MGRAX vs. MEIKX
Compare and contrast key facts about MFS International Growth Fund (MGRAX) and MFS Value Fund (MEIKX).
MGRAX is managed by MFS. It was launched on Oct 23, 1995. MEIKX is managed by MFS. It was launched on May 1, 2006.
Performance
MGRAX vs. MEIKX - Performance Comparison
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MGRAX vs. MEIKX - 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% |
MEIKX MFS Value Fund | 1.11% | 13.37% | 11.98% | 8.32% | -5.92% | 25.59% | 4.09% | 30.18% | -9.81% | 17.26% |
Returns By Period
In the year-to-date period, MGRAX achieves a -3.56% return, which is significantly lower than MEIKX's 1.11% return. Over the past 10 years, MGRAX has underperformed MEIKX with an annualized return of 9.17%, while MEIKX has yielded a comparatively higher 10.10% annualized return.
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%
MEIKX
- 1D
- 1.64%
- 1M
- -5.00%
- YTD
- 1.11%
- 6M
- 3.65%
- 1Y
- 10.49%
- 3Y*
- 12.15%
- 5Y*
- 8.48%
- 10Y*
- 10.10%
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MGRAX vs. MEIKX - Expense Ratio Comparison
MGRAX has a 1.06% expense ratio, which is higher than MEIKX's 0.43% expense ratio.
Return for Risk
MGRAX vs. MEIKX — Risk / Return Rank
MGRAX
MEIKX
MGRAX vs. MEIKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund (MGRAX) and MFS Value Fund (MEIKX). 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 | MEIKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.70 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.04 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.03 | -0.17 |
Martin ratioReturn relative to average drawdown | 3.38 | 4.53 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGRAX | MEIKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.70 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.61 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.61 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.39 | -0.02 |
Correlation
The correlation between MGRAX and MEIKX is 0.74, 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.
Dividends
MGRAX vs. MEIKX - Dividend Comparison
MGRAX's dividend yield for the trailing twelve months is around 5.55%, less than MEIKX's 9.82% 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% |
MEIKX MFS Value Fund | 9.82% | 9.72% | 9.49% | 8.58% | 7.77% | 3.43% | 2.75% | 3.28% | 3.76% | 4.14% | 3.84% | 6.12% |
Drawdowns
MGRAX vs. MEIKX - Drawdown Comparison
The maximum MGRAX drawdown since its inception was -55.29%, roughly equal to the maximum MEIKX drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for MGRAX and MEIKX.
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Drawdown Indicators
| MGRAX | MEIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.29% | -56.81% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.09% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.58% | -17.50% | -13.08% |
Max Drawdown (10Y)Largest decline over 10 years | -30.58% | -36.68% | +6.10% |
Current DrawdownCurrent decline from peak | -9.88% | -5.00% | -4.88% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -9.51% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.52% | +0.63% |
Volatility
MGRAX vs. MEIKX - Volatility Comparison
MFS International Growth Fund (MGRAX) has a higher volatility of 6.53% compared to MFS Value Fund (MEIKX) at 3.64%. This indicates that MGRAX's price experiences larger fluctuations and is considered to be riskier than MEIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGRAX | MEIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 3.64% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 7.85% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 14.82% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 13.91% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 16.55% | -0.89% |