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MGIAX vs. MTCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGIAX vs. MTCIX - Performance Comparison

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

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MGIAX vs. MTCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGIAX
MFS International Intrinsic Value Fund
-3.33%32.75%7.07%17.76%-23.24%10.25%20.16%25.57%-9.22%26.82%
MTCIX
MFS Technology Fund
-14.15%16.39%56.76%54.42%-36.18%14.11%46.45%38.84%1.85%38.78%

Returns By Period

In the year-to-date period, MGIAX achieves a -3.33% return, which is significantly higher than MTCIX's -14.15% return. Over the past 10 years, MGIAX has underperformed MTCIX with an annualized return of 9.30%, while MTCIX has yielded a comparatively higher 18.56% annualized return.


MGIAX

1D
0.33%
1M
-11.91%
YTD
-3.33%
6M
0.60%
1Y
18.38%
3Y*
14.07%
5Y*
6.88%
10Y*
9.30%

MTCIX

1D
-1.17%
1M
-9.04%
YTD
-14.15%
6M
-11.52%
1Y
13.36%
3Y*
27.60%
5Y*
12.01%
10Y*
18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGIAX vs. MTCIX - Expense Ratio Comparison

MGIAX has a 0.96% expense ratio, which is higher than MTCIX's 0.88% expense ratio.


Return for Risk

MGIAX vs. MTCIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGIAX
MGIAX Risk / Return Rank: 5757
Overall Rank
MGIAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MGIAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
MGIAX Omega Ratio Rank: 5757
Omega Ratio Rank
MGIAX Calmar Ratio Rank: 5656
Calmar Ratio Rank
MGIAX Martin Ratio Rank: 5353
Martin Ratio Rank

MTCIX
MTCIX Risk / Return Rank: 2020
Overall Rank
MTCIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MTCIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MTCIX Omega Ratio Rank: 2121
Omega Ratio Rank
MTCIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MTCIX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MGIAX vs. MTCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund (MGIAX) and MFS Technology Fund (MTCIX). 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.


MGIAXMTCIXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.52

+0.59

Sortino ratio

Return per unit of downside risk

1.50

0.91

+0.60

Omega ratio

Gain probability vs. loss probability

1.22

1.12

+0.10

Calmar ratio

Return relative to maximum drawdown

1.30

0.53

+0.77

Martin ratio

Return relative to average drawdown

5.17

1.80

+3.37

MGIAX vs. MTCIX - Sharpe Ratio Comparison

The current MGIAX Sharpe Ratio is 1.10, which is higher than the MTCIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MGIAX and MTCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MGIAXMTCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.52

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.48

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.78

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.35

+0.19

Correlation

The correlation between MGIAX and MTCIX is 0.58, 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

MGIAX vs. MTCIX - Dividend Comparison

MGIAX's dividend yield for the trailing twelve months is around 8.57%, less than MTCIX's 15.97% yield.


TTM20252024202320222021202020192018201720162015
MGIAX
MFS International Intrinsic Value Fund
8.57%8.28%12.79%11.81%14.57%7.59%5.30%3.89%4.41%2.48%1.62%3.10%
MTCIX
MFS Technology Fund
15.97%13.71%26.78%9.66%10.35%11.58%4.97%3.87%4.97%3.51%1.84%3.62%

Drawdowns

MGIAX vs. MTCIX - Drawdown Comparison

The maximum MGIAX drawdown since its inception was -51.94%, smaller than the maximum MTCIX drawdown of -82.78%. Use the drawdown chart below to compare losses from any high point for MGIAX and MTCIX.


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Drawdown Indicators


MGIAXMTCIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-82.78%

+30.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-18.59%

+6.16%

Max Drawdown (5Y)

Largest decline over 5 years

-37.13%

-42.74%

+5.61%

Max Drawdown (10Y)

Largest decline over 10 years

-37.13%

-42.74%

+5.61%

Current Drawdown

Current decline from peak

-11.91%

-18.59%

+6.68%

Average Drawdown

Average peak-to-trough decline

-8.66%

-30.02%

+21.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

5.52%

-2.39%

Volatility

MGIAX vs. MTCIX - Volatility Comparison

The current volatility for MFS International Intrinsic Value Fund (MGIAX) is 5.98%, while MFS Technology Fund (MTCIX) has a volatility of 6.97%. This indicates that MGIAX experiences smaller price fluctuations and is considered to be less risky than MTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGIAXMTCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

6.97%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

16.00%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

25.72%

-9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

25.29%

-8.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

23.91%

-8.36%