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MGRVX vs. VUSXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MGRVX vs. VUSXX

Last updated Jun 16, 2026

MGRVX (MFS International Growth Fund Class R4) and VUSXX (Vanguard Treasury Money Market Fund) are both mutual funds - MGRVX is a Foreign Large Cap Equities fund managed by MFS, while VUSXX is a Money Market fund actively managed by Vanguard. Over the past 5 years, MGRVX returned 5.67%/yr vs 1.56%/yr for VUSXX. At a 0.01 correlation, their price movements are largely independent. MGRVX charges 0.83%/yr vs 0.07%/yr for VUSXX.

Performance

MGRVX vs. VUSXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Growth Fund Class R4 (MGRVX) and Vanguard Treasury Money Market Fund (VUSXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MGRVX achieves a 1.85% return, which is significantly higher than VUSXX's 1.51% return.

MGRVX

1D
0.37%
1M
2.22%
YTD
1.85%
6M
1.98%
1Y
8.28%
3Y*
11.09%
5Y*
5.67%
10Y*
10.23%

VUSXX

1D
0.00%
1M
0.31%
YTD
1.51%
6M
1.84%
1Y
3.98%
3Y*
2.61%
5Y*
1.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGRVX vs. VUSXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
MGRVX
MFS International Growth Fund Class R4		1.85%21.04%9.10%14.82%-15.10%2.41%
VUSXX
Vanguard Treasury Money Market Fund		1.51%4.25%1.65%0.43%0.00%0.00%

Correlation

The correlation between MGRVX and VUSXX is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.01

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MFS International Growth Fund Class R4

Vanguard Treasury Money Market Fund

Often compared with MGRVX:
MGRVX vs. MGRAXMGRVX vs. GLDMMGRVX vs. FPEMGRVX vs. JMSTMGRVX vs. JPREMGRVX vs. VFIAXMGRVX vs. FEQIX
Often compared with VUSXX:
VUSXX vs. VMFXXVUSXX vs. SGOVVUSXX vs. VMRXXVUSXX vs. VBILVUSXX vs. VGSHVUSXX vs. USFRVUSXX vs. VOO

Return for Risk

MGRVX vs. VUSXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MGRVX
MGRVX Risk / Return Rank: 88
Overall Rank
MGRVX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MGRVX Sortino Ratio Rank: 88
Sortino Ratio Rank
MGRVX Omega Ratio Rank: 88
Omega Ratio Rank
MGRVX Calmar Ratio Rank: 88
Calmar Ratio Rank
MGRVX Martin Ratio Rank: 88
Martin Ratio Rank
VUSXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VUSXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Growth Fund Class R4 (MGRVX) and Vanguard Treasury Money Market Fund (VUSXX). 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.

MGRVXVUSXXDifference
Sharpe ratioReturn per unit of total volatility
0.49
3.68

-3.19

Sortino ratioReturn per unit of downside risk
0.77

—

—

Omega ratioGain probability vs. loss probability

1.09

—

—

Calmar ratioReturn relative to maximum drawdown

0.55

—

—

Martin ratioReturn relative to average drawdown

1.79

—

—

MGRVX vs. VUSXX - Sharpe Ratio Comparison

The current MGRVX Sharpe Ratio is 0.49, which is lower than the VUSXX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of MGRVX and VUSXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

MGRVX vs. VUSXX - Drawdown Comparison

The maximum MGRVX drawdown since its inception was -36.30%, which is greater than VUSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MGRVX and VUSXX.

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Drawdown Indicators

MGRVXVUSXXDifference

Max Drawdown

Largest peak-to-trough decline

-36.30%

0.00%

-36.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

0.00%

-12.40%

Max Drawdown (3Y)

Largest decline over 3 years

-13.61%

0.00%

-13.61%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

0.00%

-30.56%

Max Drawdown (10Y)

Largest decline over 10 years

-30.56%

—

—

Current Drawdown

Current decline from peak

-4.86%

0.00%

-4.86%

Average Drawdown

Average peak-to-trough decline

-6.65%

0.00%

-6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

0.00%

+3.80%

Volatility

MGRVX vs. VUSXX - Volatility Comparison

MFS International Growth Fund Class R4 (MGRVX) has a higher volatility of 5.50% compared to Vanguard Treasury Money Market Fund (VUSXX) at 0.31%. This indicates that MGRVX's price experiences larger fluctuations and is considered to be riskier than VUSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MGRVXVUSXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

0.31%

+5.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.59%

0.73%

+10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

13.96%

1.12%

+12.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

0.75%

+14.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

0.74%

+15.04%

MGRVX vs. VUSXX - Expense Ratio Comparison

MGRVX has a 0.83% expense ratio, which is higher than VUSXX's 0.07% expense ratio.

Dividends

MGRVX vs. VUSXX - Dividend Comparison

MGRVX's dividend yield for the trailing twelve months is around 5.40%, more than VUSXX's 3.89% yield.

PositionTTM20252024202320222021202020192018201720162015
MGRVX
MFS International Growth Fund Class R4		5.40%5.50%6.21%2.73%2.94%6.84%0.72%1.48%4.10%2.53%1.22%1.15%
VUSXX
Vanguard Treasury Money Market Fund		3.89%4.15%1.63%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

MGRVX and VUSXX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGRVX has higher volatility (5.50%) compared to VUSXX (0.31%). In terms of maximum drawdown, MGRVX dropped -36.30% vs VUSXX's 0.00%.

VUSXX currently has the higher Sharpe Ratio (3.68 vs 0.49), 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.

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