MGRVX vs. JPRE
Compare and contrast key facts about MFS International Growth Fund Class R4 (MGRVX) and JPMorgan Realty Income ETF (JPRE).
MGRVX is managed by MFS. It was launched on Oct 1, 2008. JPRE is an actively managed fund by JPMorgan. It was launched on Dec 31, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGRVX or JPRE.
Key characteristics
| MGRVX | JPRE | |
|---|---|---|
| YTD Return | 15.88% | 13.34% |
| 1Y Return | 32.13% | 36.57% |
| Sharpe Ratio | 2.57 | 2.16 |
| Sortino Ratio | 3.66 | 3.08 |
| Omega Ratio | 1.45 | 1.38 |
| Calmar Ratio | 1.84 | 1.61 |
| Martin Ratio | 14.92 | 9.39 |
| Ulcer Index | 2.09% | 3.82% |
| Daily Std Dev | 12.10% | 16.65% |
| Max Drawdown | -35.29% | -23.84% |
| Current Drawdown | -2.87% | -2.73% |
Correlation
The correlation between MGRVX and JPRE is 0.55, 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.
Performance
MGRVX vs. JPRE - Performance Comparison
In the year-to-date period, MGRVX achieves a 15.88% return, which is significantly higher than JPRE's 13.34% 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. JPRE - Expense Ratio Comparison
MGRVX has a 0.83% expense ratio, which is higher than JPRE's 0.50% expense ratio.
Risk-Adjusted Performance
MGRVX vs. JPRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and JPMorgan Realty Income ETF (JPRE). 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. JPRE - Dividend Comparison
MGRVX's dividend yield for the trailing twelve months is around 2.35%, more than JPRE's 2.17% 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% |
JPRE JPMorgan Realty Income ETF | 2.17% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MGRVX vs. JPRE - Drawdown Comparison
The maximum MGRVX drawdown since its inception was -35.29%, which is greater than JPRE's maximum drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for MGRVX and JPRE. For additional features, visit the drawdowns tool.
Volatility
MGRVX vs. JPRE - Volatility Comparison
MFS International Growth Fund Class R4 (MGRVX) and JPMorgan Realty Income ETF (JPRE) have volatilities of 3.73% and 3.66%, 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.