MSCGX vs. VLXVX
Compare and contrast key facts about Mercer US Small/Mid Cap Equity Fund (MSCGX) and Vanguard Target Retirement 2065 Fund (VLXVX).
MSCGX is managed by Mercer Funds. It was launched on Aug 15, 2005. VLXVX is managed by Vanguard. It was launched on Jul 12, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSCGX or VLXVX.
Performance
MSCGX vs. VLXVX - Performance Comparison
Returns By Period
In the year-to-date period, MSCGX achieves a 19.56% return, which is significantly higher than VLXVX's 15.83% return.
MSCGX
19.56%
6.20%
13.91%
31.49%
4.97%
N/A
VLXVX
15.83%
0.09%
8.08%
22.63%
10.11%
N/A
Key characteristics
| MSCGX | VLXVX | |
|---|---|---|
| Sharpe Ratio | 2.03 | 2.12 |
| Sortino Ratio | 2.87 | 2.94 |
| Omega Ratio | 1.36 | 1.39 |
| Calmar Ratio | 0.94 | 3.25 |
| Martin Ratio | 10.65 | 13.41 |
| Ulcer Index | 3.03% | 1.71% |
| Daily Std Dev | 15.92% | 10.82% |
| Max Drawdown | -41.30% | -31.42% |
| Current Drawdown | -13.38% | -1.36% |
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MSCGX vs. VLXVX - Expense Ratio Comparison
MSCGX has a 0.48% expense ratio, which is higher than VLXVX's 0.08% expense ratio.
Correlation
The correlation between MSCGX and VLXVX is 0.88, 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.
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.
Dividends
MSCGX vs. VLXVX - Dividend Comparison
MSCGX's dividend yield for the trailing twelve months is around 0.84%, less than VLXVX's 1.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
MSCGX Mercer US Small/Mid Cap Equity Fund | 0.84% | 1.00% | 1.04% | 0.69% | 0.55% | 0.59% | 0.00% | 0.00% |
VLXVX Vanguard Target Retirement 2065 Fund | 1.78% | 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.
Volatility
MSCGX vs. VLXVX - Volatility Comparison
Mercer US Small/Mid Cap Equity Fund (MSCGX) has a higher volatility of 5.92% compared to Vanguard Target Retirement 2065 Fund (VLXVX) at 2.81%. 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.