MGRVX vs. MTCIX
Compare and contrast key facts about MFS International Growth Fund Class R4 (MGRVX) and MFS Technology Fund (MTCIX).
MGRVX is managed by MFS. It was launched on Oct 1, 2008. MTCIX is managed by MFS. It was launched on Jan 1, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGRVX or MTCIX.
Key characteristics
| MGRVX | MTCIX | |
|---|---|---|
| YTD Return | 15.88% | 31.01% |
| 1Y Return | 32.13% | 55.79% |
| 3Y Return (Ann) | 4.34% | 8.49% |
| 5Y Return (Ann) | 9.14% | 19.01% |
| 10Y Return (Ann) | 8.79% | 18.25% |
| Sharpe Ratio | 2.57 | 2.54 |
| Sortino Ratio | 3.66 | 3.20 |
| Omega Ratio | 1.45 | 1.44 |
| Calmar Ratio | 1.84 | 2.19 |
| Martin Ratio | 14.92 | 13.04 |
| Ulcer Index | 2.09% | 4.07% |
| Daily Std Dev | 12.10% | 20.83% |
| Max Drawdown | -35.29% | -81.20% |
| Current Drawdown | -2.87% | -1.35% |
Correlation
The correlation between MGRVX and MTCIX is 0.70, 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. MTCIX - Performance Comparison
In the year-to-date period, MGRVX achieves a 15.88% return, which is significantly lower than MTCIX's 31.01% return. Over the past 10 years, MGRVX has underperformed MTCIX with an annualized return of 8.79%, while MTCIX has yielded a comparatively higher 18.25% 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. MTCIX - Expense Ratio Comparison
MGRVX has a 0.83% expense ratio, which is lower than MTCIX's 0.88% expense ratio.
Risk-Adjusted Performance
MGRVX vs. MTCIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and MFS Technology Fund (MTCIX). 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. MTCIX - Dividend Comparison
MGRVX's dividend yield for the trailing twelve months is around 2.35%, less than MTCIX's 7.38% 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% |
MTCIX MFS Technology Fund | 7.38% | 9.66% | 10.35% | 11.58% | 4.97% | 1.94% | 4.97% | 3.51% | 1.84% | 3.62% | 3.31% | 0.00% |
Drawdowns
MGRVX vs. MTCIX - Drawdown Comparison
The maximum MGRVX drawdown since its inception was -35.29%, smaller than the maximum MTCIX drawdown of -81.20%. Use the drawdown chart below to compare losses from any high point for MGRVX and MTCIX. For additional features, visit the drawdowns tool.
Volatility
MGRVX vs. MTCIX - Volatility Comparison
The current volatility for MFS International Growth Fund Class R4 (MGRVX) is 3.73%, while MFS Technology Fund (MTCIX) has a volatility of 4.15%. This indicates that MGRVX experiences smaller price fluctuations and is considered to be less risky than MTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.