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MGRAX vs. MFEKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGRAX vs. MFEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Growth Fund (MGRAX) and MFS Growth R6 (MFEKX). The values are adjusted to include any dividend payments, if applicable.

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MGRAX vs. MFEKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MFEKX
MFS Growth R6
-10.29%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%2.40%30.97%

Returns By Period

In the year-to-date period, MGRAX achieves a -3.56% return, which is significantly higher than MFEKX's -10.29% return. Over the past 10 years, MGRAX has underperformed MFEKX with an annualized return of 9.17%, while MFEKX has yielded a comparatively higher 15.97% 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%

MFEKX

1D
3.82%
1M
-5.74%
YTD
-10.29%
6M
-10.92%
1Y
9.71%
3Y*
22.91%
5Y*
11.35%
10Y*
15.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGRAX vs. MFEKX - Expense Ratio Comparison

MGRAX has a 1.06% expense ratio, which is higher than MFEKX's 0.51% expense ratio.


Return for Risk

MGRAX vs. MFEKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGRAX
MGRAX Risk / Return Rank: 3030
Overall Rank
MGRAX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MGRAX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MGRAX Omega Ratio Rank: 2828
Omega Ratio Rank
MGRAX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MGRAX Martin Ratio Rank: 2929
Martin Ratio Rank

MFEKX
MFEKX Risk / Return Rank: 1818
Overall Rank
MFEKX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1818
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1818
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1919
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MGRAX vs. MFEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund (MGRAX) and MFS Growth R6 (MFEKX). 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.


MGRAXMFEKXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.49

+0.32

Sortino ratio

Return per unit of downside risk

1.17

0.86

+0.31

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratio

Return relative to maximum drawdown

0.86

0.62

+0.24

Martin ratio

Return relative to average drawdown

3.38

2.09

+1.30

MGRAX vs. MFEKX - Sharpe Ratio Comparison

The current MGRAX Sharpe Ratio is 0.82, which is higher than the MFEKX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of MGRAX and MFEKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MGRAXMFEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.49

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.52

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.76

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.81

-0.44

Correlation

The correlation between MGRAX and MFEKX is 0.70, 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. MFEKX - Dividend Comparison

MGRAX's dividend yield for the trailing twelve months is around 5.55%, less than MFEKX's 16.52% yield.


TTM20252024202320222021202020192018201720162015
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%
MFEKX
MFS Growth R6
16.52%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%

Drawdowns

MGRAX vs. MFEKX - Drawdown Comparison

The maximum MGRAX drawdown since its inception was -55.29%, which is greater than MFEKX's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for MGRAX and MFEKX.


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Drawdown Indicators


MGRAXMFEKXDifference

Max Drawdown

Largest peak-to-trough decline

-55.29%

-36.06%

-19.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-17.27%

+4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-30.58%

-36.06%

+5.48%

Max Drawdown (10Y)

Largest decline over 10 years

-30.58%

-36.06%

+5.48%

Current Drawdown

Current decline from peak

-9.88%

-14.11%

+4.23%

Average Drawdown

Average peak-to-trough decline

-10.89%

-5.66%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

5.13%

-1.98%

Volatility

MGRAX vs. MFEKX - Volatility Comparison

The current volatility for MFS International Growth Fund (MGRAX) is 6.53%, while MFS Growth R6 (MFEKX) has a volatility of 6.97%. This indicates that MGRAX experiences smaller price fluctuations and is considered to be less risky than MFEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGRAXMFEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

6.97%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

12.64%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

21.85%

-7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

21.91%

-6.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

21.15%

-5.49%