MGRAX vs. FRVLX
Compare and contrast key facts about MFS International Growth Fund (MGRAX) and Franklin Small Cap Value Fund (FRVLX).
MGRAX is managed by MFS. It was launched on Oct 23, 1995. FRVLX is managed by Franklin Templeton. It was launched on Mar 11, 1996.
Performance
MGRAX vs. FRVLX - Performance Comparison
Loading graphics...
MGRAX vs. FRVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGRAX MFS International Growth Fund | -3.56% | 20.73% | 8.82% | 14.54% | -15.31% | 9.20% | 15.45% | 26.83% | -9.09% | 32.15% |
FRVLX Franklin Small Cap Value Fund | 4.47% | 7.36% | 13.16% | 12.81% | -10.25% | 22.51% | 5.45% | 26.08% | -12.92% | 9.91% |
Returns By Period
In the year-to-date period, MGRAX achieves a -3.56% return, which is significantly lower than FRVLX's 4.47% return. Both investments have delivered pretty close results over the past 10 years, with MGRAX having a 9.17% annualized return and FRVLX not far ahead at 9.39%.
MGRAX
- 1D
- 2.73%
- 1M
- -8.25%
- YTD
- -3.56%
- 6M
- -2.90%
- 1Y
- 10.99%
- 3Y*
- 9.98%
- 5Y*
- 5.65%
- 10Y*
- 9.17%
FRVLX
- 1D
- 2.79%
- 1M
- -6.87%
- YTD
- 4.47%
- 6M
- 6.96%
- 1Y
- 19.62%
- 3Y*
- 11.93%
- 5Y*
- 5.28%
- 10Y*
- 9.39%
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. FRVLX - Expense Ratio Comparison
MGRAX has a 1.06% expense ratio, which is higher than FRVLX's 1.00% expense ratio.
Return for Risk
MGRAX vs. FRVLX — Risk / Return Rank
MGRAX
FRVLX
MGRAX vs. FRVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund (MGRAX) and Franklin Small Cap Value Fund (FRVLX). 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.
| MGRAX | FRVLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.87 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.35 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.33 | -0.47 |
Martin ratioReturn relative to average drawdown | 3.38 | 4.57 | -1.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MGRAX | FRVLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.87 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.25 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.41 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.41 | -0.04 |
Correlation
The correlation between MGRAX and FRVLX is 0.61, 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.
Dividends
MGRAX vs. FRVLX - Dividend Comparison
MGRAX's dividend yield for the trailing twelve months is around 5.55%, less than FRVLX's 7.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGRAX MFS International Growth Fund | 5.55% | 5.35% | 5.99% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% |
FRVLX Franklin Small Cap Value Fund | 7.65% | 7.99% | 8.45% | 4.54% | 3.21% | 7.55% | 2.20% | 6.31% | 18.48% | 8.06% | 4.76% | 11.04% |
Drawdowns
MGRAX vs. FRVLX - Drawdown Comparison
The maximum MGRAX drawdown since its inception was -55.29%, smaller than the maximum FRVLX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for MGRAX and FRVLX.
Loading graphics...
Drawdown Indicators
| MGRAX | FRVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.29% | -60.27% | +4.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -14.98% | +2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -30.58% | -25.09% | -5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -30.58% | -44.10% | +13.52% |
Current DrawdownCurrent decline from peak | -9.88% | -9.25% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -10.36% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 4.35% | -1.20% |
Volatility
MGRAX vs. FRVLX - Volatility Comparison
MFS International Growth Fund (MGRAX) and Franklin Small Cap Value Fund (FRVLX) have volatilities of 6.53% and 6.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MGRAX | FRVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 6.55% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 13.28% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 23.37% | -8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 21.57% | -6.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 22.76% | -7.10% |