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KGGAX vs. MWNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KGGAX vs. MWNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kopernik Global All-Cap Fund Class A (KGGAX) and MFS International New Discovery Fund (MWNIX). The values are adjusted to include any dividend payments, if applicable.

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KGGAX vs. MWNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KGGAX
Kopernik Global All-Cap Fund Class A
7.29%64.46%-4.79%13.08%-9.24%16.59%36.89%9.76%-11.34%8.77%
MWNIX
MFS International New Discovery Fund
-1.93%16.88%0.90%13.03%-18.63%5.06%9.98%22.85%-10.41%30.67%

Returns By Period

In the year-to-date period, KGGAX achieves a 7.29% return, which is significantly higher than MWNIX's -1.93% return. Over the past 10 years, KGGAX has outperformed MWNIX with an annualized return of 14.57%, while MWNIX has yielded a comparatively lower 5.78% annualized return.


KGGAX

1D
2.57%
1M
-7.09%
YTD
7.29%
6M
14.89%
1Y
54.61%
3Y*
22.34%
5Y*
12.91%
10Y*
14.57%

MWNIX

1D
2.26%
1M
-8.30%
YTD
-1.93%
6M
-2.76%
1Y
11.40%
3Y*
7.25%
5Y*
1.94%
10Y*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KGGAX vs. MWNIX - Expense Ratio Comparison

KGGAX has a 1.26% expense ratio, which is higher than MWNIX's 1.03% expense ratio.


Return for Risk

KGGAX vs. MWNIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KGGAX
KGGAX Risk / Return Rank: 9898
Overall Rank
KGGAX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KGGAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
KGGAX Omega Ratio Rank: 9797
Omega Ratio Rank
KGGAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
KGGAX Martin Ratio Rank: 9797
Martin Ratio Rank

MWNIX
MWNIX Risk / Return Rank: 3333
Overall Rank
MWNIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MWNIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
MWNIX Omega Ratio Rank: 3636
Omega Ratio Rank
MWNIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MWNIX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KGGAX vs. MWNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kopernik Global All-Cap Fund Class A (KGGAX) and MFS International New Discovery Fund (MWNIX). 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.


KGGAXMWNIXDifference

Sharpe ratio

Return per unit of total volatility

3.54

0.97

+2.57

Sortino ratio

Return per unit of downside risk

4.19

1.31

+2.88

Omega ratio

Gain probability vs. loss probability

1.63

1.19

+0.44

Calmar ratio

Return relative to maximum drawdown

5.00

0.90

+4.10

Martin ratio

Return relative to average drawdown

18.23

3.41

+14.82

KGGAX vs. MWNIX - Sharpe Ratio Comparison

The current KGGAX Sharpe Ratio is 3.54, which is higher than the MWNIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of KGGAX and MWNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KGGAXMWNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.54

0.97

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.15

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.42

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.57

+0.04

Correlation

The correlation between KGGAX and MWNIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KGGAX vs. MWNIX - Dividend Comparison

KGGAX's dividend yield for the trailing twelve months is around 15.02%, more than MWNIX's 3.30% yield.


TTM20252024202320222021202020192018201720162015
KGGAX
Kopernik Global All-Cap Fund Class A
15.02%16.11%1.04%8.29%13.22%9.00%4.59%2.72%0.00%4.12%3.09%0.40%
MWNIX
MFS International New Discovery Fund
3.30%3.24%7.61%4.05%5.68%5.06%3.90%2.67%6.68%1.63%1.09%1.12%

Drawdowns

KGGAX vs. MWNIX - Drawdown Comparison

The maximum KGGAX drawdown since its inception was -45.27%, smaller than the maximum MWNIX drawdown of -58.38%. Use the drawdown chart below to compare losses from any high point for KGGAX and MWNIX.


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Drawdown Indicators


KGGAXMWNIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.27%

-58.38%

+13.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-11.78%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-33.67%

+7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.90%

-34.72%

+2.82%

Current Drawdown

Current decline from peak

-7.14%

-9.78%

+2.64%

Average Drawdown

Average peak-to-trough decline

-9.76%

-9.61%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.12%

-0.20%

Volatility

KGGAX vs. MWNIX - Volatility Comparison

Kopernik Global All-Cap Fund Class A (KGGAX) has a higher volatility of 6.36% compared to MFS International New Discovery Fund (MWNIX) at 5.70%. This indicates that KGGAX's price experiences larger fluctuations and is considered to be riskier than MWNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KGGAXMWNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

5.70%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

8.51%

+4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

12.29%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

13.06%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

13.92%

+1.16%