MRGAX vs. DFIEX
Compare and contrast key facts about MFS Core Equity Fund (MRGAX) and DFA International Core Equity Portfolio I (DFIEX).
MRGAX is managed by MFS. It was launched on Jan 2, 1996. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
MRGAX vs. DFIEX - Performance Comparison
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MRGAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRGAX MFS Core Equity Fund | -4.08% | 12.33% | 20.01% | 22.88% | -17.24% | 25.26% | 18.56% | 34.66% | -4.12% | 23.79% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, MRGAX achieves a -4.08% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, MRGAX has outperformed DFIEX with an annualized return of 13.12%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
MRGAX
- 1D
- 2.97%
- 1M
- -5.05%
- YTD
- -4.08%
- 6M
- -3.09%
- 1Y
- 12.46%
- 3Y*
- 14.59%
- 5Y*
- 8.97%
- 10Y*
- 13.12%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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MRGAX vs. DFIEX - Expense Ratio Comparison
MRGAX has a 0.93% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
MRGAX vs. DFIEX — Risk / Return Rank
MRGAX
DFIEX
MRGAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Core Equity Fund (MRGAX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| MRGAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 2.05 | -1.35 |
Sortino ratioReturn per unit of downside risk | 1.12 | 2.66 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.41 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.84 | -1.75 |
Martin ratioReturn relative to average drawdown | 4.72 | 11.17 | -6.45 |
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
| MRGAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 2.05 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.62 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.60 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.35 | +0.17 |
Correlation
The correlation between MRGAX and DFIEX is 0.79, 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
MRGAX vs. DFIEX - Dividend Comparison
MRGAX's dividend yield for the trailing twelve months is around 14.18%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRGAX MFS Core Equity Fund | 14.18% | 13.60% | 8.21% | 2.54% | 3.83% | 7.28% | 1.54% | 3.20% | 11.09% | 6.27% | 3.65% | 11.02% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
MRGAX vs. DFIEX - Drawdown Comparison
The maximum MRGAX drawdown since its inception was -54.04%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for MRGAX and DFIEX.
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Drawdown Indicators
| MRGAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.04% | -62.22% | +8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -11.01% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.08% | -28.66% | +5.58% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -41.04% | +7.63% |
Current DrawdownCurrent decline from peak | -6.84% | -6.42% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -8.31% | -12.26% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.80% | 0.00% |
Volatility
MRGAX vs. DFIEX - Volatility Comparison
The current volatility for MFS Core Equity Fund (MRGAX) is 5.48%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that MRGAX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRGAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 6.66% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 10.52% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 15.92% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 15.66% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 16.35% | +1.44% |