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MGIAX vs. FEQIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGIAX and FEQIX is 0.64, 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.


-0.50.00.51.00.6

Performance

MGIAX vs. FEQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Intrinsic Value Fund (MGIAX) and Fidelity Equity-Income Fund (FEQIX). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
783.89%
493.48%
MGIAX
FEQIX

Key characteristics

Sharpe Ratio

MGIAX:

-0.20

FEQIX:

1.20

Sortino Ratio

MGIAX:

-0.13

FEQIX:

1.67

Omega Ratio

MGIAX:

0.98

FEQIX:

1.22

Calmar Ratio

MGIAX:

-0.18

FEQIX:

1.30

Martin Ratio

MGIAX:

-0.86

FEQIX:

6.75

Ulcer Index

MGIAX:

4.05%

FEQIX:

1.81%

Daily Std Dev

MGIAX:

17.44%

FEQIX:

10.25%

Max Drawdown

MGIAX:

-49.33%

FEQIX:

-62.07%

Current Drawdown

MGIAX:

-18.54%

FEQIX:

-9.12%

Returns By Period

In the year-to-date period, MGIAX achieves a -4.42% return, which is significantly lower than FEQIX's 11.17% return. Over the past 10 years, MGIAX has outperformed FEQIX with an annualized return of 6.11%, while FEQIX has yielded a comparatively lower 4.60% annualized return.


MGIAX

YTD

-4.42%

1M

-12.15%

6M

-11.04%

1Y

-3.80%

5Y*

2.75%

10Y*

6.11%

FEQIX

YTD

11.17%

1M

-8.15%

6M

1.00%

1Y

11.89%

5Y*

5.92%

10Y*

4.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MGIAX vs. FEQIX - Expense Ratio Comparison

MGIAX has a 0.96% expense ratio, which is higher than FEQIX's 0.57% expense ratio.


MGIAX
MFS International Intrinsic Value Fund
Expense ratio chart for MGIAX: current value at 0.96% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.96%
Expense ratio chart for FEQIX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

MGIAX vs. FEQIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund (MGIAX) and Fidelity Equity-Income Fund (FEQIX). 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.


Sharpe ratio
The chart of Sharpe ratio for MGIAX, currently valued at -0.20, compared to the broader market-1.000.001.002.003.004.00-0.201.20
The chart of Sortino ratio for MGIAX, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.00-0.131.67
The chart of Omega ratio for MGIAX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.003.500.981.22
The chart of Calmar ratio for MGIAX, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.181.30
The chart of Martin ratio for MGIAX, currently valued at -0.86, compared to the broader market0.0020.0040.0060.00-0.866.75
MGIAX
FEQIX

The current MGIAX Sharpe Ratio is -0.20, which is lower than the FEQIX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of MGIAX and FEQIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
1.20
MGIAX
FEQIX

Dividends

MGIAX vs. FEQIX - Dividend Comparison

MGIAX has not paid dividends to shareholders, while FEQIX's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
MGIAX
MFS International Intrinsic Value Fund
0.00%1.83%0.83%0.74%0.41%0.82%1.37%1.40%1.51%1.32%5.34%3.68%
FEQIX
Fidelity Equity-Income Fund
1.25%1.78%1.93%1.55%1.50%1.82%2.73%2.03%2.37%7.35%8.14%2.18%

Drawdowns

MGIAX vs. FEQIX - Drawdown Comparison

The maximum MGIAX drawdown since its inception was -49.33%, smaller than the maximum FEQIX drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for MGIAX and FEQIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.54%
-9.12%
MGIAX
FEQIX

Volatility

MGIAX vs. FEQIX - Volatility Comparison

MFS International Intrinsic Value Fund (MGIAX) has a higher volatility of 12.83% compared to Fidelity Equity-Income Fund (FEQIX) at 3.88%. This indicates that MGIAX's price experiences larger fluctuations and is considered to be riskier than FEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
12.83%
3.88%
MGIAX
FEQIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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