MGRVX vs. VOO
Compare and contrast key facts about MFS International Growth Fund Class R4 (MGRVX) and Vanguard S&P 500 ETF (VOO).
MGRVX is managed by MFS. It was launched on Oct 1, 2008. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGRVX or VOO.
Key characteristics
MGRVX | VOO | |
---|---|---|
YTD Return | 15.88% | 24.05% |
1Y Return | 32.13% | 40.59% |
3Y Return (Ann) | 4.34% | 10.54% |
5Y Return (Ann) | 9.14% | 16.15% |
10Y Return (Ann) | 8.79% | 13.61% |
Sharpe Ratio | 2.57 | 3.15 |
Sortino Ratio | 3.66 | 4.17 |
Omega Ratio | 1.45 | 1.58 |
Calmar Ratio | 1.84 | 3.34 |
Martin Ratio | 14.92 | 21.02 |
Ulcer Index | 2.09% | 1.85% |
Daily Std Dev | 12.10% | 12.27% |
Max Drawdown | -35.29% | -33.99% |
Current Drawdown | -2.87% | -0.15% |
Correlation
The correlation between MGRVX and VOO is 0.76, 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. VOO - Performance Comparison
In the year-to-date period, MGRVX achieves a 15.88% return, which is significantly lower than VOO's 24.05% return. Over the past 10 years, MGRVX has underperformed VOO with an annualized return of 8.79%, while VOO has yielded a comparatively higher 13.61% 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. VOO - Expense Ratio Comparison
MGRVX has a 0.83% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
MGRVX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
MGRVX's dividend yield for the trailing twelve months is around 2.35%, more than VOO's 1.26% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MGRVX vs. VOO - Drawdown Comparison
The maximum MGRVX drawdown since its inception was -35.29%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MGRVX and VOO. For additional features, visit the drawdowns tool.
Volatility
MGRVX vs. VOO - Volatility Comparison
MFS International Growth Fund Class R4 (MGRVX) has a higher volatility of 3.73% compared to Vanguard S&P 500 ETF (VOO) at 2.53%. This indicates that MGRVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.