MGRAX vs. LVHI
Compare and contrast key facts about MFS International Growth Fund (MGRAX) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
MGRAX is managed by MFS. It was launched on Oct 23, 1995. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGRAX or LVHI.
Key characteristics
| MGRAX | LVHI | |
|---|---|---|
| YTD Return | 15.63% | 16.14% |
| 1Y Return | 31.79% | 26.61% |
| 3Y Return (Ann) | 4.08% | 13.22% |
| 5Y Return (Ann) | 8.86% | 9.02% |
| Sharpe Ratio | 2.54 | 2.71 |
| Sortino Ratio | 3.62 | 3.56 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 1.77 | 4.02 |
| Martin Ratio | 14.73 | 20.47 |
| Ulcer Index | 2.09% | 1.25% |
| Daily Std Dev | 12.08% | 9.45% |
| Max Drawdown | -53.93% | -32.31% |
| Current Drawdown | -2.89% | -0.76% |
Correlation
The correlation between MGRAX and LVHI 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.
Performance
MGRAX vs. LVHI - Performance Comparison
The year-to-date returns for both investments are quite close, with MGRAX having a 15.63% return and LVHI slightly higher at 16.14%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MGRAX vs. LVHI - Expense Ratio Comparison
MGRAX has a 1.06% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Risk-Adjusted Performance
MGRAX vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund (MGRAX) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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. LVHI - Dividend Comparison
MGRAX's dividend yield for the trailing twelve months is around 2.21%, less than LVHI's 6.29% 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% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.29% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 1.97% | 1.16% | 0.00% | 0.00% | 0.00% |
Drawdowns
MGRAX vs. LVHI - Drawdown Comparison
The maximum MGRAX drawdown since its inception was -53.93%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for MGRAX and LVHI. For additional features, visit the drawdowns tool.
Volatility
MGRAX vs. LVHI - Volatility Comparison
MFS International Growth Fund (MGRAX) has a higher volatility of 3.72% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.54%. This indicates that MGRAX's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.