MEGI vs. MVGIX
Compare and contrast key facts about NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) and MFS Low Volatility Global Equity Fund (MVGIX).
MEGI is managed by CBRE. It was launched on Jan 1, 2021. MVGIX is managed by MFS. It was launched on Dec 4, 2013.
Performance
MEGI vs. MVGIX - Performance Comparison
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MEGI vs. MVGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MEGI NYLI CBRE Global Infrastructure Megatrends Term Fund | 9.55% | 26.19% | 5.19% | 5.52% | -23.32% | -3.50% |
MVGIX MFS Low Volatility Global Equity Fund | -1.45% | 16.30% | 12.64% | 13.71% | -8.21% | 2.68% |
Returns By Period
In the year-to-date period, MEGI achieves a 9.55% return, which is significantly higher than MVGIX's -1.45% return.
MEGI
- 1D
- 1.66%
- 1M
- -6.40%
- YTD
- 9.55%
- 6M
- 5.47%
- 1Y
- 22.75%
- 3Y*
- 12.97%
- 5Y*
- —
- 10Y*
- —
MVGIX
- 1D
- 0.24%
- 1M
- -8.44%
- YTD
- -1.45%
- 6M
- 0.36%
- 1Y
- 10.67%
- 3Y*
- 12.18%
- 5Y*
- 8.97%
- 10Y*
- 8.97%
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MEGI vs. MVGIX - Expense Ratio Comparison
MEGI has a 0.02% expense ratio, which is lower than MVGIX's 0.74% expense ratio.
Return for Risk
MEGI vs. MVGIX — Risk / Return Rank
MEGI
MVGIX
MEGI vs. MVGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) 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.
| MEGI | MVGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.06 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.48 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.20 | +0.53 |
Martin ratioReturn relative to average drawdown | 5.88 | 5.19 | +0.69 |
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
| MEGI | MVGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.06 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.86 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.72 | -0.57 |
Correlation
The correlation between MEGI and MVGIX is 0.56, 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
MEGI vs. MVGIX - Dividend Comparison
MEGI's dividend yield for the trailing twelve months is around 10.21%, less than MVGIX's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEGI NYLI CBRE Global Infrastructure Megatrends Term Fund | 10.21% | 10.90% | 12.33% | 10.66% | 9.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MVGIX MFS Low Volatility Global Equity Fund | 11.10% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
Drawdowns
MEGI vs. MVGIX - Drawdown Comparison
The maximum MEGI drawdown since its inception was -39.48%, which is greater than MVGIX's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for MEGI and MVGIX.
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Drawdown Indicators
| MEGI | MVGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.48% | -30.19% | -9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -8.65% | -4.88% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.01% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.19% | — |
Current DrawdownCurrent decline from peak | -6.40% | -8.44% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -15.13% | -2.89% | -12.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 1.99% | +1.97% |
Volatility
MEGI vs. MVGIX - Volatility Comparison
NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) has a higher volatility of 5.74% compared to MFS Low Volatility Global Equity Fund (MVGIX) at 3.22%. This indicates that MEGI'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
| MEGI | MVGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 3.22% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 5.74% | +5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 10.51% | +7.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.08% | 10.51% | +9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 12.38% | +7.70% |