MGRVX vs. PZRIX
Compare and contrast key facts about MFS International Growth Fund Class R4 (MGRVX) and PIMCO RAE Global ex-US Fund (PZRIX).
MGRVX is managed by MFS. It was launched on Oct 1, 2008. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MGRVX vs. PZRIX - Performance Comparison
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MGRVX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, MGRVX achieves a -3.51% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, MGRVX has underperformed PZRIX with an annualized return of 9.44%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
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%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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MGRVX vs. PZRIX - Expense Ratio Comparison
MGRVX has a 0.83% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MGRVX vs. PZRIX — Risk / Return Rank
MGRVX
PZRIX
MGRVX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and PIMCO RAE Global ex-US Fund (PZRIX). 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.
| MGRVX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.67 | -1.84 |
Sortino ratioReturn per unit of downside risk | 1.19 | 3.39 | -2.21 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.52 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 3.09 | -2.21 |
Martin ratioReturn relative to average drawdown | 3.48 | 14.29 | -10.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGRVX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.67 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.69 | -0.30 |
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 | 0.59 | -0.17 |
Correlation
The correlation between MGRVX and PZRIX is 0.82, 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. PZRIX - Dividend Comparison
MGRVX's dividend yield for the trailing twelve months is around 5.70%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
MGRVX vs. PZRIX - Drawdown Comparison
The maximum MGRVX drawdown since its inception was -36.30%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MGRVX and PZRIX.
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Drawdown Indicators
| MGRVX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.30% | -43.53% | +7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -10.68% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -30.56% | -30.85% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -30.56% | -43.53% | +12.97% |
Current DrawdownCurrent decline from peak | -9.87% | -5.20% | -4.67% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -9.00% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.45% | +0.69% |
Volatility
MGRVX vs. PZRIX - Volatility Comparison
MFS International Growth Fund Class R4 (MGRVX) has a higher volatility of 6.52% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that MGRVX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGRVX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 5.45% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 8.92% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 14.17% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 15.85% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 17.02% | -1.33% |