MGRVX vs. DFEMX
Compare and contrast key facts about MFS International Growth Fund Class R4 (MGRVX) and DFA Emerging Markets Portfolio (DFEMX).
MGRVX is managed by MFS. It was launched on Oct 1, 2008. DFEMX is managed by Dimensional. It was launched on Apr 24, 1994.
Performance
MGRVX vs. DFEMX - Performance Comparison
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MGRVX vs. DFEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGRVX MFS International Growth Fund Class R4 | -3.51% | 21.04% | 9.10% | 14.82% | -15.10% | 9.50% | 15.70% | 27.19% | -8.87% | 32.47% |
DFEMX DFA Emerging Markets Portfolio | 3.65% | 33.57% | 6.90% | 13.08% | -16.91% | 2.53% | 13.89% | 16.02% | -13.62% | 36.57% |
Returns By Period
In the year-to-date period, MGRVX achieves a -3.51% return, which is significantly lower than DFEMX's 3.65% return. Over the past 10 years, MGRVX has outperformed DFEMX with an annualized return of 9.44%, while DFEMX has yielded a comparatively lower 8.80% annualized return.
MGRVX
- 1D
- 2.71%
- 1M
- -8.23%
- YTD
- -3.51%
- 6M
- -2.79%
- 1Y
- 11.25%
- 3Y*
- 10.25%
- 5Y*
- 5.91%
- 10Y*
- 9.44%
DFEMX
- 1D
- 2.48%
- 1M
- -9.04%
- YTD
- 3.65%
- 6M
- 8.28%
- 1Y
- 33.87%
- 3Y*
- 16.71%
- 5Y*
- 6.13%
- 10Y*
- 8.80%
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MGRVX vs. DFEMX - Expense Ratio Comparison
MGRVX has a 0.83% expense ratio, which is higher than DFEMX's 0.36% expense ratio.
Return for Risk
MGRVX vs. DFEMX — Risk / Return Rank
MGRVX
DFEMX
MGRVX vs. DFEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and DFA Emerging Markets Portfolio (DFEMX). 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.
| MGRVX | DFEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.14 | -1.31 |
Sortino ratioReturn per unit of downside risk | 1.19 | 2.76 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.41 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.52 | -1.64 |
Martin ratioReturn relative to average drawdown | 3.48 | 9.69 | -6.20 |
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
| MGRVX | DFEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.14 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.41 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.54 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.37 | +0.04 |
Correlation
The correlation between MGRVX and DFEMX is 0.79, 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
MGRVX vs. DFEMX - Dividend Comparison
MGRVX's dividend yield for the trailing twelve months is around 5.70%, more than DFEMX's 2.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGRVX MFS International Growth Fund Class R4 | 5.70% | 5.50% | 6.21% | 2.73% | 2.94% | 6.84% | 0.72% | 1.48% | 4.10% | 2.53% | 1.22% | 1.15% |
DFEMX DFA Emerging Markets Portfolio | 2.46% | 2.55% | 3.14% | 3.34% | 3.90% | 6.13% | 1.45% | 2.33% | 2.14% | 1.74% | 1.92% | 2.08% |
Drawdowns
MGRVX vs. DFEMX - Drawdown Comparison
The maximum MGRVX drawdown since its inception was -36.30%, smaller than the maximum DFEMX drawdown of -62.43%. Use the drawdown chart below to compare losses from any high point for MGRVX and DFEMX.
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Drawdown Indicators
| MGRVX | DFEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.30% | -62.43% | +26.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -12.85% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -30.56% | -31.84% | +1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -30.56% | -40.44% | +9.88% |
Current DrawdownCurrent decline from peak | -9.87% | -10.69% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -15.41% | +8.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.35% | -0.21% |
Volatility
MGRVX vs. DFEMX - Volatility Comparison
The current volatility for MFS International Growth Fund Class R4 (MGRVX) is 6.52%, while DFA Emerging Markets Portfolio (DFEMX) has a volatility of 8.56%. This indicates that MGRVX experiences smaller price fluctuations and is considered to be less risky than DFEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGRVX | DFEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 8.56% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 12.10% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 16.41% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 15.21% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 16.35% | -0.66% |