MGRVX vs. MGRAX
Compare and contrast key facts about MFS International Growth Fund Class R4 (MGRVX) and MFS International Growth Fund (MGRAX).
MGRVX is managed by MFS. It was launched on Oct 1, 2008. MGRAX is managed by MFS. It was launched on Oct 23, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGRVX or MGRAX.
Key characteristics
| MGRVX | MGRAX | |
|---|---|---|
| YTD Return | 15.88% | 15.63% |
| 1Y Return | 32.13% | 31.79% |
| 3Y Return (Ann) | 4.34% | 4.08% |
| 5Y Return (Ann) | 9.14% | 8.86% |
| 10Y Return (Ann) | 8.79% | 8.50% |
| Sharpe Ratio | 2.57 | 2.54 |
| Sortino Ratio | 3.66 | 3.62 |
| Omega Ratio | 1.45 | 1.45 |
| Calmar Ratio | 1.84 | 1.77 |
| Martin Ratio | 14.92 | 14.73 |
| Ulcer Index | 2.09% | 2.09% |
| Daily Std Dev | 12.10% | 12.08% |
| Max Drawdown | -35.29% | -53.93% |
| Current Drawdown | -2.87% | -2.89% |
Correlation
The correlation between MGRVX and MGRAX is 1.00, 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.
Performance
MGRVX vs. MGRAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with MGRVX having a 15.88% return and MGRAX slightly lower at 15.63%. Both investments have delivered pretty close results over the past 10 years, with MGRVX having a 8.79% annualized return and MGRAX not far behind at 8.50%. 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. 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 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.
Dividends
MGRVX vs. MGRAX - Dividend Comparison
MGRVX's dividend yield for the trailing twelve months is around 2.35%, more than MGRAX's 2.21% 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% |
MGRAX MFS International Growth Fund | 2.21% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% | 3.58% | 1.61% |
Drawdowns
MGRVX vs. MGRAX - Drawdown Comparison
The maximum MGRVX drawdown since its inception was -35.29%, smaller than the maximum MGRAX drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for MGRVX and MGRAX. For additional features, visit the drawdowns tool.
Volatility
MGRVX vs. MGRAX - Volatility Comparison
MFS International Growth Fund Class R4 (MGRVX) and MFS International Growth Fund (MGRAX) have volatilities of 3.73% and 3.72%, 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.