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

Correlation

The correlation between MGIAX and SMH is 0.54, 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.


-0.50.00.51.00.5

Performance

MGIAX vs. SMH - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
471.62%
185.10%
MGIAX
SMH

Key characteristics

Sharpe Ratio

MGIAX:

-0.19

SMH:

1.29

Sortino Ratio

MGIAX:

-0.12

SMH:

1.80

Omega Ratio

MGIAX:

0.98

SMH:

1.23

Calmar Ratio

MGIAX:

-0.18

SMH:

1.82

Martin Ratio

MGIAX:

-0.80

SMH:

4.51

Ulcer Index

MGIAX:

4.21%

SMH:

10.00%

Daily Std Dev

MGIAX:

17.41%

SMH:

34.93%

Max Drawdown

MGIAX:

-49.33%

SMH:

-95.73%

Current Drawdown

MGIAX:

-18.18%

SMH:

-10.63%

Returns By Period

In the year-to-date period, MGIAX achieves a -3.99% return, which is significantly lower than SMH's 43.75% return. Over the past 10 years, MGIAX has underperformed SMH with an annualized return of 6.16%, while SMH has yielded a comparatively higher 27.79% annualized return.


MGIAX

YTD

-3.99%

1M

-11.76%

6M

-10.79%

1Y

-3.37%

5Y*

2.83%

10Y*

6.16%

SMH

YTD

43.75%

1M

2.76%

6M

-3.97%

1Y

45.07%

5Y*

30.10%

10Y*

27.79%

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. SMH - Expense Ratio Comparison

MGIAX has a 0.96% expense ratio, which is higher than SMH'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 SMH: 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. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund (MGIAX) and VanEck Vectors Semiconductor ETF (SMH). 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 -0.19, compared to the broader market-1.000.001.002.003.004.00-0.191.29
The chart of Sortino ratio for MGIAX, currently valued at -0.12, compared to the broader market-2.000.002.004.006.008.0010.00-0.121.80
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 market0.002.004.006.008.0010.0012.0014.00-0.181.82
The chart of Martin ratio for MGIAX, currently valued at -0.80, compared to the broader market0.0020.0040.0060.00-0.804.51
MGIAX
SMH

The current MGIAX Sharpe Ratio is -0.19, which is lower than the SMH Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of MGIAX and SMH, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
1.29
MGIAX
SMH

Dividends

MGIAX vs. SMH - Dividend Comparison

Neither MGIAX nor SMH has paid dividends to shareholders.


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%
SMH
VanEck Vectors Semiconductor ETF
0.00%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

MGIAX vs. SMH - Drawdown Comparison

The maximum MGIAX drawdown since its inception was -49.33%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for MGIAX and SMH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.18%
-10.63%
MGIAX
SMH

Volatility

MGIAX vs. SMH - Volatility Comparison

MFS International Intrinsic Value Fund (MGIAX) has a higher volatility of 12.85% compared to VanEck Vectors Semiconductor ETF (SMH) at 8.51%. This indicates that MGIAX's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.85%
8.51%
MGIAX
SMH
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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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