CGFIX vs. DVRIX
Compare and contrast key facts about abrdn Global Absolute Return Strategies Fund (CGFIX) and MFS Global Alternative Strategy Fund (DVRIX).
CGFIX is managed by Aberdeen. It was launched on Oct 31, 1990. DVRIX is managed by MFS. It was launched on Dec 19, 2007.
Performance
CGFIX vs. DVRIX - Performance Comparison
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CGFIX vs. DVRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGFIX abrdn Global Absolute Return Strategies Fund | -0.35% | 5.79% | 4.85% | -2.54% | -9.99% | 1.39% | 6.37% | 7.26% | 0.97% | 1.62% |
DVRIX MFS Global Alternative Strategy Fund | -0.42% | 10.87% | 9.66% | 9.22% | -5.10% | 3.67% | 4.66% | 13.01% | -0.39% | 6.40% |
Returns By Period
In the year-to-date period, CGFIX achieves a -0.35% return, which is significantly higher than DVRIX's -0.42% return. Over the past 10 years, CGFIX has underperformed DVRIX with an annualized return of 1.91%, while DVRIX has yielded a comparatively higher 4.85% annualized return.
CGFIX
- 1D
- 0.36%
- 1M
- -2.43%
- YTD
- -0.35%
- 6M
- 0.47%
- 1Y
- 4.99%
- 3Y*
- 3.59%
- 5Y*
- -0.04%
- 10Y*
- 1.91%
DVRIX
- 1D
- 0.28%
- 1M
- -2.81%
- YTD
- -0.42%
- 6M
- 0.45%
- 1Y
- 5.69%
- 3Y*
- 8.70%
- 5Y*
- 5.55%
- 10Y*
- 4.85%
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CGFIX vs. DVRIX - Expense Ratio Comparison
CGFIX has a 0.78% expense ratio, which is lower than DVRIX's 1.05% expense ratio.
Return for Risk
CGFIX vs. DVRIX — Risk / Return Rank
CGFIX
DVRIX
CGFIX vs. DVRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Global Absolute Return Strategies Fund (CGFIX) and MFS Global Alternative Strategy Fund (DVRIX). 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.
| CGFIX | DVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.24 | +0.24 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.72 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.27 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.65 | +0.28 |
Martin ratioReturn relative to average drawdown | 8.06 | 7.05 | +1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGFIX | DVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.24 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 1.15 | -1.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.93 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.42 | +0.47 |
Correlation
The correlation between CGFIX and DVRIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CGFIX vs. DVRIX - Dividend Comparison
CGFIX's dividend yield for the trailing twelve months is around 6.14%, more than DVRIX's 1.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGFIX abrdn Global Absolute Return Strategies Fund | 6.14% | 5.51% | 6.43% | 2.08% | 0.00% | 7.49% | 0.23% | 3.29% | 6.05% | 0.33% | 1.12% | 0.35% |
DVRIX MFS Global Alternative Strategy Fund | 1.15% | 1.15% | 1.65% | 1.15% | 0.60% | 0.60% | 0.64% | 1.14% | 1.11% | 2.17% | 2.87% | 1.15% |
Drawdowns
CGFIX vs. DVRIX - Drawdown Comparison
The maximum CGFIX drawdown since its inception was -20.28%, smaller than the maximum DVRIX drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for CGFIX and DVRIX.
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Drawdown Indicators
| CGFIX | DVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.28% | -36.61% | +16.33% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | -3.45% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -9.88% | -10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -20.28% | -12.80% | -7.48% |
Current DrawdownCurrent decline from peak | -3.32% | -2.81% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -4.13% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 0.81% | -0.14% |
Volatility
CGFIX vs. DVRIX - Volatility Comparison
abrdn Global Absolute Return Strategies Fund (CGFIX) and MFS Global Alternative Strategy Fund (DVRIX) have volatilities of 1.50% and 1.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGFIX | DVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 1.43% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 2.69% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 4.76% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.76% | 4.83% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.74% | 5.21% | -0.47% |