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

Correlation

The correlation between MGIAX and HEFA is 0.75, 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.


-0.50.00.51.00.8

Performance

MGIAX vs. HEFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Intrinsic Value Fund (MGIAX) and iShares Currency Hedged MSCI EAFE ETF (HEFA). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
91.61%
146.29%
MGIAX
HEFA

Key characteristics

Sharpe Ratio

MGIAX:

-0.20

HEFA:

1.24

Sortino Ratio

MGIAX:

-0.13

HEFA:

1.68

Omega Ratio

MGIAX:

0.98

HEFA:

1.23

Calmar Ratio

MGIAX:

-0.18

HEFA:

1.40

Martin Ratio

MGIAX:

-0.86

HEFA:

6.32

Ulcer Index

MGIAX:

4.05%

HEFA:

2.17%

Daily Std Dev

MGIAX:

17.44%

HEFA:

11.11%

Max Drawdown

MGIAX:

-49.33%

HEFA:

-32.39%

Current Drawdown

MGIAX:

-18.54%

HEFA:

-2.36%

Returns By Period

In the year-to-date period, MGIAX achieves a -4.42% return, which is significantly lower than HEFA's 13.22% return. Over the past 10 years, MGIAX has underperformed HEFA with an annualized return of 6.11%, while HEFA has yielded a comparatively higher 8.56% annualized return.


MGIAX

YTD

-4.42%

1M

-12.15%

6M

-11.04%

1Y

-3.80%

5Y*

2.75%

10Y*

6.11%

HEFA

YTD

13.22%

1M

-0.22%

6M

0.52%

1Y

13.60%

5Y*

9.47%

10Y*

8.56%

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. HEFA - Expense Ratio Comparison

MGIAX has a 0.96% expense ratio, which is higher than HEFA's 0.35% 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 HEFA: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

MGIAX vs. HEFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund (MGIAX) and iShares Currency Hedged MSCI EAFE ETF (HEFA). 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-1.000.001.002.003.004.00-0.201.24
The chart of Sortino ratio for MGIAX, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.00-0.131.68
The chart of Omega ratio for MGIAX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.003.500.981.23
The chart of Calmar ratio for MGIAX, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.181.40
The chart of Martin ratio for MGIAX, currently valued at -0.86, compared to the broader market0.0020.0040.0060.00-0.866.32
MGIAX
HEFA

The current MGIAX Sharpe Ratio is -0.20, which is lower than the HEFA Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of MGIAX and HEFA, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
1.24
MGIAX
HEFA

Dividends

MGIAX vs. HEFA - Dividend Comparison

MGIAX has not paid dividends to shareholders, while HEFA's dividend yield for the trailing twelve months is around 3.10%.


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%
HEFA
iShares Currency Hedged MSCI EAFE ETF
3.10%3.01%25.14%3.06%2.10%5.37%4.58%2.55%3.17%3.54%3.39%0.00%

Drawdowns

MGIAX vs. HEFA - Drawdown Comparison

The maximum MGIAX drawdown since its inception was -49.33%, which is greater than HEFA's maximum drawdown of -32.39%. Use the drawdown chart below to compare losses from any high point for MGIAX and HEFA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.54%
-2.36%
MGIAX
HEFA

Volatility

MGIAX vs. HEFA - Volatility Comparison

MFS International Intrinsic Value Fund (MGIAX) has a higher volatility of 12.83% compared to iShares Currency Hedged MSCI EAFE ETF (HEFA) at 3.03%. This indicates that MGIAX's price experiences larger fluctuations and is considered to be riskier than HEFA 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%
3.03%
MGIAX
HEFA
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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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