MGRVX vs. VTIAX

Last updated Jun 13, 2026

MGRVX (MFS International Growth Fund Class R4) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both Foreign Large Cap Equities funds. Over the past 10 years, MGRVX returned 10.04%/yr vs 9.95%/yr for VTIAX. Their correlation of 0.92 suggests significant overlap in exposure. MGRVX charges 0.83%/yr vs 0.09%/yr for VTIAX.

Performance

MGRVX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Growth Fund Class R4 (MGRVX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MGRVX achieves a 1.47% return, which is significantly lower than VTIAX's 12.84% return. Both investments have delivered pretty close results over the past 10 years, with MGRVX having a 10.04% annualized return and VTIAX not far behind at 9.95%.

MGRVX

• 1D: 2.57%
• 1M: 1.84%
• YTD: 1.47%
• 6M: 2.18%
• 1Y: 7.87%
• 3Y*: 11.31%
• 5Y*: 5.59%
• 10Y*: 10.04%

VTIAX

• 1D: 3.14%
• 1M: 2.33%
• YTD: 12.84%
• 6M: 14.70%
• 1Y: 29.19%
• 3Y*: 18.43%
• 5Y*: 8.12%
• 10Y*: 9.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MGRVX vs. VTIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MGRVX MFS International Growth Fund Class R4	1.47%	21.04%	9.10%	14.82%	-15.10%	9.50%	15.70%	27.19%	-8.87%	32.47%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	12.84%	32.18%	5.34%	15.28%	-16.02%	8.59%	11.27%	21.52%	-14.46%	27.54%

Correlation

The correlation between MGRVX and VTIAX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Nov 29, 2010	0.92

The correlation between MGRVX and VTIAX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Return for Risk

MGRVX vs. VTIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGRVX

MGRVX Risk / Return Rank: 8
MGRVX Sharpe Ratio Rank: 8
MGRVX Sortino Ratio Rank: 8
MGRVX Omega Ratio Rank: 8
MGRVX Calmar Ratio Rank: 8
MGRVX Martin Ratio Rank: 9

VTIAX

VTIAX Risk / Return Rank: 65
VTIAX Sharpe Ratio Rank: 67
VTIAX Sortino Ratio Rank: 63
VTIAX Omega Ratio Rank: 67
VTIAX Calmar Ratio Rank: 65
VTIAX Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MGRVX vs. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MGRVX	VTIAX	Difference
Sharpe ratio: Return per unit of total volatility	0.48	1.88	-1.40
Sortino ratio: Return per unit of downside risk	0.75	2.57	-1.81
Omega ratio: Gain probability vs. loss probability	1.09	1.35	-0.26
Calmar ratio: Return relative to maximum drawdown	0.53	2.51	-1.98
Martin ratio: Return relative to average drawdown	1.75	9.72	-7.97

MGRVX vs. VTIAX - Sharpe Ratio Comparison

The current MGRVX Sharpe Ratio is 0.48, which is lower than the VTIAX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of MGRVX and VTIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MGRVX vs. VTIAX - Drawdown Comparison

The maximum MGRVX drawdown since its inception was -36.30%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for MGRVX and VTIAX.

Drawdown Indicators

	MGRVX	VTIAX	Difference
Max Drawdown Largest peak-to-trough decline	-36.30%	-35.83%	-0.47%
Max Drawdown (1Y) Largest decline over 1 year	-12.40%	-11.28%	-1.12%
Max Drawdown (3Y) Largest decline over 3 years	-13.61%	-13.13%	-0.48%
Max Drawdown (5Y) Largest decline over 5 years	-30.56%	-29.52%	-1.04%
Max Drawdown (10Y) Largest decline over 10 years	-30.56%	-35.83%	+5.27%
Current Drawdown Current decline from peak	-5.21%	-2.23%	-2.98%
Average Drawdown Average peak-to-trough decline	-6.65%	-8.07%	+1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.79%	2.91%	+0.88%

Volatility

MGRVX vs. VTIAX - Volatility Comparison

The current volatility for MFS International Growth Fund Class R4 (MGRVX) is 5.55%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 6.40%. This indicates that MGRVX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MGRVX	VTIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.55%	6.40%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	12.98%	-1.35%
Volatility (1Y) Calculated over the trailing 1-year period	13.96%	15.09%	-1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.72%	15.21%	+0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.79%	15.97%	-0.18%

MGRVX vs. VTIAX - Expense Ratio Comparison

MGRVX has a 0.83% expense ratio, which is higher than VTIAX's 0.09% expense ratio.

Dividends

MGRVX vs. VTIAX - Dividend Comparison

MGRVX's dividend yield for the trailing twelve months is around 5.42%, more than VTIAX's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MGRVX MFS International Growth Fund Class R4	5.42%	5.50%	6.21%	2.73%	2.94%	6.84%	0.72%	1.48%	4.10%	2.53%	1.22%	1.15%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	2.66%	3.15%	3.33%	3.22%	3.04%	3.05%	2.10%	3.04%	3.16%	2.73%	2.93%	2.84%

Frequently Asked Questions

Can I hold both MGRVX and VTIAX in my portfolio?

MGRVX and VTIAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MGRVX or VTIAX?

VTIAX has higher volatility (6.40%) compared to MGRVX (5.55%). In terms of maximum drawdown, MGRVX dropped -36.30% vs VTIAX's -35.83%.

Which has better risk-adjusted returns?

VTIAX currently has the higher Sharpe Ratio (1.88 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.