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MINJX vs. FGKFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MINJX vs. FGKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Intrinsic Value Fund Class R6 (MINJX) and Fidelity Growth Company K6 Fund (FGKFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MINJX achieves a 6.08% return, which is significantly lower than FGKFX's 24.57% return.


MINJX

1D
-1.13%
1M
1.81%
YTD
6.08%
6M
7.88%
1Y
19.14%
3Y*
17.32%
5Y*
7.80%
10Y*
10.31%

FGKFX

1D
-0.09%
1M
7.66%
YTD
24.57%
6M
20.97%
1Y
51.36%
3Y*
32.80%
5Y*
17.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MINJX vs. FGKFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MINJX
MFS International Intrinsic Value Fund Class R6
6.08%33.23%7.45%18.18%-22.97%10.67%20.57%8.62%
FGKFX
Fidelity Growth Company K6 Fund
24.57%21.67%35.46%46.02%-32.62%22.06%68.76%15.07%

Correlation

The correlation between MINJX and FGKFX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.61

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2019

0.69

The correlation between MINJX and FGKFX has been stable across timeframes, ranging from 0.59 to 0.69 - a consistent structural relationship.

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Return for Risk

MINJX vs. FGKFX — Risk / Return Rank

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

MINJX
MINJX Risk / Return Rank: 2424
Overall Rank
MINJX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MINJX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MINJX Omega Ratio Rank: 2424
Omega Ratio Rank
MINJX Calmar Ratio Rank: 2020
Calmar Ratio Rank
MINJX Martin Ratio Rank: 2424
Martin Ratio Rank

FGKFX
FGKFX Risk / Return Rank: 8181
Overall Rank
FGKFX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FGKFX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FGKFX Omega Ratio Rank: 7070
Omega Ratio Rank
FGKFX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FGKFX Martin Ratio Rank: 9191
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.

MINJX vs. FGKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund Class R6 (MINJX) and Fidelity Growth Company K6 Fund (FGKFX). 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.


MINJXFGKFXDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.26

1.47

-0.22

Calmar ratioReturn relative to maximum drawdown

1.61

4.63

-3.02

Martin ratioReturn relative to average drawdown

5.80

18.56

-12.76

MINJX vs. FGKFX - Sharpe Ratio Comparison

The current MINJX Sharpe Ratio is 1.44, which is lower than the FGKFX Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of MINJX and FGKFX, 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


MINJXFGKFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.84

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.74

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.98

-0.61

Drawdowns

MINJX vs. FGKFX - Drawdown Comparison

The maximum MINJX drawdown since its inception was -60.23%, which is greater than FGKFX's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for MINJX and FGKFX.


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Drawdown Indicators


MINJXFGKFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.23%

-40.14%

-20.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-11.40%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-27.38%

+13.80%

Max Drawdown (5Y)

Largest decline over 5 years

-37.01%

-40.14%

+3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-37.01%

Current Drawdown

Current decline from peak

-3.38%

-0.09%

-3.29%

Average Drawdown

Average peak-to-trough decline

-12.52%

-10.01%

-2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.83%

+0.60%

Volatility

MINJX vs. FGKFX - Volatility Comparison

The current volatility for MFS International Intrinsic Value Fund Class R6 (MINJX) is 4.09%, while Fidelity Growth Company K6 Fund (FGKFX) has a volatility of 4.49%. This indicates that MINJX experiences smaller price fluctuations and is considered to be less risky than FGKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MINJXFGKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

4.49%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

14.29%

-3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

18.59%

-4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

24.13%

-7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

25.74%

-10.08%

MINJX vs. FGKFX - Expense Ratio Comparison

MINJX has a 0.66% expense ratio, which is higher than FGKFX's 0.45% expense ratio.


Dividends

MINJX vs. FGKFX - Dividend Comparison

MINJX's dividend yield for the trailing twelve months is around 8.09%, while FGKFX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FGKFX
Fidelity Growth Company K6 Fund
0.00%0.00%0.00%0.10%0.18%2.64%0.93%0.06%0.00%0.00%0.00%0.00%
MINJX
MFS International Intrinsic Value Fund Class R6
8.09%8.58%13.14%12.16%14.96%7.71%5.62%4.23%4.84%2.85%2.02%3.43%

Frequently Asked Questions


MINJX and FGKFX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FGKFX has higher volatility (4.49%) compared to MINJX (4.09%). In terms of maximum drawdown, MINJX dropped -60.23% vs FGKFX's -40.14%.

FGKFX currently has the higher Sharpe Ratio (2.84 vs 1.44), 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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