MGIAX vs. JPST
Compare and contrast key facts about MFS International Intrinsic Value Fund (MGIAX) and JPMorgan Ultra-Short Income ETF (JPST).
MGIAX is managed by MFS. It was launched on Oct 23, 1995. JPST is an actively managed fund by JPMorgan Chase. It was launched on May 17, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGIAX or JPST.
Key characteristics
| MGIAX | JPST | |
|---|---|---|
| YTD Return | 11.22% | 4.91% |
| 1Y Return | 21.50% | 6.19% |
| 3Y Return (Ann) | 0.22% | 3.69% |
| 5Y Return (Ann) | 6.77% | 2.75% |
| Sharpe Ratio | 1.69 | 11.73 |
| Sortino Ratio | 2.36 | 29.69 |
| Omega Ratio | 1.30 | 6.69 |
| Calmar Ratio | 1.25 | 62.59 |
| Martin Ratio | 9.50 | 366.04 |
| Ulcer Index | 2.32% | 0.02% |
| Daily Std Dev | 13.03% | 0.53% |
| Max Drawdown | -49.33% | -3.28% |
| Current Drawdown | -5.22% | 0.00% |
Correlation
The correlation between MGIAX and JPST is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MGIAX vs. JPST - Performance Comparison
In the year-to-date period, MGIAX achieves a 11.22% return, which is significantly higher than JPST's 4.91% 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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MGIAX vs. JPST - Expense Ratio Comparison
MGIAX has a 0.96% expense ratio, which is higher than JPST's 0.18% expense ratio.
Risk-Adjusted Performance
MGIAX vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund (MGIAX) and JPMorgan Ultra-Short Income ETF (JPST). 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
MGIAX vs. JPST - Dividend Comparison
MGIAX's dividend yield for the trailing twelve months is around 1.64%, less than JPST's 5.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGIAX MFS International Intrinsic Value Fund | 1.64% | 1.83% | 0.83% | 0.74% | 0.41% | 0.82% | 1.37% | 1.40% | 1.51% | 1.32% | 5.34% | 3.68% |
JPST JPMorgan Ultra-Short Income ETF | 5.26% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MGIAX vs. JPST - Drawdown Comparison
The maximum MGIAX drawdown since its inception was -49.33%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for MGIAX and JPST. For additional features, visit the drawdowns tool.
Volatility
MGIAX vs. JPST - Volatility Comparison
MFS International Intrinsic Value Fund (MGIAX) has a higher volatility of 3.67% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.15%. This indicates that MGIAX's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.