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MSCGX vs. VLXVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSCGX and VLXVX is 0.87, 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.


-0.50.00.51.00.9

Performance

MSCGX vs. VLXVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercer US Small/Mid Cap Equity Fund (MSCGX) and Vanguard Target Retirement 2065 Fund (VLXVX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-0.97%
5.48%
MSCGX
VLXVX

Key characteristics

Sharpe Ratio

MSCGX:

0.28

VLXVX:

1.57

Sortino Ratio

MSCGX:

0.47

VLXVX:

2.18

Omega Ratio

MSCGX:

1.07

VLXVX:

1.29

Calmar Ratio

MSCGX:

0.18

VLXVX:

2.44

Martin Ratio

MSCGX:

1.35

VLXVX:

9.80

Ulcer Index

MSCGX:

3.87%

VLXVX:

1.76%

Daily Std Dev

MSCGX:

18.73%

VLXVX:

10.98%

Max Drawdown

MSCGX:

-41.30%

VLXVX:

-31.42%

Current Drawdown

MSCGX:

-25.22%

VLXVX:

-3.31%

Returns By Period

In the year-to-date period, MSCGX achieves a 3.21% return, which is significantly lower than VLXVX's 14.83% return.


MSCGX

YTD

3.21%

1M

-12.05%

6M

-0.44%

1Y

3.79%

5Y*

1.54%

10Y*

N/A

VLXVX

YTD

14.83%

1M

-0.86%

6M

5.58%

1Y

13.50%

5Y*

9.17%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MSCGX vs. VLXVX - Expense Ratio Comparison

MSCGX has a 0.48% expense ratio, which is higher than VLXVX's 0.08% expense ratio.


MSCGX
Mercer US Small/Mid Cap Equity Fund
Expense ratio chart for MSCGX: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VLXVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

MSCGX vs. VLXVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercer US Small/Mid Cap Equity Fund (MSCGX) and Vanguard Target Retirement 2065 Fund (VLXVX). 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.


Sharpe ratio
The chart of Sharpe ratio for MSCGX, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.000.281.57
The chart of Sortino ratio for MSCGX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.0010.000.472.18
The chart of Omega ratio for MSCGX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.29
The chart of Calmar ratio for MSCGX, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.0014.000.182.44
The chart of Martin ratio for MSCGX, currently valued at 1.35, compared to the broader market0.0020.0040.0060.001.359.80
MSCGX
VLXVX

The current MSCGX Sharpe Ratio is 0.28, which is lower than the VLXVX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of MSCGX and VLXVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.28
1.57
MSCGX
VLXVX

Dividends

MSCGX vs. VLXVX - Dividend Comparison

MSCGX has not paid dividends to shareholders, while VLXVX's dividend yield for the trailing twelve months is around 1.79%.


TTM2023202220212020201920182017
MSCGX
Mercer US Small/Mid Cap Equity Fund
0.00%1.00%1.04%0.69%0.55%0.59%0.00%0.00%
VLXVX
Vanguard Target Retirement 2065 Fund
1.79%2.06%2.00%1.70%1.45%1.90%1.85%0.78%

Drawdowns

MSCGX vs. VLXVX - Drawdown Comparison

The maximum MSCGX drawdown since its inception was -41.30%, which is greater than VLXVX's maximum drawdown of -31.42%. Use the drawdown chart below to compare losses from any high point for MSCGX and VLXVX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.22%
-3.31%
MSCGX
VLXVX

Volatility

MSCGX vs. VLXVX - Volatility Comparison

Mercer US Small/Mid Cap Equity Fund (MSCGX) has a higher volatility of 11.48% compared to Vanguard Target Retirement 2065 Fund (VLXVX) at 3.13%. This indicates that MSCGX's price experiences larger fluctuations and is considered to be riskier than VLXVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.48%
3.13%
MSCGX
VLXVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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