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MGRDX vs. AAIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGRDX vs. AAIEX - Performance Comparison

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

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MGRDX vs. AAIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGRDX
MFS International Growth Fund R6
-6.04%21.18%9.22%14.99%-15.00%9.61%15.82%27.32%-8.79%32.56%
AAIEX
American Beacon International Equity Fund
-3.69%37.12%2.16%22.54%-10.87%9.74%1.06%19.44%-16.42%24.83%

Returns By Period

In the year-to-date period, MGRDX achieves a -6.04% return, which is significantly lower than AAIEX's -3.69% return. Over the past 10 years, MGRDX has outperformed AAIEX with an annualized return of 9.26%, while AAIEX has yielded a comparatively lower 7.87% annualized return.


MGRDX

1D
0.16%
1M
-12.25%
YTD
-6.04%
6M
-4.72%
1Y
9.18%
3Y*
9.39%
5Y*
5.75%
10Y*
9.26%

AAIEX

1D
0.63%
1M
-12.77%
YTD
-3.69%
6M
2.71%
1Y
20.90%
3Y*
13.78%
5Y*
8.73%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGRDX vs. AAIEX - Expense Ratio Comparison

Both MGRDX and AAIEX have an expense ratio of 0.72%.


Return for Risk

MGRDX vs. AAIEX — Risk / Return Rank

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

MGRDX
MGRDX Risk / Return Rank: 2121
Overall Rank
MGRDX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MGRDX Sortino Ratio Rank: 2020
Sortino Ratio Rank
MGRDX Omega Ratio Rank: 1919
Omega Ratio Rank
MGRDX Calmar Ratio Rank: 2020
Calmar Ratio Rank
MGRDX Martin Ratio Rank: 2222
Martin Ratio Rank

AAIEX
AAIEX Risk / Return Rank: 5757
Overall Rank
AAIEX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AAIEX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AAIEX Omega Ratio Rank: 5959
Omega Ratio Rank
AAIEX Calmar Ratio Rank: 5353
Calmar Ratio Rank
AAIEX Martin Ratio Rank: 4848
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.

MGRDX vs. AAIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund R6 (MGRDX) and American Beacon International Equity Fund (AAIEX). 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.


MGRDXAAIEXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.15

-0.58

Sortino ratio

Return per unit of downside risk

0.84

1.53

-0.69

Omega ratio

Gain probability vs. loss probability

1.11

1.23

-0.11

Calmar ratio

Return relative to maximum drawdown

0.58

1.27

-0.69

Martin ratio

Return relative to average drawdown

2.34

4.79

-2.45

MGRDX vs. AAIEX - Sharpe Ratio Comparison

The current MGRDX Sharpe Ratio is 0.57, which is lower than the AAIEX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of MGRDX and AAIEX, 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


MGRDXAAIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.15

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.41

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.39

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.34

-0.07

Correlation

The correlation between MGRDX and AAIEX is 0.91, 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

MGRDX vs. AAIEX - Dividend Comparison

MGRDX's dividend yield for the trailing twelve months is around 5.99%, less than AAIEX's 13.13% yield.


TTM20252024202320222021202020192018201720162015
MGRDX
MFS International Growth Fund R6
5.99%5.63%6.35%2.90%3.06%6.97%0.80%1.51%4.20%2.61%1.45%1.20%
AAIEX
American Beacon International Equity Fund
13.13%12.65%24.49%5.36%2.76%10.99%1.63%2.93%9.71%3.15%2.51%2.45%

Drawdowns

MGRDX vs. AAIEX - Drawdown Comparison

The maximum MGRDX drawdown since its inception was -60.75%, roughly equal to the maximum AAIEX drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for MGRDX and AAIEX.


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Drawdown Indicators


MGRDXAAIEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.75%

-59.31%

-1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-13.67%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-29.21%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-30.60%

-43.34%

+12.74%

Current Drawdown

Current decline from peak

-12.25%

-12.77%

+0.52%

Average Drawdown

Average peak-to-trough decline

-12.49%

-11.29%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.61%

-0.53%

Volatility

MGRDX vs. AAIEX - Volatility Comparison

The current volatility for MFS International Growth Fund R6 (MGRDX) is 5.78%, while American Beacon International Equity Fund (AAIEX) has a volatility of 6.65%. This indicates that MGRDX experiences smaller price fluctuations and is considered to be less risky than AAIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGRDXAAIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

6.65%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

10.29%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

16.43%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

21.23%

-5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

20.22%

-4.54%