MGIAX vs. VTSNX

Last updated Jun 3, 2026

MGIAX (MFS International Intrinsic Value Fund) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both mutual funds - MGIAX is a Foreign Large Cap Equities fund managed by MFS, while VTSNX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, MGIAX returned 9.98%/yr vs 9.89%/yr for VTSNX. Their correlation of 0.89 suggests significant overlap in exposure. MGIAX charges 0.96%/yr vs 0.08%/yr for VTSNX.

Performance

MGIAX vs. VTSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Intrinsic Value Fund (MGIAX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MGIAX achieves a 6.47% return, which is significantly lower than VTSNX's 15.42% return. Both investments have delivered pretty close results over the past 10 years, with MGIAX having a 9.98% annualized return and VTSNX not far behind at 9.89%.

MGIAX

• 1D: -0.32%
• 1M: 1.95%
• YTD: 6.47%
• 6M: 8.70%
• 1Y: 19.33%
• 3Y*: 17.10%
• 5Y*: 7.64%
• 10Y*: 9.98%

VTSNX

• 1D: 0.61%
• 1M: 5.54%
• YTD: 15.42%
• 6M: 18.20%
• 1Y: 33.39%
• 3Y*: 19.83%
• 5Y*: 8.84%
• 10Y*: 9.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MGIAX vs. VTSNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MGIAX MFS International Intrinsic Value Fund	6.47%	32.75%	7.07%	17.76%	-23.24%	10.25%	20.16%	25.57%	-9.22%	26.82%
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	15.42%	32.24%	5.38%	15.29%	-15.99%	8.64%	11.27%	21.69%	-14.41%	27.54%

Correlation

The correlation between MGIAX and VTSNX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011	0.89

The correlation between MGIAX and VTSNX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

Return for Risk

MGIAX vs. VTSNX — Risk / Return Rank

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

MGIAX

MGIAX Risk / Return Rank: 24
MGIAX Sharpe Ratio Rank: 27
MGIAX Sortino Ratio Rank: 26
MGIAX Omega Ratio Rank: 26
MGIAX Calmar Ratio Rank: 20
MGIAX Martin Ratio Rank: 23

VTSNX

VTSNX Risk / Return Rank: 59
VTSNX Sharpe Ratio Rank: 63
VTSNX Sortino Ratio Rank: 56
VTSNX Omega Ratio Rank: 60
VTSNX Calmar Ratio Rank: 57
VTSNX Martin Ratio Rank: 58

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. VTSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund (MGIAX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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.

	MGIAX	VTSNX	Difference
Sharpe ratio Return per unit of total volatility	1.52	2.32	-0.80
Sortino ratio Return per unit of downside risk	2.18	3.15	-0.97
Omega ratio Gain probability vs. loss probability	1.27	1.43	-0.16
Calmar ratio Return relative to maximum drawdown	1.68	2.92	-1.23
Martin ratio Return relative to average drawdown	6.07	11.52	-5.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MGIAX vs. VTSNX - Sharpe Ratio Comparison

The current MGIAX Sharpe Ratio is 1.52, which is lower than the VTSNX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of MGIAX and VTSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MGIAX	VTSNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	2.32	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.59	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.62	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.42	+0.13

Drawdowns

MGIAX vs. VTSNX - Drawdown Comparison

The maximum MGIAX drawdown since its inception was -51.94%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for MGIAX and VTSNX.

Drawdown Indicators

	MGIAX	VTSNX	Difference
Max Drawdown Largest peak-to-trough decline	-51.94%	-35.72%	-16.22%
Max Drawdown (1Y) Largest decline over 1 year	-12.43%	-11.29%	-1.14%
Max Drawdown (3Y) Largest decline over 3 years	-13.57%	-13.14%	-0.43%
Max Drawdown (5Y) Largest decline over 5 years	-37.13%	-29.55%	-7.58%
Max Drawdown (10Y) Largest decline over 10 years	-37.13%	-35.72%	-1.41%
Current Drawdown Current decline from peak	-2.99%	0.00%	-2.99%
Average Drawdown Average peak-to-trough decline	-8.63%	-8.10%	-0.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	2.85%	+0.60%

Volatility

MGIAX vs. VTSNX - Volatility Comparison

The current volatility for MFS International Intrinsic Value Fund (MGIAX) is 4.05%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 4.80%. This indicates that MGIAX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MGIAX	VTSNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	4.80%	-0.75%
Volatility (6M) Calculated over the trailing 6-month period	10.96%	11.90%	-0.94%
Volatility (1Y) Calculated over the trailing 1-year period	13.88%	14.21%	-0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.69%	15.04%	+1.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.65%	15.93%	-0.28%

MGIAX vs. VTSNX - Expense Ratio Comparison

MGIAX has a 0.96% expense ratio, which is higher than VTSNX's 0.08% expense ratio.

Dividends

MGIAX vs. VTSNX - Dividend Comparison

MGIAX's dividend yield for the trailing twelve months is around 7.78%, more than VTSNX's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MGIAX MFS International Intrinsic Value Fund	7.78%	8.28%	12.79%	11.81%	14.57%	7.59%	5.30%	3.89%	4.41%	2.48%	1.62%	3.10%
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	2.62%	3.17%	3.36%	3.24%	3.08%	3.08%	2.13%	3.16%	3.19%	2.75%	2.95%	2.86%

Frequently Asked Questions

Can I hold both MGIAX and VTSNX in my portfolio?

MGIAX and VTSNX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MGIAX or VTSNX?

VTSNX has higher volatility (4.80%) compared to MGIAX (4.05%). In terms of maximum drawdown, MGIAX dropped -51.94% vs VTSNX's -35.72%.

Which has better risk-adjusted returns?

VTSNX currently has the higher Sharpe Ratio (2.32 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.