MNDIX vs. VSGAX
Compare and contrast key facts about MFS New Discovery Fund (MNDIX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX).
MNDIX is managed by MFS. It was launched on Jan 2, 1997. VSGAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
MNDIX vs. VSGAX - Performance Comparison
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MNDIX vs. VSGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNDIX MFS New Discovery Fund | -1.90% | 12.62% | 6.32% | 14.30% | -29.64% | 2.03% | 45.14% | 41.12% | -1.41% | 26.27% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.26% | 8.44% | 14.94% | 23.04% | -28.39% | 5.70% | 35.26% | 32.76% | -5.69% | 21.92% |
Returns By Period
In the year-to-date period, MNDIX achieves a -1.90% return, which is significantly lower than VSGAX's 0.26% return. Both investments have delivered pretty close results over the past 10 years, with MNDIX having a 10.84% annualized return and VSGAX not far behind at 10.45%.
MNDIX
- 1D
- 4.18%
- 1M
- -6.90%
- YTD
- -1.90%
- 6M
- 2.13%
- 1Y
- 18.84%
- 3Y*
- 7.86%
- 5Y*
- -1.26%
- 10Y*
- 10.84%
VSGAX
- 1D
- 4.35%
- 1M
- -6.39%
- YTD
- 0.26%
- 6M
- 1.49%
- 1Y
- 20.18%
- 3Y*
- 12.43%
- 5Y*
- 2.16%
- 10Y*
- 10.45%
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MNDIX vs. VSGAX - Expense Ratio Comparison
MNDIX has a 0.99% expense ratio, which is higher than VSGAX's 0.07% expense ratio.
Return for Risk
MNDIX vs. VSGAX — Risk / Return Rank
MNDIX
VSGAX
MNDIX vs. VSGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS New Discovery Fund (MNDIX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX). 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.
| MNDIX | VSGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.85 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.34 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.39 | -0.08 |
Martin ratioReturn relative to average drawdown | 4.81 | 5.55 | -0.75 |
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
| MNDIX | VSGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.85 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.09 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.46 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.52 | -0.11 |
Correlation
The correlation between MNDIX and VSGAX is 0.96, 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
MNDIX vs. VSGAX - Dividend Comparison
MNDIX has not paid dividends to shareholders, while VSGAX's dividend yield for the trailing twelve months is around 0.52%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNDIX MFS New Discovery Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% | 20.76% | 9.22% | 7.01% | 23.11% | 9.34% | 2.24% | 0.00% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.52% | 0.54% | 0.54% | 0.67% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% |
Drawdowns
MNDIX vs. VSGAX - Drawdown Comparison
The maximum MNDIX drawdown since its inception was -62.02%, which is greater than VSGAX's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for MNDIX and VSGAX.
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Drawdown Indicators
| MNDIX | VSGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.02% | -38.70% | -23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.21% | -14.50% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -42.04% | -38.36% | -3.68% |
Max Drawdown (10Y)Largest decline over 10 years | -42.04% | -38.70% | -3.34% |
Current DrawdownCurrent decline from peak | -16.33% | -7.52% | -8.81% |
Average DrawdownAverage peak-to-trough decline | -16.86% | -8.63% | -8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 3.62% | +0.25% |
Volatility
MNDIX vs. VSGAX - Volatility Comparison
MFS New Discovery Fund (MNDIX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) have volatilities of 8.96% and 8.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MNDIX | VSGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.96% | 8.86% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 15.70% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.00% | 24.52% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 23.56% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.98% | 22.94% | -0.96% |