MKVIX vs. PZRIX
Compare and contrast key facts about MFS International Large Cap Value Fund (MKVIX) and PIMCO RAE Global ex-US Fund (PZRIX).
MKVIX is managed by MFS. It was launched on Jun 29, 2020. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MKVIX vs. PZRIX - Performance Comparison
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MKVIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MKVIX MFS International Large Cap Value Fund | 1.66% | 40.03% | 6.63% | 16.13% | -8.82% | 14.82% | 20.04% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 26.43% |
Returns By Period
In the year-to-date period, MKVIX achieves a 1.66% return, which is significantly lower than PZRIX's 9.93% return.
MKVIX
- 1D
- 2.75%
- 1M
- -5.09%
- YTD
- 1.66%
- 6M
- 8.13%
- 1Y
- 29.39%
- 3Y*
- 17.90%
- 5Y*
- 11.54%
- 10Y*
- —
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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MKVIX vs. PZRIX - Expense Ratio Comparison
MKVIX has a 0.71% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MKVIX vs. PZRIX — Risk / Return Rank
MKVIX
PZRIX
MKVIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Large Cap Value Fund (MKVIX) and PIMCO RAE Global ex-US Fund (PZRIX). 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.
| MKVIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 2.67 | -0.70 |
Sortino ratioReturn per unit of downside risk | 2.51 | 3.39 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.52 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 3.09 | -0.47 |
Martin ratioReturn relative to average drawdown | 10.36 | 14.29 | -3.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MKVIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.67 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.69 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.59 | +0.37 |
Correlation
The correlation between MKVIX and PZRIX is 0.91, 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. PZRIX - Dividend Comparison
MKVIX's dividend yield for the trailing twelve months is around 8.28%, more than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% |
Drawdowns
MKVIX vs. PZRIX - Drawdown Comparison
The maximum MKVIX drawdown since its inception was -26.63%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MKVIX and PZRIX.
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Drawdown Indicators
| MKVIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -43.53% | +16.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -10.68% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -30.85% | +4.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -7.04% | -5.20% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -9.00% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.45% | +0.27% |
Volatility
MKVIX vs. PZRIX - Volatility Comparison
MFS International Large Cap Value Fund (MKVIX) has a higher volatility of 6.19% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that MKVIX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MKVIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 5.45% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 8.92% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 14.17% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 15.85% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 17.02% | -1.57% |