DOXFX vs. MGRDX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and MFS International Growth Fund R6 (MGRDX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. MGRDX is an actively managed fund by MFS. It was launched on May 1, 2006.
Performance
DOXFX vs. MGRDX - Performance Comparison
Loading graphics...
DOXFX vs. MGRDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | -1.76% | 38.90% | 3.85% | 16.81% | -0.58% |
MGRDX MFS International Growth Fund R6 | -6.04% | 21.18% | 9.22% | 14.99% | -2.91% |
Returns By Period
In the year-to-date period, DOXFX achieves a -1.76% return, which is significantly higher than MGRDX's -6.04% return.
DOXFX
- 1D
- -0.12%
- 1M
- -10.86%
- YTD
- -1.76%
- 6M
- 3.40%
- 1Y
- 24.39%
- 3Y*
- 15.94%
- 5Y*
- —
- 10Y*
- —
MGRDX
- 1D
- 0.16%
- 1M
- -12.25%
- YTD
- -6.04%
- 6M
- -4.72%
- 1Y
- 9.18%
- 3Y*
- 9.39%
- 5Y*
- 5.75%
- 10Y*
- 9.26%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DOXFX vs. MGRDX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is lower than MGRDX's 0.72% expense ratio.
Return for Risk
DOXFX vs. MGRDX — Risk / Return Rank
DOXFX
MGRDX
DOXFX vs. MGRDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and MFS International Growth Fund R6 (MGRDX). 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.
| DOXFX | MGRDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 0.57 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.03 | 0.84 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.11 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.58 | +1.29 |
Martin ratioReturn relative to average drawdown | 7.32 | 2.34 | +4.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DOXFX | MGRDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 0.57 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.27 | +0.93 |
Correlation
The correlation between DOXFX and MGRDX is 0.86, 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
DOXFX vs. MGRDX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 5.24%, less than MGRDX's 5.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 5.24% | 5.15% | 2.36% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGRDX MFS International Growth Fund R6 | 5.99% | 5.63% | 6.35% | 2.90% | 3.06% | 6.97% | 0.80% | 1.51% | 4.20% | 2.61% | 1.45% | 1.20% |
Drawdowns
DOXFX vs. MGRDX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum MGRDX drawdown of -60.75%. Use the drawdown chart below to compare losses from any high point for DOXFX and MGRDX.
Loading graphics...
Drawdown Indicators
| DOXFX | MGRDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.41% | -60.75% | +46.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -12.39% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.60% | — |
Current DrawdownCurrent decline from peak | -10.86% | -12.25% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -12.49% | +9.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.08% | -0.08% |
Volatility
DOXFX vs. MGRDX - Volatility Comparison
Dodge & Cox International Stock X (DOXFX) has a higher volatility of 6.48% compared to MFS International Growth Fund R6 (MGRDX) at 5.78%. This indicates that DOXFX's price experiences larger fluctuations and is considered to be riskier than MGRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DOXFX | MGRDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.48% | 5.78% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 9.51% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 14.28% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 15.46% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.75% | 15.68% | -1.93% |