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MGRDX vs. MFEKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGRDX vs. MFEKX - Performance Comparison

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

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MGRDX vs. MFEKX - 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%
MFEKX
MFS Growth R6
-13.60%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%2.40%30.97%

Returns By Period

In the year-to-date period, MGRDX achieves a -6.04% return, which is significantly higher than MFEKX's -13.60% return. Over the past 10 years, MGRDX has underperformed MFEKX with an annualized return of 9.26%, while MFEKX has yielded a comparatively higher 15.54% 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%

MFEKX

1D
-0.58%
1M
-9.05%
YTD
-13.60%
6M
-14.18%
1Y
6.63%
3Y*
21.39%
5Y*
10.96%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGRDX vs. MFEKX - Expense Ratio Comparison

MGRDX has a 0.72% expense ratio, which is higher than MFEKX's 0.51% expense ratio.


Return for Risk

MGRDX vs. MFEKX — 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

MFEKX
MFEKX Risk / Return Rank: 1212
Overall Rank
MFEKX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1111
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. MFEKX - Risk-Adjusted Trends Comparison

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


MGRDXMFEKXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.31

+0.26

Sortino ratio

Return per unit of downside risk

0.84

0.59

+0.25

Omega ratio

Gain probability vs. loss probability

1.11

1.08

+0.03

Calmar ratio

Return relative to maximum drawdown

0.58

0.22

+0.36

Martin ratio

Return relative to average drawdown

2.34

0.76

+1.58

MGRDX vs. MFEKX - Sharpe Ratio Comparison

The current MGRDX Sharpe Ratio is 0.57, which is higher than the MFEKX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of MGRDX and MFEKX, 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


MGRDXMFEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.31

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.50

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.74

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.80

-0.53

Correlation

The correlation between MGRDX and MFEKX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MGRDX vs. MFEKX - Dividend Comparison

MGRDX's dividend yield for the trailing twelve months is around 5.99%, less than MFEKX's 17.15% 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%
MFEKX
MFS Growth R6
17.15%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%

Drawdowns

MGRDX vs. MFEKX - Drawdown Comparison

The maximum MGRDX drawdown since its inception was -60.75%, which is greater than MFEKX's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for MGRDX and MFEKX.


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Drawdown Indicators


MGRDXMFEKXDifference

Max Drawdown

Largest peak-to-trough decline

-60.75%

-36.06%

-24.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-17.27%

+4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-36.06%

+5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-30.60%

-36.06%

+5.46%

Current Drawdown

Current decline from peak

-12.25%

-17.27%

+5.02%

Average Drawdown

Average peak-to-trough decline

-12.49%

-5.66%

-6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

5.05%

-1.97%

Volatility

MGRDX vs. MFEKX - Volatility Comparison

MFS International Growth Fund R6 (MGRDX) and MFS Growth R6 (MFEKX) have volatilities of 5.78% and 5.57%, 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.


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Volatility by Period


MGRDXMFEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

5.57%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

12.05%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

21.56%

-7.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

21.86%

-6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

21.12%

-5.44%