FPE vs. MGRVX
Compare and contrast key facts about First Trust Preferred Securities & Income ETF (FPE) and MFS International Growth Fund Class R4 (MGRVX).
FPE is an actively managed fund by First Trust. It was launched on Feb 12, 2013. MGRVX is managed by MFS. It was launched on Oct 1, 2008.
Performance
FPE vs. MGRVX - Performance Comparison
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FPE vs. MGRVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPE First Trust Preferred Securities & Income ETF | -0.83% | 9.21% | 11.17% | 6.84% | -12.77% | 5.24% | 6.00% | 18.15% | -4.98% | 11.26% |
MGRVX MFS International Growth Fund Class R4 | -3.51% | 21.04% | 9.10% | 14.82% | -15.10% | 9.50% | 15.70% | 27.19% | -8.87% | 32.47% |
Returns By Period
In the year-to-date period, FPE achieves a -0.83% return, which is significantly higher than MGRVX's -3.51% return. Over the past 10 years, FPE has underperformed MGRVX with an annualized return of 5.27%, while MGRVX has yielded a comparatively higher 9.44% annualized return.
FPE
- 1D
- 0.39%
- 1M
- -2.07%
- YTD
- -0.83%
- 6M
- 0.32%
- 1Y
- 7.37%
- 3Y*
- 10.06%
- 5Y*
- 3.11%
- 10Y*
- 5.27%
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%
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FPE vs. MGRVX - Expense Ratio Comparison
FPE has a 0.85% expense ratio, which is higher than MGRVX's 0.83% expense ratio.
Return for Risk
FPE vs. MGRVX — Risk / Return Rank
FPE
MGRVX
FPE vs. MGRVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Preferred Securities & Income ETF (FPE) 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.
| FPE | MGRVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.84 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.19 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.16 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 0.88 | +0.94 |
Martin ratioReturn relative to average drawdown | 7.31 | 3.48 | +3.83 |
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
| FPE | MGRVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.84 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.38 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.42 | +0.10 |
Correlation
The correlation between FPE and MGRVX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FPE vs. MGRVX - Dividend Comparison
FPE's dividend yield for the trailing twelve months is around 5.93%, more than MGRVX's 5.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPE First Trust Preferred Securities & Income ETF | 5.93% | 5.81% | 5.68% | 6.03% | 5.67% | 4.48% | 4.88% | 5.32% | 6.14% | 5.39% | 5.97% | 5.49% |
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
FPE vs. MGRVX - Drawdown Comparison
The maximum FPE drawdown since its inception was -33.35%, smaller than the maximum MGRVX drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for FPE and MGRVX.
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Drawdown Indicators
| FPE | MGRVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -36.30% | +2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -4.08% | -12.40% | +8.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.65% | -30.56% | +10.91% |
Max Drawdown (10Y)Largest decline over 10 years | -33.35% | -30.56% | -2.79% |
Current DrawdownCurrent decline from peak | -2.61% | -9.87% | +7.26% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -6.67% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 3.14% | -2.12% |
Volatility
FPE vs. MGRVX - Volatility Comparison
The current volatility for First Trust Preferred Securities & Income ETF (FPE) is 2.27%, while MFS International Growth Fund Class R4 (MGRVX) has a volatility of 6.52%. This indicates that FPE 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
| FPE | MGRVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.27% | 6.52% | -4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 3.15% | 9.85% | -6.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.34% | 14.49% | -9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.59% | 15.48% | -8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.16% | 15.69% | -5.53% |