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MIAGX vs. MINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIAGX vs. MINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Aggressive Growth Allocation Fund (MIAGX) and MFS International Intrinsic Value Fund Class I (MINIX). The values are adjusted to include any dividend payments, if applicable.

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MIAGX vs. MINIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIAGX
MFS Aggressive Growth Allocation Fund
-3.67%15.20%12.11%16.29%-16.94%19.16%15.81%29.98%-6.72%23.23%
MINIX
MFS International Intrinsic Value Fund Class I
-3.26%33.06%7.35%18.04%-23.05%10.55%20.45%25.90%-9.02%27.14%

Returns By Period

In the year-to-date period, MIAGX achieves a -3.67% return, which is significantly lower than MINIX's -3.26% return. Over the past 10 years, MIAGX has outperformed MINIX with an annualized return of 10.18%, while MINIX has yielded a comparatively lower 9.57% annualized return.


MIAGX

1D
-0.19%
1M
-8.44%
YTD
-3.67%
6M
-2.28%
1Y
10.98%
3Y*
11.37%
5Y*
6.63%
10Y*
10.18%

MINIX

1D
0.33%
1M
-11.89%
YTD
-3.26%
6M
0.71%
1Y
18.67%
3Y*
14.36%
5Y*
7.15%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIAGX vs. MINIX - Expense Ratio Comparison

MIAGX has a 0.13% expense ratio, which is lower than MINIX's 0.72% expense ratio.


Return for Risk

MIAGX vs. MINIX — Risk / Return Rank

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

MIAGX
MIAGX Risk / Return Rank: 3434
Overall Rank
MIAGX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MIAGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MIAGX Omega Ratio Rank: 3434
Omega Ratio Rank
MIAGX Calmar Ratio Rank: 3030
Calmar Ratio Rank
MIAGX Martin Ratio Rank: 3737
Martin Ratio Rank

MINIX
MINIX Risk / Return Rank: 5959
Overall Rank
MINIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MINIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MINIX Omega Ratio Rank: 5959
Omega Ratio Rank
MINIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MINIX Martin Ratio Rank: 5555
Martin Ratio Rank
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.

MIAGX vs. MINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Aggressive Growth Allocation Fund (MIAGX) and MFS International Intrinsic Value Fund Class I (MINIX). 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.


MIAGXMINIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.12

-0.37

Sortino ratio

Return per unit of downside risk

1.13

1.52

-0.40

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

0.85

1.33

-0.48

Martin ratio

Return relative to average drawdown

3.94

5.28

-1.34

MIAGX vs. MINIX - Sharpe Ratio Comparison

The current MIAGX Sharpe Ratio is 0.76, which is lower than the MINIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MIAGX and MINIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MIAGXMINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.12

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.44

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.62

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.55

-0.06

Correlation

The correlation between MIAGX and MINIX 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

MIAGX vs. MINIX - Dividend Comparison

MIAGX's dividend yield for the trailing twelve months is around 8.12%, more than MINIX's 8.03% yield.


TTM20252024202320222021202020192018201720162015
MIAGX
MFS Aggressive Growth Allocation Fund
8.12%7.82%5.16%3.41%4.49%6.84%3.69%4.80%6.06%4.25%3.12%5.45%
MINIX
MFS International Intrinsic Value Fund Class I
8.03%7.77%12.02%11.21%13.90%7.25%5.25%3.94%4.49%2.62%1.82%3.20%

Drawdowns

MIAGX vs. MINIX - Drawdown Comparison

The maximum MIAGX drawdown since its inception was -55.00%, which is greater than MINIX's maximum drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for MIAGX and MINIX.


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Drawdown Indicators


MIAGXMINIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.00%

-51.72%

-3.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-12.42%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-25.51%

-36.78%

+11.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.78%

-36.78%

+4.00%

Current Drawdown

Current decline from peak

-8.65%

-11.89%

+3.24%

Average Drawdown

Average peak-to-trough decline

-6.86%

-8.64%

+1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

3.13%

-0.71%

Volatility

MIAGX vs. MINIX - Volatility Comparison

The current volatility for MFS Aggressive Growth Allocation Fund (MIAGX) is 4.09%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 5.98%. This indicates that MIAGX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIAGXMINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

5.98%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

10.11%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

15.74%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

16.45%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

15.52%

-0.10%