MGRDX vs. SSSYX
Compare and contrast key facts about MFS International Growth Fund R6 (MGRDX) and State Street Equity 500 Index Fund Class K (SSSYX).
MGRDX is an actively managed fund by MFS. It was launched on May 1, 2006. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
MGRDX vs. SSSYX - Performance Comparison
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MGRDX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, MGRDX achieves a -6.04% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, MGRDX has underperformed SSSYX with an annualized return of 9.26%, while SSSYX has yielded a comparatively higher 13.69% 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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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MGRDX vs. SSSYX - Expense Ratio Comparison
MGRDX has a 0.72% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
MGRDX vs. SSSYX — Risk / Return Rank
MGRDX
SSSYX
MGRDX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund R6 (MGRDX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| MGRDX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.84 | -0.27 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.30 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.06 | -0.48 |
Martin ratioReturn relative to average drawdown | 2.34 | 5.13 | -2.79 |
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
| MGRDX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.84 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.68 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.11 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.11 | +0.16 |
Correlation
The correlation between MGRDX and SSSYX is 0.73, 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. SSSYX - Dividend Comparison
MGRDX's dividend yield for the trailing twelve months is around 5.99%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
MGRDX vs. SSSYX - Drawdown Comparison
The maximum MGRDX drawdown since its inception was -60.75%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for MGRDX and SSSYX.
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Drawdown Indicators
| MGRDX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -91.48% | +30.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -12.10% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -24.49% | -6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -30.60% | -91.48% | +60.88% |
Current DrawdownCurrent decline from peak | -12.25% | -8.88% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -12.49% | -4.20% | -8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.49% | +0.59% |
Volatility
MGRDX vs. SSSYX - Volatility Comparison
MFS International Growth Fund R6 (MGRDX) has a higher volatility of 5.78% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that MGRDX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGRDX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 4.24% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 9.08% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 18.10% | -3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 16.85% | -1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 124.43% | -108.75% |