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MGRVX vs. MEIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGRVX vs. MEIIX - Performance Comparison

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

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MGRVX vs. MEIIX - 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%
MEIIX
MFS Value Fund Class I
1.07%13.26%11.86%8.21%-6.02%25.43%3.99%30.04%-9.90%17.20%

Returns By Period

In the year-to-date period, MGRVX achieves a -3.51% return, which is significantly lower than MEIIX's 1.07% return. Both investments have delivered pretty close results over the past 10 years, with MGRVX having a 9.44% annualized return and MEIIX not far ahead at 9.90%.


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%

MEIIX

1D
1.65%
1M
-5.02%
YTD
1.07%
6M
3.60%
1Y
10.36%
3Y*
12.03%
5Y*
8.36%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGRVX vs. MEIIX - Expense Ratio Comparison

MGRVX has a 0.83% expense ratio, which is higher than MEIIX's 0.55% expense ratio.


Return for Risk

MGRVX vs. MEIIX — 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

MEIIX
MEIIX Risk / Return Rank: 3131
Overall Rank
MEIIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MEIIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MEIIX Omega Ratio Rank: 2525
Omega Ratio Rank
MEIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MEIIX Martin Ratio Rank: 4242
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. MEIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and MFS Value Fund Class I (MEIIX). 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.


MGRVXMEIIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.69

+0.15

Sortino ratio

Return per unit of downside risk

1.19

1.03

+0.16

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

0.88

1.02

-0.14

Martin ratio

Return relative to average drawdown

3.48

4.48

-0.99

MGRVX vs. MEIIX - Sharpe Ratio Comparison

The current MGRVX Sharpe Ratio is 0.84, which is comparable to the MEIIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MGRVX and MEIIX, 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


MGRVXMEIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.69

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.60

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.60

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.56

-0.14

Correlation

The correlation between MGRVX and MEIIX is 0.74, 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. MEIIX - Dividend Comparison

MGRVX's dividend yield for the trailing twelve months is around 5.70%, less than MEIIX's 9.62% 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%
MEIIX
MFS Value Fund Class I
9.62%9.52%9.30%8.41%7.58%3.32%2.63%3.17%3.62%4.04%2.91%5.97%

Drawdowns

MGRVX vs. MEIIX - Drawdown Comparison

The maximum MGRVX drawdown since its inception was -36.30%, smaller than the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MGRVX and MEIIX.


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Drawdown Indicators


MGRVXMEIIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.30%

-52.64%

+16.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-11.10%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

-17.58%

-12.98%

Max Drawdown (10Y)

Largest decline over 10 years

-30.56%

-36.70%

+6.14%

Current Drawdown

Current decline from peak

-9.87%

-5.02%

-4.85%

Average Drawdown

Average peak-to-trough decline

-6.67%

-6.58%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.53%

+0.61%

Volatility

MGRVX vs. MEIIX - Volatility Comparison

MFS International Growth Fund Class R4 (MGRVX) has a higher volatility of 6.52% compared to MFS Value Fund Class I (MEIIX) at 3.64%. This indicates that MGRVX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGRVXMEIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

3.64%

+2.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

7.85%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.49%

14.83%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

13.92%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

16.56%

-0.87%