MGIAX vs. MTCIX
Compare and contrast key facts about MFS International Intrinsic Value Fund (MGIAX) and MFS Technology Fund (MTCIX).
MGIAX is managed by MFS. It was launched on Oct 23, 1995. MTCIX is managed by MFS. It was launched on Jan 1, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGIAX or MTCIX.
Key characteristics
| MGIAX | MTCIX | |
|---|---|---|
| YTD Return | 11.22% | 36.10% |
| 1Y Return | 21.50% | 38.21% |
| 3Y Return (Ann) | 0.22% | -1.98% |
| 5Y Return (Ann) | 6.77% | 10.47% |
| 10Y Return (Ann) | 8.02% | 12.70% |
| Sharpe Ratio | 1.69 | 1.68 |
| Sortino Ratio | 2.36 | 2.15 |
| Omega Ratio | 1.30 | 1.32 |
| Calmar Ratio | 1.25 | 1.12 |
| Martin Ratio | 9.50 | 8.39 |
| Ulcer Index | 2.32% | 4.50% |
| Daily Std Dev | 13.03% | 22.45% |
| Max Drawdown | -49.33% | -81.20% |
| Current Drawdown | -5.22% | -6.05% |
Correlation
The correlation between MGIAX and MTCIX is 0.61, 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.
Performance
MGIAX vs. MTCIX - Performance Comparison
In the year-to-date period, MGIAX achieves a 11.22% return, which is significantly lower than MTCIX's 36.10% return. Over the past 10 years, MGIAX has underperformed MTCIX with an annualized return of 8.02%, while MTCIX has yielded a comparatively higher 12.70% annualized 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. MTCIX - Expense Ratio Comparison
MGIAX has a 0.96% expense ratio, which is higher than MTCIX's 0.88% expense ratio.
Risk-Adjusted Performance
MGIAX vs. MTCIX - Risk-Adjusted Performance 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.
Dividends
MGIAX vs. MTCIX - Dividend Comparison
MGIAX's dividend yield for the trailing twelve months is around 1.64%, while MTCIX has not paid dividends to shareholders.
| 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% |
MTCIX MFS Technology Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.62% | 3.31% | 0.00% |
Drawdowns
MGIAX vs. MTCIX - Drawdown Comparison
The maximum MGIAX drawdown since its inception was -49.33%, smaller than the maximum MTCIX drawdown of -81.20%. Use the drawdown chart below to compare losses from any high point for MGIAX and MTCIX. For additional features, visit the drawdowns tool.
Volatility
MGIAX vs. MTCIX - Volatility Comparison
The current volatility for MFS International Intrinsic Value Fund (MGIAX) is 3.67%, while MFS Technology Fund (MTCIX) has a volatility of 5.86%. 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.