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MGRVX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGRVX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Growth Fund Class R4 (MGRVX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

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MGRVX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FIGSX
Fidelity Series International Growth Fund
-1.99%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period

In the year-to-date period, MGRVX achieves a -3.51% return, which is significantly lower than FIGSX's -1.99% return. Both investments have delivered pretty close results over the past 10 years, with MGRVX having a 9.44% annualized return and FIGSX not far ahead at 9.60%.


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%

FIGSX

1D
3.82%
1M
-8.68%
YTD
-1.99%
6M
-1.59%
1Y
13.63%
3Y*
10.79%
5Y*
5.70%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGRVX vs. FIGSX - Expense Ratio Comparison

MGRVX has a 0.83% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

MGRVX vs. FIGSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGRVX
MGRVX Risk / Return Rank: 2929
Overall Rank
MGRVX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MGRVX Sortino Ratio Rank: 3030
Sortino Ratio Rank
MGRVX Omega Ratio Rank: 2828
Omega Ratio Rank
MGRVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MGRVX Martin Ratio Rank: 2828
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 3131
Overall Rank
FIGSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2727
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 3434
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.

MGRVX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and Fidelity Series International Growth Fund (FIGSX). 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.


MGRVXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.74

+0.09

Sortino ratio

Return per unit of downside risk

1.19

1.16

+0.03

Omega ratio

Gain probability vs. loss probability

1.16

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

0.88

0.98

-0.09

Martin ratio

Return relative to average drawdown

3.48

3.83

-0.34

MGRVX vs. FIGSX - Sharpe Ratio Comparison

The current MGRVX Sharpe Ratio is 0.84, which is comparable to the FIGSX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of MGRVX and FIGSX, 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


MGRVXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.74

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.33

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.55

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.48

-0.06

Correlation

The correlation between MGRVX and FIGSX is 0.93, 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. FIGSX - Dividend Comparison

MGRVX's dividend yield for the trailing twelve months is around 5.70%, less than FIGSX's 8.85% yield.


TTM20252024202320222021202020192018201720162015
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%
FIGSX
Fidelity Series International Growth Fund
8.85%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

MGRVX vs. FIGSX - Drawdown Comparison

The maximum MGRVX drawdown since its inception was -36.30%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for MGRVX and FIGSX.


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Drawdown Indicators


MGRVXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-36.30%

-34.47%

-1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-13.89%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

-34.47%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-30.56%

-34.47%

+3.91%

Current Drawdown

Current decline from peak

-9.87%

-10.60%

+0.73%

Average Drawdown

Average peak-to-trough decline

-6.67%

-6.49%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.55%

-0.41%

Volatility

MGRVX vs. FIGSX - Volatility Comparison

The current volatility for MFS International Growth Fund Class R4 (MGRVX) is 6.52%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 9.09%. This indicates that MGRVX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGRVXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

9.09%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

13.23%

-3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.49%

19.24%

-4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

17.61%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

17.54%

-1.85%