MGRAX vs. DHLAX
Compare and contrast key facts about MFS International Growth Fund (MGRAX) and Diamond Hill Large Cap Fund (DHLAX).
MGRAX is managed by MFS. It was launched on Oct 23, 1995. DHLAX is managed by Diamond Hill. It was launched on Jun 29, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGRAX or DHLAX.
Key characteristics
| MGRAX | DHLAX | |
|---|---|---|
| YTD Return | 15.63% | 15.32% |
| 1Y Return | 31.79% | 32.01% |
| 3Y Return (Ann) | 4.08% | 5.12% |
| 5Y Return (Ann) | 8.86% | 10.44% |
| 10Y Return (Ann) | 8.50% | 9.83% |
| Sharpe Ratio | 2.54 | 2.64 |
| Sortino Ratio | 3.62 | 3.66 |
| Omega Ratio | 1.45 | 1.46 |
| Calmar Ratio | 1.77 | 1.69 |
| Martin Ratio | 14.73 | 13.83 |
| Ulcer Index | 2.09% | 2.22% |
| Daily Std Dev | 12.08% | 11.62% |
| Max Drawdown | -53.93% | -52.68% |
| Current Drawdown | -2.89% | -1.14% |
Correlation
The correlation between MGRAX and DHLAX is 0.70, 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.
Performance
MGRAX vs. DHLAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with MGRAX having a 15.63% return and DHLAX slightly lower at 15.32%. Over the past 10 years, MGRAX has underperformed DHLAX with an annualized return of 8.50%, while DHLAX has yielded a comparatively higher 9.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MGRAX vs. DHLAX - Expense Ratio Comparison
MGRAX has a 1.06% expense ratio, which is higher than DHLAX's 0.96% expense ratio.
Risk-Adjusted Performance
MGRAX vs. DHLAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund (MGRAX) and Diamond Hill Large Cap Fund (DHLAX). 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
MGRAX vs. DHLAX - Dividend Comparison
MGRAX's dividend yield for the trailing twelve months is around 2.21%, less than DHLAX's 2.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGRAX MFS International Growth Fund | 2.21% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% | 3.58% | 1.61% |
DHLAX Diamond Hill Large Cap Fund | 2.67% | 3.08% | 6.34% | 7.28% | 3.01% | 4.50% | 4.28% | 4.53% | 6.30% | 4.79% | 0.84% | 4.76% |
Drawdowns
MGRAX vs. DHLAX - Drawdown Comparison
The maximum MGRAX drawdown since its inception was -53.93%, roughly equal to the maximum DHLAX drawdown of -52.68%. Use the drawdown chart below to compare losses from any high point for MGRAX and DHLAX. For additional features, visit the drawdowns tool.
Volatility
MGRAX vs. DHLAX - Volatility Comparison
MFS International Growth Fund (MGRAX) has a higher volatility of 3.72% compared to Diamond Hill Large Cap Fund (DHLAX) at 2.81%. This indicates that MGRAX's price experiences larger fluctuations and is considered to be riskier than DHLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.