MGRVX vs. VFIAX
Compare and contrast key facts about MFS International Growth Fund Class R4 (MGRVX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
MGRVX is managed by MFS. It was launched on Oct 1, 2008. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGRVX or VFIAX.
Key characteristics
| MGRVX | VFIAX | |
|---|---|---|
| YTD Return | 15.88% | 24.06% |
| 1Y Return | 32.13% | 40.54% |
| 3Y Return (Ann) | 4.34% | 10.54% |
| 5Y Return (Ann) | 9.14% | 16.14% |
| 10Y Return (Ann) | 8.79% | 13.60% |
| Sharpe Ratio | 2.57 | 3.13 |
| Sortino Ratio | 3.66 | 4.14 |
| Omega Ratio | 1.45 | 1.57 |
| Calmar Ratio | 1.84 | 3.32 |
| Martin Ratio | 14.92 | 20.80 |
| Ulcer Index | 2.09% | 1.86% |
| Daily Std Dev | 12.10% | 12.34% |
| Max Drawdown | -35.29% | -55.20% |
| Current Drawdown | -2.87% | -0.18% |
Correlation
The correlation between MGRVX and VFIAX is 0.78, 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. VFIAX - Performance Comparison
In the year-to-date period, MGRVX achieves a 15.88% return, which is significantly lower than VFIAX's 24.06% return. Over the past 10 years, MGRVX has underperformed VFIAX with an annualized return of 8.79%, while VFIAX has yielded a comparatively higher 13.60% 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. VFIAX - Expense Ratio Comparison
MGRVX has a 0.83% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
MGRVX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
MGRVX's dividend yield for the trailing twelve months is around 2.35%, more than VFIAX's 1.25% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.25% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MGRVX vs. VFIAX - Drawdown Comparison
The maximum MGRVX drawdown since its inception was -35.29%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for MGRVX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
MGRVX vs. VFIAX - Volatility Comparison
MFS International Growth Fund Class R4 (MGRVX) has a higher volatility of 3.73% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 2.57%. This indicates that MGRVX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.