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MIAGX vs. RHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MIAGX and RHI is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

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.

300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
579.11%
349.70%
MIAGX
RHI

Key characteristics

Sharpe Ratio

MIAGX:

1.38

RHI:

-0.58

Sortino Ratio

MIAGX:

1.89

RHI:

-0.72

Omega Ratio

MIAGX:

1.25

RHI:

0.91

Calmar Ratio

MIAGX:

2.30

RHI:

-0.30

Martin Ratio

MIAGX:

8.60

RHI:

-0.74

Ulcer Index

MIAGX:

1.71%

RHI:

19.83%

Daily Std Dev

MIAGX:

10.68%

RHI:

25.10%

Max Drawdown

MIAGX:

-52.93%

RHI:

-68.80%

Current Drawdown

MIAGX:

-4.13%

RHI:

-38.25%

Returns By Period

In the year-to-date period, MIAGX achieves a 12.47% return, which is significantly higher than RHI's -16.39% return. Over the past 10 years, MIAGX has outperformed RHI with an annualized return of 9.12%, while RHI has yielded a comparatively lower 4.11% annualized return.


MIAGX

YTD

12.47%

1M

-1.54%

6M

4.23%

1Y

13.45%

5Y*

8.53%

10Y*

9.12%

RHI

YTD

-16.39%

1M

-1.07%

6M

11.37%

1Y

-15.33%

5Y*

5.22%

10Y*

4.11%

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Risk-Adjusted Performance

MIAGX vs. RHI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MIAGX, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.001.38-0.58
The chart of Sortino ratio for MIAGX, currently valued at 1.89, compared to the broader market-2.000.002.004.006.008.0010.001.89-0.72
The chart of Omega ratio for MIAGX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.250.91
The chart of Calmar ratio for MIAGX, currently valued at 2.30, compared to the broader market0.002.004.006.008.0010.0012.0014.002.30-0.30
The chart of Martin ratio for MIAGX, currently valued at 8.60, compared to the broader market0.0020.0040.0060.008.60-0.74
MIAGX
RHI

The current MIAGX Sharpe Ratio is 1.38, which is higher than the RHI Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of MIAGX and RHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.38
-0.58
MIAGX
RHI

Dividends

MIAGX vs. RHI - Dividend Comparison

MIAGX's dividend yield for the trailing twelve months is around 1.06%, less than RHI's 2.97% yield.


TTM20232022202120202019201820172016201520142013
MIAGX
MFS Aggressive Growth Allocation Fund
1.06%1.19%2.02%3.19%0.71%1.37%1.94%1.60%1.25%1.87%1.50%1.17%
RHI
Robert Half International Inc.
2.97%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%1.52%

Drawdowns

MIAGX vs. RHI - Drawdown Comparison

The maximum MIAGX drawdown since its inception was -52.93%, smaller than the maximum RHI drawdown of -68.80%. Use the drawdown chart below to compare losses from any high point for MIAGX and RHI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.13%
-38.25%
MIAGX
RHI

Volatility

MIAGX vs. RHI - Volatility Comparison

The current volatility for MFS Aggressive Growth Allocation Fund (MIAGX) is 3.37%, while Robert Half International Inc. (RHI) has a volatility of 6.33%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.37%
6.33%
MIAGX
RHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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