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MIAGX vs. RHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIAGX vs. RHI - Performance Comparison

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

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Returns By Period

In the year-to-date period, MIAGX achieves a 7.83% return, which is significantly lower than RHI's 15.84% return. Over the past 10 years, MIAGX has outperformed RHI with an annualized return of 11.06%, while RHI has yielded a comparatively lower -0.06% annualized return.


MIAGX

1D
0.06%
1M
2.07%
YTD
7.83%
6M
8.90%
1Y
17.38%
3Y*
14.96%
5Y*
7.62%
10Y*
11.06%

RHI

1D
-3.16%
1M
13.53%
YTD
15.84%
6M
14.83%
1Y
-27.10%
3Y*
-20.69%
5Y*
-16.63%
10Y*
-0.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIAGX vs. RHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIAGX
MFS Aggressive Growth Allocation Fund
7.83%15.20%12.11%16.29%-16.94%19.16%15.81%29.98%-6.72%23.23%
RHI
Robert Half International Inc.
15.84%-59.06%-17.40%22.14%-32.48%81.35%1.36%12.76%4.82%16.15%

Correlation

The correlation between MIAGX and RHI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.40

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

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2002

0.63

Over the past year, the correlation between MIAGX and RHI has dropped to 0.28 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

MIAGX vs. RHI — 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: 4040
Martin Ratio Rank

RHI
RHI Risk / Return Rank: 1919
Overall Rank
RHI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
RHI Sortino Ratio Rank: 1818
Sortino Ratio Rank
RHI Omega Ratio Rank: 1919
Omega Ratio Rank
RHI Calmar Ratio Rank: 1919
Calmar Ratio Rank
RHI Martin Ratio Rank: 2222
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. RHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Aggressive Growth Allocation Fund (MIAGX) and Robert Half International Inc. (RHI). 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.


MIAGXRHIDifference

Sharpe ratio

Return per unit of total volatility

1.69

-0.52

+2.21

Sortino ratio

Return per unit of downside risk

2.41

-0.59

+3.00

Omega ratio

Gain probability vs. loss probability

1.31

0.93

+0.37

Calmar ratio

Return relative to maximum drawdown

2.09

-0.60

+2.69

Martin ratio

Return relative to average drawdown

8.81

-0.91

+9.72

MIAGX vs. RHI - Sharpe Ratio Comparison

The current MIAGX Sharpe Ratio is 1.69, which is higher than the RHI Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of MIAGX and RHI, 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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Sharpe Ratios by Period


MIAGXRHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

-0.52

+2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

-0.47

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

-0.00

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.31

+0.21

Drawdowns

MIAGX vs. RHI - Drawdown Comparison

The maximum MIAGX drawdown since its inception was -55.00%, smaller than the maximum RHI drawdown of -79.39%. Use the drawdown chart below to compare losses from any high point for MIAGX and RHI.


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Drawdown Indicators


MIAGXRHIDifference

Max Drawdown

Largest peak-to-trough decline

-55.00%

-79.39%

+24.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-48.10%

+39.45%

Max Drawdown (3Y)

Largest decline over 3 years

-14.88%

-72.16%

+57.28%

Max Drawdown (5Y)

Largest decline over 5 years

-25.51%

-79.39%

+53.88%

Max Drawdown (10Y)

Largest decline over 10 years

-32.78%

-79.39%

+46.61%

Current Drawdown

Current decline from peak

0.00%

-71.07%

+71.07%

Average Drawdown

Average peak-to-trough decline

-6.82%

-24.71%

+17.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

31.40%

-29.34%

Volatility

MIAGX vs. RHI - Volatility Comparison

The current volatility for MFS Aggressive Growth Allocation Fund (MIAGX) is 2.82%, while Robert Half International Inc. (RHI) has a volatility of 13.70%. This indicates that MIAGX experiences smaller price fluctuations and is considered to be less risky than RHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIAGXRHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

13.70%

-10.88%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

43.51%

-35.13%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

51.96%

-41.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

35.49%

-21.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

34.46%

-19.00%

Dividends

MIAGX vs. RHI - Dividend Comparison

MIAGX's dividend yield for the trailing twelve months is around 7.25%, less than RHI's 7.86% yield.


PositionTTM20252024202320222021202020192018201720162015
MIAGX
MFS Aggressive Growth Allocation Fund
7.25%7.82%5.16%3.41%4.49%6.84%3.69%4.80%6.06%4.25%3.12%5.45%
RHI
Robert Half International Inc.
7.86%8.69%3.01%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%

Frequently Asked Questions


MIAGX and RHI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RHI has higher volatility (13.70%) compared to MIAGX (2.82%). In terms of maximum drawdown, MIAGX dropped -55.00% vs RHI's -79.39%.

MIAGX currently has the higher Sharpe Ratio (1.69 vs -0.52), 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.

Portfolio Optimizer

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