MDISX vs. MGRAX
Compare and contrast key facts about Franklin Mutual Global Discovery Fund (MDISX) and MFS International Growth Fund (MGRAX).
MDISX is managed by Franklin Templeton. It was launched on Dec 30, 1992. MGRAX is managed by MFS. It was launched on Oct 23, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDISX or MGRAX.
Key characteristics
| MDISX | MGRAX | |
|---|---|---|
| YTD Return | 8.31% | 15.63% |
| 1Y Return | 21.35% | 31.79% |
| 3Y Return (Ann) | 7.36% | 4.08% |
| 5Y Return (Ann) | 8.74% | 8.86% |
| 10Y Return (Ann) | 7.23% | 8.50% |
| Sharpe Ratio | 1.96 | 2.54 |
| Sortino Ratio | 2.73 | 3.62 |
| Omega Ratio | 1.34 | 1.45 |
| Calmar Ratio | 2.38 | 1.77 |
| Martin Ratio | 11.34 | 14.73 |
| Ulcer Index | 1.80% | 2.09% |
| Daily Std Dev | 10.39% | 12.08% |
| Max Drawdown | -40.15% | -53.93% |
| Current Drawdown | -1.73% | -2.89% |
Correlation
The correlation between MDISX and MGRAX is 0.76, 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.
Performance
MDISX vs. MGRAX - Performance Comparison
In the year-to-date period, MDISX achieves a 8.31% return, which is significantly lower than MGRAX's 15.63% return. Over the past 10 years, MDISX has underperformed MGRAX with an annualized return of 7.23%, while MGRAX has yielded a comparatively higher 8.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MDISX vs. MGRAX - Expense Ratio Comparison
MDISX has a 0.95% expense ratio, which is lower than MGRAX's 1.06% expense ratio.
Risk-Adjusted Performance
MDISX vs. MGRAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Global Discovery Fund (MDISX) and MFS International Growth Fund (MGRAX). 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.
Dividends
MDISX vs. MGRAX - Dividend Comparison
MDISX's dividend yield for the trailing twelve months is around 7.34%, more than MGRAX's 2.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDISX Franklin Mutual Global Discovery Fund | 7.34% | 7.12% | 10.29% | 8.75% | 3.50% | 7.21% | 7.50% | 5.42% | 6.33% | 9.53% | 8.98% | 6.56% |
MGRAX MFS International Growth Fund | 2.21% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% | 3.58% | 1.61% |
Drawdowns
MDISX vs. MGRAX - Drawdown Comparison
The maximum MDISX drawdown since its inception was -40.15%, smaller than the maximum MGRAX drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for MDISX and MGRAX. For additional features, visit the drawdowns tool.
Volatility
MDISX vs. MGRAX - Volatility Comparison
The current volatility for Franklin Mutual Global Discovery Fund (MDISX) is 3.03%, while MFS International Growth Fund (MGRAX) has a volatility of 3.72%. This indicates that MDISX experiences smaller price fluctuations and is considered to be less risky than MGRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.