ENTIX vs. MVGIX
ENTIX (ERShares Global Entrepreneurs™) and MVGIX (MFS Low Volatility Global Equity Fund) are both Global Equities funds. Over the past 10 years, ENTIX returned 9.64%/yr vs 9.33%/yr for MVGIX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. ENTIX charges 1.29%/yr vs 0.74%/yr for MVGIX.
Performance
ENTIX vs. MVGIX - Performance Comparison
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Returns By Period
In the year-to-date period, ENTIX achieves a -5.15% return, which is significantly lower than MVGIX's 7.20% return. Both investments have delivered pretty close results over the past 10 years, with ENTIX having a 9.64% annualized return and MVGIX not far behind at 9.33%.
ENTIX
- 1D
- 0.43%
- 1M
- -1.62%
- 6M
- -0.37%
- YTD
- -5.15%
- 1Y
- -2.90%
- 3Y*
- 16.38%
- 5Y*
- 3.65%
- 10Y*
- 9.64%
- ALL TIME*
- 8.78%
MVGIX
- 1D
- -0.81%
- 1M
- 2.39%
- 6M
- 4.07%
- YTD
- 7.20%
- 1Y
- 14.26%
- 3Y*
- 13.48%
- 5Y*
- 8.88%
- 10Y*
- 9.33%
- ALL TIME*
- 9.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ENTIX vs. MVGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | -5.15% | 22.05% | 33.84% | 23.82% | -31.67% | -8.38% | 38.75% | 27.65% | -11.04% | 30.17% |
MVGIX MFS Low Volatility Global Equity Fund | 7.20% | 16.30% | 12.64% | 13.71% | -8.21% | 16.84% | 5.47% | 20.59% | -2.40% | 18.49% |
Correlation
The correlation between ENTIX and MVGIX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2013 | 0.67 |
Over the past year, the correlation between ENTIX and MVGIX has dropped to 0.38 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
ENTIX vs. MVGIX — Risk / Return Rank
ENTIX
MVGIX
ENTIX vs. MVGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ERShares Global Entrepreneurs™ (ENTIX) and MFS Low Volatility Global Equity Fund (MVGIX). 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.
| ENTIX | MVGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.32 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 1.65 | -1.86 |
| Martin ratioReturn relative to average drawdown | -0.44 | 4.91 | -5.35 |
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Drawdowns
ENTIX vs. MVGIX - Drawdown Comparison
The maximum ENTIX drawdown since its inception was -54.84%, which is greater than MVGIX's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for ENTIX and MVGIX.
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Drawdown Indicators
| ENTIX | MVGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.84% | -30.19% | -24.65% |
Max Drawdown (1Y)Largest decline over 1 year | -25.35% | -8.65% | -16.70% |
Max Drawdown (3Y)Largest decline over 3 years | -25.35% | -8.70% | -16.65% |
Max Drawdown (5Y)Largest decline over 5 years | -44.18% | -18.01% | -26.17% |
Max Drawdown (10Y)Largest decline over 10 years | -54.84% | -30.19% | -24.65% |
Current DrawdownCurrent decline from peak | -12.65% | -0.81% | -11.84% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -2.91% | -10.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.10% | 2.90% | +9.20% |
Volatility
ENTIX vs. MVGIX - Volatility Comparison
ERShares Global Entrepreneurs™ (ENTIX) has a higher volatility of 4.27% compared to MFS Low Volatility Global Equity Fund (MVGIX) at 2.82%. This indicates that ENTIX's price experiences larger fluctuations and is considered to be riskier than MVGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENTIX | MVGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 2.82% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 16.03% | 6.72% | +9.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 8.33% | +12.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 10.57% | +11.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.93% | 12.35% | +8.58% |
ENTIX vs. MVGIX - Expense Ratio Comparison
ENTIX has a 1.29% expense ratio, which is higher than MVGIX's 0.74% expense ratio.
Dividends
ENTIX vs. MVGIX - Dividend Comparison
ENTIX's dividend yield for the trailing twelve months is around 0.05%, less than MVGIX's 10.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | 0.05% | 0.04% | 0.61% | 0.07% | 0.00% | 29.89% | 10.55% | 3.00% | 2.92% | 8.18% | 0.00% | 0.37% |
MVGIX MFS Low Volatility Global Equity Fund | 10.02% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
Frequently Asked Questions
ENTIX and MVGIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENTIX has higher volatility (4.27%) compared to MVGIX (2.82%). In terms of maximum drawdown, ENTIX dropped -54.84% vs MVGIX's -30.19%.
MVGIX currently has the higher Sharpe Ratio (1.72 vs -0.26), 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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