MGRDX vs. GQJPX
MGRDX (MFS International Growth Fund R6) and GQJPX (GQG Partners International Quality Dividend Income Fund) are both mutual funds - MGRDX is a Foreign Large Cap Equities fund actively managed by MFS, while GQJPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, MGRDX returned 6.38%/yr vs 9.74%/yr for GQJPX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. MGRDX charges 0.72%/yr vs 0.91%/yr for GQJPX.
Performance
MGRDX vs. GQJPX - Performance Comparison
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Returns By Period
In the year-to-date period, MGRDX achieves a 3.88% return, which is significantly lower than GQJPX's 10.84% return.
MGRDX
- 1D
- 2.05%
- 1M
- 0.51%
- 6M
- 0.53%
- YTD
- 3.88%
- 1Y
- 11.35%
- 3Y*
- 11.10%
- 5Y*
- 6.38%
- 10Y*
- 9.75%
- ALL TIME*
- 5.51%
GQJPX
- 1D
- 1.02%
- 1M
- 5.30%
- 6M
- 5.01%
- YTD
- 10.84%
- 1Y
- 20.48%
- 3Y*
- 16.39%
- 5Y*
- 9.74%
- 10Y*
- —
- ALL TIME*
- 9.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MGRDX vs. GQJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MGRDX MFS International Growth Fund R6 | 3.88% | 21.18% | 9.22% | 14.99% | -15.00% | 0.92% |
GQJPX GQG Partners International Quality Dividend Income Fund | 10.84% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
Correlation
The correlation between MGRDX and GQJPX is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.68 |
The correlation between MGRDX and GQJPX shifts across timeframes, from 0.51 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MGRDX vs. GQJPX — Risk / Return Rank
MGRDX
GQJPX
MGRDX vs. GQJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund R6 (MGRDX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MGRDX | GQJPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.38 | -1.61 |
| Martin ratioReturn relative to average drawdown | 2.31 | 5.91 | -3.60 |
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Drawdowns
MGRDX vs. GQJPX - Drawdown Comparison
The maximum MGRDX drawdown since its inception was -60.75%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for MGRDX and GQJPX.
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Drawdown Indicators
| MGRDX | GQJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -21.83% | -38.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -8.56% | -3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -13.25% | -9.45% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -21.83% | -8.77% |
Max Drawdown (10Y)Largest decline over 10 years | -30.60% | — | — |
Current DrawdownCurrent decline from peak | -2.99% | -1.06% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -12.37% | -5.51% | -6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 3.43% | +0.65% |
Volatility
MGRDX vs. GQJPX - Volatility Comparison
MFS International Growth Fund R6 (MGRDX) has a higher volatility of 3.93% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 3.06%. This indicates that MGRDX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGRDX | GQJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 3.06% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 8.65% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 10.54% | +3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 12.84% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 12.90% | +2.71% |
MGRDX vs. GQJPX - Expense Ratio Comparison
MGRDX has a 0.72% expense ratio, which is lower than GQJPX's 0.91% expense ratio.
Dividends
MGRDX vs. GQJPX - Dividend Comparison
MGRDX's dividend yield for the trailing twelve months is around 5.42%, more than GQJPX's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQJPX GQG Partners International Quality Dividend Income Fund | 3.79% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGRDX MFS International Growth Fund R6 | 5.42% | 5.63% | 6.35% | 2.90% | 3.06% | 6.97% | 0.80% | 1.51% | 4.20% | 2.61% | 1.45% | 1.20% |
Frequently Asked Questions
MGRDX and GQJPX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MGRDX has higher volatility (3.93%) compared to GQJPX (3.06%). In terms of maximum drawdown, MGRDX dropped -60.75% vs GQJPX's -21.83%.
GQJPX currently has the higher Sharpe Ratio (1.93 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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