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MINIX vs. VRGWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MINIX and VRGWX is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

MINIX vs. VRGWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Intrinsic Value Fund Class I (MINIX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
124.25%
654.51%
MINIX
VRGWX

Key characteristics

Sharpe Ratio

MINIX:

-0.17

VRGWX:

-0.10

Sortino Ratio

MINIX:

-0.11

VRGWX:

0.01

Omega Ratio

MINIX:

0.98

VRGWX:

1.00

Calmar Ratio

MINIX:

-0.09

VRGWX:

-0.09

Martin Ratio

MINIX:

-0.40

VRGWX:

-0.40

Ulcer Index

MINIX:

7.22%

VRGWX:

5.22%

Daily Std Dev

MINIX:

16.81%

VRGWX:

21.29%

Max Drawdown

MINIX:

-48.89%

VRGWX:

-32.70%

Current Drawdown

MINIX:

-27.95%

VRGWX:

-22.00%

Returns By Period

In the year-to-date period, MINIX achieves a 6.58% return, which is significantly higher than VRGWX's -18.71% return. Over the past 10 years, MINIX has underperformed VRGWX with an annualized return of 2.25%, while VRGWX has yielded a comparatively higher 13.76% annualized return.


MINIX

YTD

6.58%

1M

-4.20%

6M

-8.59%

1Y

-2.57%

5Y*

0.94%

10Y*

2.25%

VRGWX

YTD

-18.71%

1M

-13.92%

6M

-12.83%

1Y

-2.10%

5Y*

17.04%

10Y*

13.76%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MINIX vs. VRGWX - Expense Ratio Comparison

MINIX has a 0.72% expense ratio, which is higher than VRGWX's 0.07% expense ratio.


MINIX
MFS International Intrinsic Value Fund Class I
Expense ratio chart for MINIX: current value is 0.72%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MINIX: 0.72%
Expense ratio chart for VRGWX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VRGWX: 0.07%

Risk-Adjusted Performance

MINIX vs. VRGWX — Risk-Adjusted Performance Rank

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

MINIX
The Risk-Adjusted Performance Rank of MINIX is 4646
Overall Rank
The Sharpe Ratio Rank of MINIX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MINIX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of MINIX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of MINIX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MINIX is 4848
Martin Ratio Rank

VRGWX
The Risk-Adjusted Performance Rank of VRGWX is 4949
Overall Rank
The Sharpe Ratio Rank of VRGWX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VRGWX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VRGWX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VRGWX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of VRGWX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MINIX vs. VRGWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund Class I (MINIX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). 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 MINIX, currently valued at -0.17, compared to the broader market-1.000.001.002.003.004.00
MINIX: -0.17
VRGWX: -0.10
The chart of Sortino ratio for MINIX, currently valued at -0.11, compared to the broader market-2.000.002.004.006.008.0010.00
MINIX: -0.11
VRGWX: 0.01
The chart of Omega ratio for MINIX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.003.50
MINIX: 0.98
VRGWX: 1.00
The chart of Calmar ratio for MINIX, currently valued at -0.09, compared to the broader market0.005.0010.0015.00
MINIX: -0.09
VRGWX: -0.09
The chart of Martin ratio for MINIX, currently valued at -0.40, compared to the broader market0.0020.0040.0060.00
MINIX: -0.40
VRGWX: -0.40

The current MINIX Sharpe Ratio is -0.17, which is lower than the VRGWX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of MINIX and VRGWX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.17
-0.10
MINIX
VRGWX

Dividends

MINIX vs. VRGWX - Dividend Comparison

MINIX's dividend yield for the trailing twelve months is around 1.91%, more than VRGWX's 0.67% yield.


TTM20242023202220212020201920182017201620152014
MINIX
MFS International Intrinsic Value Fund Class I
1.91%2.03%1.95%1.06%0.80%0.62%1.02%1.59%1.60%1.72%1.49%5.59%
VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
0.67%0.56%0.71%0.99%0.59%0.77%1.03%1.22%1.22%1.52%1.51%1.46%

Drawdowns

MINIX vs. VRGWX - Drawdown Comparison

The maximum MINIX drawdown since its inception was -48.89%, which is greater than VRGWX's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for MINIX and VRGWX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.95%
-22.00%
MINIX
VRGWX

Volatility

MINIX vs. VRGWX - Volatility Comparison

The current volatility for MFS International Intrinsic Value Fund Class I (MINIX) is 4.55%, while Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) has a volatility of 10.98%. This indicates that MINIX experiences smaller price fluctuations and is considered to be less risky than VRGWX 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%NovemberDecember2025FebruaryMarchApril
4.55%
10.98%
MINIX
VRGWX
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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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