MGRAX vs. PZRIX
Compare and contrast key facts about MFS International Growth Fund (MGRAX) and PIMCO RAE Global ex-US Fund (PZRIX).
MGRAX is managed by MFS. It was launched on Oct 23, 1995. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MGRAX vs. PZRIX - Performance Comparison
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MGRAX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, MGRAX achieves a -3.56% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, MGRAX has underperformed PZRIX with an annualized return of 9.17%, while PZRIX has yielded a comparatively higher 10.15% 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%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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MGRAX vs. PZRIX - Expense Ratio Comparison
MGRAX has a 1.06% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MGRAX vs. PZRIX — Risk / Return Rank
MGRAX
PZRIX
MGRAX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund (MGRAX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 2.67 | -1.85 |
Sortino ratioReturn per unit of downside risk | 1.17 | 3.39 | -2.23 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.52 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 3.09 | -2.23 |
Martin ratioReturn relative to average drawdown | 3.38 | 14.29 | -10.90 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 2.67 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.69 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.59 | -0.22 |
Correlation
The correlation between MGRAX and PZRIX is 0.82, 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. PZRIX - Dividend Comparison
MGRAX's dividend yield for the trailing twelve months is around 5.55%, less than PZRIX's 5.96% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
MGRAX vs. PZRIX - Drawdown Comparison
The maximum MGRAX drawdown since its inception was -55.29%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MGRAX and PZRIX.
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Drawdown Indicators
| MGRAX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.29% | -43.53% | -11.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -10.68% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -30.58% | -30.85% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -30.58% | -43.53% | +12.95% |
Current DrawdownCurrent decline from peak | -9.88% | -5.20% | -4.68% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -9.00% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.45% | +0.70% |
Volatility
MGRAX vs. PZRIX - Volatility Comparison
MFS International Growth Fund (MGRAX) has a higher volatility of 6.53% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that MGRAX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGRAX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 5.45% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 8.92% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 14.17% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 15.85% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 17.02% | -1.36% |