MGRVX vs. FPE
Compare and contrast key facts about MFS International Growth Fund Class R4 (MGRVX) and First Trust Preferred Securities & Income ETF (FPE).
MGRVX is managed by MFS. It was launched on Oct 1, 2008. FPE is an actively managed fund by First Trust. It was launched on Feb 12, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGRVX or FPE.
Key characteristics
| MGRVX | FPE | |
|---|---|---|
| YTD Return | 15.88% | 12.20% |
| 1Y Return | 32.13% | 23.39% |
| 3Y Return (Ann) | 4.34% | 1.53% |
| 5Y Return (Ann) | 9.14% | 3.52% |
| 10Y Return (Ann) | 8.79% | 5.19% |
| Sharpe Ratio | 2.57 | 4.93 |
| Sortino Ratio | 3.66 | 7.81 |
| Omega Ratio | 1.45 | 2.16 |
| Calmar Ratio | 1.84 | 1.48 |
| Martin Ratio | 14.92 | 42.01 |
| Ulcer Index | 2.09% | 0.56% |
| Daily Std Dev | 12.10% | 4.80% |
| Max Drawdown | -35.29% | -33.35% |
| Current Drawdown | -2.87% | -0.33% |
Correlation
The correlation between MGRVX and FPE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MGRVX vs. FPE - Performance Comparison
In the year-to-date period, MGRVX achieves a 15.88% return, which is significantly higher than FPE's 12.20% return. Over the past 10 years, MGRVX has outperformed FPE with an annualized return of 8.79%, while FPE has yielded a comparatively lower 5.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MGRVX vs. FPE - Expense Ratio Comparison
MGRVX has a 0.83% expense ratio, which is lower than FPE's 0.85% expense ratio.
Risk-Adjusted Performance
MGRVX vs. FPE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and First Trust Preferred Securities & Income ETF (FPE). 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.
Dividends
MGRVX vs. FPE - Dividend Comparison
MGRVX's dividend yield for the trailing twelve months is around 2.35%, less than FPE's 5.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGRVX MFS International Growth Fund Class R4 | 2.35% | 2.73% | 2.94% | 6.84% | 0.72% | 1.48% | 4.10% | 2.53% | 1.22% | 1.15% | 4.04% | 1.75% |
FPE First Trust Preferred Securities & Income ETF | 5.47% | 6.03% | 5.67% | 4.48% | 4.88% | 5.32% | 6.14% | 5.39% | 5.97% | 5.49% | 6.00% | 4.69% |
Drawdowns
MGRVX vs. FPE - Drawdown Comparison
The maximum MGRVX drawdown since its inception was -35.29%, which is greater than FPE's maximum drawdown of -33.35%. Use the drawdown chart below to compare losses from any high point for MGRVX and FPE. For additional features, visit the drawdowns tool.
Volatility
MGRVX vs. FPE - Volatility Comparison
MFS International Growth Fund Class R4 (MGRVX) has a higher volatility of 3.73% compared to First Trust Preferred Securities & Income ETF (FPE) at 0.73%. This indicates that MGRVX's price experiences larger fluctuations and is considered to be riskier than FPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.