DVRIX vs. CGFIX
Compare and contrast key facts about MFS Global Alternative Strategy Fund (DVRIX) and abrdn Global Absolute Return Strategies Fund (CGFIX).
DVRIX is managed by MFS. It was launched on Dec 19, 2007. CGFIX is managed by Aberdeen. It was launched on Oct 31, 1990.
Performance
DVRIX vs. CGFIX - Performance Comparison
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DVRIX vs. CGFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, DVRIX achieves a -0.42% return, which is significantly lower than CGFIX's -0.35% return. Over the past 10 years, DVRIX has outperformed CGFIX with an annualized return of 4.85%, while CGFIX has yielded a comparatively lower 1.91% annualized return.
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%
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%
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DVRIX vs. CGFIX - Expense Ratio Comparison
DVRIX has a 1.05% expense ratio, which is higher than CGFIX's 0.78% expense ratio.
Return for Risk
DVRIX vs. CGFIX — Risk / Return Rank
DVRIX
CGFIX
DVRIX vs. CGFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Alternative Strategy Fund (DVRIX) and abrdn Global Absolute Return Strategies Fund (CGFIX). 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.
| DVRIX | CGFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.48 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.72 | 2.04 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.93 | -0.28 |
Martin ratioReturn relative to average drawdown | 7.05 | 8.06 | -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
| DVRIX | CGFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.48 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | -0.01 | +1.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.40 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.89 | -0.47 |
Correlation
The correlation between DVRIX and CGFIX 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
DVRIX vs. CGFIX - Dividend Comparison
DVRIX's dividend yield for the trailing twelve months is around 1.15%, less than CGFIX's 6.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
DVRIX vs. CGFIX - Drawdown Comparison
The maximum DVRIX drawdown since its inception was -36.61%, which is greater than CGFIX's maximum drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for DVRIX and CGFIX.
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Drawdown Indicators
| DVRIX | CGFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.61% | -20.28% | -16.33% |
Max Drawdown (1Y)Largest decline over 1 year | -3.45% | -2.78% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -9.88% | -20.28% | +10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -12.80% | -20.28% | +7.48% |
Current DrawdownCurrent decline from peak | -2.81% | -3.32% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -3.20% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 0.67% | +0.14% |
Volatility
DVRIX vs. CGFIX - Volatility Comparison
MFS Global Alternative Strategy Fund (DVRIX) and abrdn Global Absolute Return Strategies Fund (CGFIX) have volatilities of 1.43% and 1.50%, 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
| DVRIX | CGFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.50% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 2.12% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.76% | 3.48% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.83% | 5.76% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 4.74% | +0.47% |