MGIAX vs. VTSNX
Compare and contrast key facts about MFS International Intrinsic Value Fund (MGIAX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX).
MGIAX is managed by MFS. It was launched on Oct 23, 1995. VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGIAX or VTSNX.
Performance
MGIAX vs. VTSNX - Performance Comparison
Returns By Period
In the year-to-date period, MGIAX achieves a 8.81% return, which is significantly higher than VTSNX's 6.73% return. Over the past 10 years, MGIAX has outperformed VTSNX with an annualized return of 7.65%, while VTSNX has yielded a comparatively lower 4.78% annualized return.
MGIAX
8.81%
-2.45%
-1.38%
14.19%
6.21%
7.65%
VTSNX
6.73%
-2.48%
0.09%
12.96%
5.53%
4.78%
Key characteristics
| MGIAX | VTSNX | |
|---|---|---|
| Sharpe Ratio | 1.10 | 1.08 |
| Sortino Ratio | 1.56 | 1.54 |
| Omega Ratio | 1.19 | 1.19 |
| Calmar Ratio | 1.00 | 1.19 |
| Martin Ratio | 5.17 | 5.15 |
| Ulcer Index | 2.74% | 2.52% |
| Daily Std Dev | 12.85% | 12.02% |
| Max Drawdown | -49.33% | -35.78% |
| Current Drawdown | -7.28% | -6.77% |
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MGIAX vs. VTSNX - Expense Ratio Comparison
MGIAX has a 0.96% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
Correlation
The correlation between MGIAX and VTSNX 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.
Risk-Adjusted Performance
MGIAX vs. VTSNX - Risk-Adjusted Performance 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.
Dividends
MGIAX vs. VTSNX - Dividend Comparison
MGIAX's dividend yield for the trailing twelve months is around 1.68%, less than VTSNX's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGIAX MFS International Intrinsic Value Fund | 1.68% | 1.83% | 0.83% | 0.74% | 0.41% | 0.82% | 1.37% | 1.40% | 1.51% | 1.32% | 5.34% | 3.68% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.99% | 3.24% | 3.08% | 3.08% | 2.13% | 3.07% | 3.19% | 2.75% | 2.95% | 2.86% | 3.42% | 2.72% |
Drawdowns
MGIAX vs. VTSNX - Drawdown Comparison
The maximum MGIAX drawdown since its inception was -49.33%, which is greater than VTSNX's maximum drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for MGIAX and VTSNX. For additional features, visit the drawdowns tool.
Volatility
MGIAX vs. VTSNX - Volatility Comparison
MFS International Intrinsic Value Fund (MGIAX) has a higher volatility of 3.94% compared to Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) at 3.48%. This indicates that MGIAX's price experiences larger fluctuations and is considered to be riskier than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.