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BSPGX vs. MGRVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSPGX vs. MGRVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund Class G (BSPGX) and MFS International Growth Fund Class R4 (MGRVX). The values are adjusted to include any dividend payments, if applicable.

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BSPGX vs. MGRVX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSPGX
iShares S&P 500 Index Fund Class G
-4.63%17.85%24.96%26.27%-18.12%28.66%19.16%11.06%
MGRVX
MFS International Growth Fund Class R4
-3.51%21.04%9.10%14.82%-15.10%9.50%15.70%6.85%

Returns By Period

In the year-to-date period, BSPGX achieves a -4.63% return, which is significantly lower than MGRVX's -3.51% return.


BSPGX

1D
2.62%
1M
-5.31%
YTD
-4.63%
6M
-2.46%
1Y
16.97%
3Y*
18.17%
5Y*
11.71%
10Y*

MGRVX

1D
2.71%
1M
-8.23%
YTD
-3.51%
6M
-2.79%
1Y
11.25%
3Y*
10.25%
5Y*
5.91%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSPGX vs. MGRVX - Expense Ratio Comparison

BSPGX has a 0.01% expense ratio, which is lower than MGRVX's 0.83% expense ratio.


Return for Risk

BSPGX vs. MGRVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSPGX
BSPGX Risk / Return Rank: 5252
Overall Rank
BSPGX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BSPGX Sortino Ratio Rank: 4646
Sortino Ratio Rank
BSPGX Omega Ratio Rank: 4949
Omega Ratio Rank
BSPGX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BSPGX Martin Ratio Rank: 6868
Martin Ratio Rank

MGRVX
MGRVX Risk / Return Rank: 2929
Overall Rank
MGRVX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MGRVX Sortino Ratio Rank: 3030
Sortino Ratio Rank
MGRVX Omega Ratio Rank: 2828
Omega Ratio Rank
MGRVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MGRVX Martin Ratio Rank: 2828
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.

BSPGX vs. MGRVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Class G (BSPGX) and MFS International Growth Fund Class R4 (MGRVX). 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.


BSPGXMGRVXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.84

+0.13

Sortino ratio

Return per unit of downside risk

1.47

1.19

+0.28

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

1.49

0.88

+0.61

Martin ratio

Return relative to average drawdown

7.16

3.48

+3.68

BSPGX vs. MGRVX - Sharpe Ratio Comparison

The current BSPGX Sharpe Ratio is 0.96, which is comparable to the MGRVX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BSPGX and MGRVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSPGXMGRVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.84

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.38

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.42

+0.30

Correlation

The correlation between BSPGX and MGRVX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSPGX vs. MGRVX - Dividend Comparison

BSPGX's dividend yield for the trailing twelve months is around 1.56%, less than MGRVX's 5.70% yield.


TTM20252024202320222021202020192018201720162015
BSPGX
iShares S&P 500 Index Fund Class G
1.56%1.74%1.43%1.52%2.04%1.83%2.09%2.25%0.00%0.00%0.00%0.00%
MGRVX
MFS International Growth Fund Class R4
5.70%5.50%6.21%2.73%2.94%6.84%0.72%1.48%4.10%2.53%1.22%1.15%

Drawdowns

BSPGX vs. MGRVX - Drawdown Comparison

The maximum BSPGX drawdown since its inception was -33.74%, smaller than the maximum MGRVX drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for BSPGX and MGRVX.


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Drawdown Indicators


BSPGXMGRVXDifference

Max Drawdown

Largest peak-to-trough decline

-33.74%

-36.30%

+2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.40%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-30.56%

+6.06%

Max Drawdown (10Y)

Largest decline over 10 years

-30.56%

Current Drawdown

Current decline from peak

-6.51%

-9.87%

+3.36%

Average Drawdown

Average peak-to-trough decline

-5.20%

-6.67%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.14%

-0.62%

Volatility

BSPGX vs. MGRVX - Volatility Comparison

The current volatility for iShares S&P 500 Index Fund Class G (BSPGX) is 5.17%, while MFS International Growth Fund Class R4 (MGRVX) has a volatility of 6.52%. This indicates that BSPGX experiences smaller price fluctuations and is considered to be less risky than MGRVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSPGXMGRVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

6.52%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

9.85%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

14.49%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

15.48%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

15.69%

+4.48%