
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Drawdowns
BBIN vs. MGRAX - Drawdown Comparison
The maximum BBIN drawdown since its inception was -33.37%, smaller than the maximum MGRAX drawdown of -55.29%. Use the drawdown chart below to compare losses from any high point for BBIN and MGRAX.
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Drawdown Indicators
| BBIN | MGRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -55.29% | +21.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -12.42% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | -13.32% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | -30.58% | +1.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.58% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.05% | +3.05% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -10.82% | +4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 4.13% | -1.04% |
Volatility
BBIN vs. MGRAX - Volatility Comparison
JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 4.65% compared to MFS International Growth Fund (MGRAX) at 3.80%. This indicates that BBIN's price experiences larger fluctuations and is considered to be riskier than MGRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBIN | MGRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.80% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 12.06% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 14.18% | +1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 15.75% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 15.57% | +3.50% |
BBIN vs. MGRAX - Expense Ratio Comparison
BBIN has a 0.07% expense ratio, which is lower than MGRAX's 1.06% expense ratio.
Dividends
BBIN vs. MGRAX - Dividend Comparison
BBIN's dividend yield for the trailing twelve months is around 3.56%, less than MGRAX's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBIN JPMorgan BetaBuilders International Equity ETF | 3.56% | 3.87% | 3.41% | 3.20% | 2.83% | 3.54% | 1.07% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
MGRAX MFS International Growth Fund | 5.16% | 5.35% | 5.99% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% |
Frequently Asked Questions
BBIN and MGRAX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBIN has higher volatility (4.65%) compared to MGRAX (3.80%). In terms of maximum drawdown, BBIN dropped -33.37% vs MGRAX's -55.29%.
BBIN currently has the higher Sharpe Ratio (1.59 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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