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MGRDX vs. FSGGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGRDX vs. FSGGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Growth Fund R6 (MGRDX) and Fidelity Global ex U.S. Index Fund (FSGGX). The values are adjusted to include any dividend payments, if applicable.

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MGRDX vs. FSGGX - 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%
FSGGX
Fidelity Global ex U.S. Index Fund
-1.18%32.93%5.30%15.57%-15.75%7.74%10.73%21.36%-13.93%24.73%

Returns By Period

In the year-to-date period, MGRDX achieves a -6.04% return, which is significantly lower than FSGGX's -1.18% return. Over the past 10 years, MGRDX has outperformed FSGGX with an annualized return of 9.26%, while FSGGX has yielded a comparatively lower 8.09% 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%

FSGGX

1D
-0.05%
1M
-11.05%
YTD
-1.18%
6M
3.57%
1Y
23.73%
3Y*
14.32%
5Y*
6.96%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGRDX vs. FSGGX - Expense Ratio Comparison

MGRDX has a 0.72% expense ratio, which is higher than FSGGX's 0.06% expense ratio.


Return for Risk

MGRDX vs. FSGGX — 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

FSGGX
FSGGX Risk / Return Rank: 7878
Overall Rank
FSGGX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FSGGX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FSGGX Omega Ratio Rank: 7676
Omega Ratio Rank
FSGGX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSGGX Martin Ratio Rank: 7777
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. FSGGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund R6 (MGRDX) and Fidelity Global ex U.S. Index Fund (FSGGX). 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.


MGRDXFSGGXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.42

-0.85

Sortino ratio

Return per unit of downside risk

0.84

1.93

-1.09

Omega ratio

Gain probability vs. loss probability

1.11

1.29

-0.17

Calmar ratio

Return relative to maximum drawdown

0.58

1.89

-1.31

Martin ratio

Return relative to average drawdown

2.34

7.45

-5.11

MGRDX vs. FSGGX - Sharpe Ratio Comparison

The current MGRDX Sharpe Ratio is 0.57, which is lower than the FSGGX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of MGRDX and FSGGX, 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


MGRDXFSGGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.42

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.46

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.50

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.43

-0.16

Correlation

The correlation between MGRDX and FSGGX is 0.92, 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. FSGGX - Dividend Comparison

MGRDX's dividend yield for the trailing twelve months is around 5.99%, more than FSGGX's 2.73% 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%
FSGGX
Fidelity Global ex U.S. Index Fund
2.73%2.70%2.91%2.95%2.64%2.60%1.71%2.85%2.66%0.22%0.05%2.44%

Drawdowns

MGRDX vs. FSGGX - Drawdown Comparison

The maximum MGRDX drawdown since its inception was -60.75%, which is greater than FSGGX's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for MGRDX and FSGGX.


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Drawdown Indicators


MGRDXFSGGXDifference

Max Drawdown

Largest peak-to-trough decline

-60.75%

-34.76%

-25.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-11.26%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-29.70%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-30.60%

-34.76%

+4.16%

Current Drawdown

Current decline from peak

-12.25%

-11.26%

-0.99%

Average Drawdown

Average peak-to-trough decline

-12.49%

-7.41%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.85%

+0.23%

Volatility

MGRDX vs. FSGGX - Volatility Comparison

The current volatility for MFS International Growth Fund R6 (MGRDX) is 5.78%, while Fidelity Global ex U.S. Index Fund (FSGGX) has a volatility of 7.25%. This indicates that MGRDX experiences smaller price fluctuations and is considered to be less risky than FSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGRDXFSGGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

7.25%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

10.84%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

16.10%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

15.10%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

16.09%

-0.41%