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MGRVX vs. MGRAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGRVX and MGRAX is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

MGRVX vs. MGRAX - Performance Comparison

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

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Key characteristics

Daily Std Dev

MGRVX:

8.27%

MGRAX:

8.32%

Max Drawdown

MGRVX:

-0.96%

MGRAX:

-0.97%

Current Drawdown

MGRVX:

-0.28%

MGRAX:

-0.29%

Returns By Period


MGRVX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MGRAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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MGRVX vs. MGRAX - Expense Ratio Comparison

MGRVX has a 0.83% expense ratio, which is lower than MGRAX's 1.06% expense ratio.


Risk-Adjusted Performance

MGRVX vs. MGRAX — Risk-Adjusted Performance Rank

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

MGRVX
The Risk-Adjusted Performance Rank of MGRVX is 6262
Overall Rank
The Sharpe Ratio Rank of MGRVX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MGRVX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of MGRVX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of MGRVX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of MGRVX is 5353
Martin Ratio Rank

MGRAX
The Risk-Adjusted Performance Rank of MGRAX is 6161
Overall Rank
The Sharpe Ratio Rank of MGRAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of MGRAX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MGRAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MGRAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MGRAX is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MGRVX vs. MGRAX - Risk-Adjusted Performance Comparison

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



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Dividends

MGRVX vs. MGRAX - Dividend Comparison

MGRVX's dividend yield for the trailing twelve months is around 1.42%, less than MGRAX's 5.44% yield.


TTM20242023202220212020201920182017201620152014
MGRVX
MFS International Growth Fund Class R4
1.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MGRAX
MFS International Growth Fund
5.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MGRVX vs. MGRAX - Drawdown Comparison

The maximum MGRVX drawdown since its inception was -0.96%, roughly equal to the maximum MGRAX drawdown of -0.97%. Use the drawdown chart below to compare losses from any high point for MGRVX and MGRAX. For additional features, visit the drawdowns tool.


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Volatility

MGRVX vs. MGRAX - Volatility Comparison


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