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MKVIX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MKVIX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Large Cap Value Fund (MKVIX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

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MKVIX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MKVIX
MFS International Large Cap Value Fund
1.66%40.03%6.63%16.13%-8.82%14.82%20.04%
FIGSX
Fidelity Series International Growth Fund
-1.99%19.12%5.93%21.74%-22.87%16.61%21.15%

Returns By Period

In the year-to-date period, MKVIX achieves a 1.66% return, which is significantly higher than FIGSX's -1.99% return.


MKVIX

1D
2.75%
1M
-5.09%
YTD
1.66%
6M
8.13%
1Y
29.39%
3Y*
17.90%
5Y*
11.54%
10Y*

FIGSX

1D
3.82%
1M
-8.68%
YTD
-1.99%
6M
-1.59%
1Y
13.63%
3Y*
10.79%
5Y*
5.70%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MKVIX vs. FIGSX - Expense Ratio Comparison

MKVIX has a 0.71% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

MKVIX vs. FIGSX — Risk / Return Rank

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

MKVIX
MKVIX Risk / Return Rank: 8989
Overall Rank
MKVIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MKVIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
MKVIX Omega Ratio Rank: 8787
Omega Ratio Rank
MKVIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
MKVIX Martin Ratio Rank: 8888
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 3131
Overall Rank
FIGSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2727
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 3434
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.

MKVIX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Large Cap Value Fund (MKVIX) and Fidelity Series International Growth Fund (FIGSX). 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.


MKVIXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

1.98

0.74

+1.23

Sortino ratio

Return per unit of downside risk

2.51

1.16

+1.35

Omega ratio

Gain probability vs. loss probability

1.39

1.16

+0.23

Calmar ratio

Return relative to maximum drawdown

2.62

0.98

+1.65

Martin ratio

Return relative to average drawdown

10.36

3.83

+6.54

MKVIX vs. FIGSX - Sharpe Ratio Comparison

The current MKVIX Sharpe Ratio is 1.98, which is higher than the FIGSX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of MKVIX and FIGSX, 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


MKVIXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.74

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.33

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.48

+0.48

Correlation

The correlation between MKVIX and FIGSX is 0.85, 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

MKVIX vs. FIGSX - Dividend Comparison

MKVIX's dividend yield for the trailing twelve months is around 8.28%, less than FIGSX's 8.85% yield.


TTM20252024202320222021202020192018201720162015
MKVIX
MFS International Large Cap Value Fund
8.28%8.42%7.25%4.19%2.72%3.90%0.49%0.00%0.00%0.00%0.00%0.00%
FIGSX
Fidelity Series International Growth Fund
8.85%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

MKVIX vs. FIGSX - Drawdown Comparison

The maximum MKVIX drawdown since its inception was -26.63%, smaller than the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for MKVIX and FIGSX.


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Drawdown Indicators


MKVIXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-34.47%

+7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-13.89%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-34.47%

+7.84%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-7.04%

-10.60%

+3.56%

Average Drawdown

Average peak-to-trough decline

-4.35%

-6.49%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.55%

-0.83%

Volatility

MKVIX vs. FIGSX - Volatility Comparison

The current volatility for MFS International Large Cap Value Fund (MKVIX) is 6.19%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 9.09%. This indicates that MKVIX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MKVIXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

9.09%

-2.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

13.23%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

19.24%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.34%

17.61%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

17.54%

-2.09%