MGRAX vs. MGRVX
Compare and contrast key facts about MFS International Growth Fund (MGRAX) and MFS International Growth Fund Class R4 (MGRVX).
MGRAX is managed by MFS. It was launched on Oct 23, 1995. MGRVX is managed by MFS. It was launched on Oct 1, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGRAX or MGRVX.
Key characteristics
| MGRAX | MGRVX | |
|---|---|---|
| YTD Return | 15.63% | 15.88% |
| 1Y Return | 31.79% | 32.13% |
| 3Y Return (Ann) | 4.08% | 4.34% |
| 5Y Return (Ann) | 8.86% | 9.14% |
| 10Y Return (Ann) | 8.50% | 8.79% |
| Sharpe Ratio | 2.54 | 2.57 |
| Sortino Ratio | 3.62 | 3.66 |
| Omega Ratio | 1.45 | 1.45 |
| Calmar Ratio | 1.77 | 1.84 |
| Martin Ratio | 14.73 | 14.92 |
| Ulcer Index | 2.09% | 2.09% |
| Daily Std Dev | 12.08% | 12.10% |
| Max Drawdown | -53.93% | -35.29% |
| Current Drawdown | -2.89% | -2.87% |
Correlation
The correlation between MGRAX and MGRVX is 1.00, 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. MGRVX - Performance Comparison
The year-to-date returns for both investments are quite close, with MGRAX having a 15.63% return and MGRVX slightly higher at 15.88%. Both investments have delivered pretty close results over the past 10 years, with MGRAX having a 8.50% annualized return and MGRVX not far ahead at 8.79%. 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. MGRVX - Expense Ratio Comparison
MGRAX has a 1.06% expense ratio, which is higher than MGRVX's 0.83% expense ratio.
Risk-Adjusted Performance
MGRAX vs. MGRVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund (MGRAX) and MFS International Growth Fund Class R4 (MGRVX). 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. MGRVX - Dividend Comparison
MGRAX's dividend yield for the trailing twelve months is around 2.21%, less than MGRVX's 2.35% 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% |
MGRVX MFS International Growth Fund Class R4 | 2.35% | 2.73% | 2.94% | 6.84% | 0.72% | 1.48% | 4.10% | 2.53% | 1.22% | 1.15% | 4.04% | 1.75% |
Drawdowns
MGRAX vs. MGRVX - Drawdown Comparison
The maximum MGRAX drawdown since its inception was -53.93%, which is greater than MGRVX's maximum drawdown of -35.29%. Use the drawdown chart below to compare losses from any high point for MGRAX and MGRVX. For additional features, visit the drawdowns tool.
Volatility
MGRAX vs. MGRVX - Volatility Comparison
MFS International Growth Fund (MGRAX) and MFS International Growth Fund Class R4 (MGRVX) have volatilities of 3.72% and 3.73%, 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.