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MGIAX vs. RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGIAX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Intrinsic Value Fund (MGIAX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

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MGIAX vs. RERGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGIAX
MFS International Intrinsic Value Fund
-0.30%32.75%7.07%17.76%-23.24%10.25%20.16%25.57%-9.22%26.82%
RERGX
American Funds EuroPacific Growth Fund Class R-6
-2.84%29.34%3.00%16.11%-22.77%2.84%25.27%27.40%-17.33%31.19%

Returns By Period

In the year-to-date period, MGIAX achieves a -0.30% return, which is significantly higher than RERGX's -2.84% return. Over the past 10 years, MGIAX has outperformed RERGX with an annualized return of 9.64%, while RERGX has yielded a comparatively lower 7.97% annualized return.


MGIAX

1D
3.13%
1M
-7.33%
YTD
-0.30%
6M
3.29%
1Y
21.84%
3Y*
15.25%
5Y*
7.21%
10Y*
9.64%

RERGX

1D
2.76%
1M
-8.17%
YTD
-2.84%
6M
0.96%
1Y
21.57%
3Y*
11.01%
5Y*
3.33%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGIAX vs. RERGX - Expense Ratio Comparison

MGIAX has a 0.96% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Return for Risk

MGIAX vs. RERGX — Risk / Return Rank

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

MGIAX
MGIAX Risk / Return Rank: 7070
Overall Rank
MGIAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MGIAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
MGIAX Omega Ratio Rank: 7070
Omega Ratio Rank
MGIAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
MGIAX Martin Ratio Rank: 6767
Martin Ratio Rank

RERGX
RERGX Risk / Return Rank: 7171
Overall Rank
RERGX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RERGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RERGX Omega Ratio Rank: 6969
Omega Ratio Rank
RERGX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RERGX Martin Ratio Rank: 6666
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. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund (MGIAX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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.


MGIAXRERGXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.38

+0.01

Sortino ratio

Return per unit of downside risk

1.86

1.87

0.00

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.69

1.68

+0.01

Martin ratio

Return relative to average drawdown

6.63

6.37

+0.26

MGIAX vs. RERGX - Sharpe Ratio Comparison

The current MGIAX Sharpe Ratio is 1.39, which is comparable to the RERGX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of MGIAX and RERGX, 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


MGIAXRERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.38

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.20

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.48

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.38

+0.16

Correlation

The correlation between MGIAX and RERGX is 0.89, 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.


Dividends

MGIAX vs. RERGX - Dividend Comparison

MGIAX's dividend yield for the trailing twelve months is around 8.31%, less than RERGX's 14.36% yield.


TTM20252024202320222021202020192018201720162015
MGIAX
MFS International Intrinsic Value Fund
8.31%8.28%12.79%11.81%14.57%7.59%5.30%3.89%4.41%2.48%1.62%3.10%
RERGX
American Funds EuroPacific Growth Fund Class R-6
14.36%13.95%4.96%3.95%2.02%10.19%0.41%3.14%3.17%4.99%1.64%3.43%

Drawdowns

MGIAX vs. RERGX - Drawdown Comparison

The maximum MGIAX drawdown since its inception was -51.94%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for MGIAX and RERGX.


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Drawdown Indicators


MGIAXRERGXDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-37.30%

-14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-12.52%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-37.13%

-37.30%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-37.13%

-37.30%

+0.17%

Current Drawdown

Current decline from peak

-9.15%

-10.11%

+0.96%

Average Drawdown

Average peak-to-trough decline

-8.66%

-9.28%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.30%

-0.14%

Volatility

MGIAX vs. RERGX - Volatility Comparison

The current volatility for MFS International Intrinsic Value Fund (MGIAX) is 6.84%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 7.27%. This indicates that MGIAX experiences smaller price fluctuations and is considered to be less risky than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGIAXRERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

7.27%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

11.54%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

16.40%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

16.48%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

16.80%

-1.22%