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MSILX vs. PFSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSILX vs. PFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iMGP International Fund (MSILX) and iMGP SBH Focused Small Value Fund (PFSVX). The values are adjusted to include any dividend payments, if applicable.

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MSILX vs. PFSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MSILX
iMGP International Fund
-6.85%30.20%-0.58%17.41%-21.57%11.82%30.37%
PFSVX
iMGP SBH Focused Small Value Fund
-6.21%-0.02%14.04%24.90%-13.39%19.74%27.10%

Returns By Period

In the year-to-date period, MSILX achieves a -6.85% return, which is significantly lower than PFSVX's -6.21% return.


MSILX

1D
0.19%
1M
-11.13%
YTD
-6.85%
6M
-2.85%
1Y
16.44%
3Y*
8.00%
5Y*
3.30%
10Y*
5.29%

PFSVX

1D
-0.83%
1M
-10.36%
YTD
-6.21%
6M
-4.99%
1Y
5.55%
3Y*
9.23%
5Y*
3.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSILX vs. PFSVX - Expense Ratio Comparison

MSILX has a 1.05% expense ratio, which is lower than PFSVX's 1.15% expense ratio.


Return for Risk

MSILX vs. PFSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSILX
MSILX Risk / Return Rank: 3939
Overall Rank
MSILX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MSILX Sortino Ratio Rank: 4242
Sortino Ratio Rank
MSILX Omega Ratio Rank: 3636
Omega Ratio Rank
MSILX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MSILX Martin Ratio Rank: 3636
Martin Ratio Rank

PFSVX
PFSVX Risk / Return Rank: 99
Overall Rank
PFSVX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PFSVX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PFSVX Omega Ratio Rank: 99
Omega Ratio Rank
PFSVX Calmar Ratio Rank: 99
Calmar Ratio Rank
PFSVX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSILX vs. PFSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iMGP International Fund (MSILX) and iMGP SBH Focused Small Value Fund (PFSVX). 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.


MSILXPFSVXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.21

+0.69

Sortino ratio

Return per unit of downside risk

1.32

0.50

+0.82

Omega ratio

Gain probability vs. loss probability

1.18

1.06

+0.11

Calmar ratio

Return relative to maximum drawdown

1.00

0.17

+0.83

Martin ratio

Return relative to average drawdown

3.84

0.56

+3.28

MSILX vs. PFSVX - Sharpe Ratio Comparison

The current MSILX Sharpe Ratio is 0.90, which is higher than the PFSVX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of MSILX and PFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSILXPFSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.21

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.15

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.47

-0.12

Correlation

The correlation between MSILX and PFSVX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MSILX vs. PFSVX - Dividend Comparison

MSILX's dividend yield for the trailing twelve months is around 1.67%, less than PFSVX's 4.54% yield.


TTM20252024202320222021202020192018201720162015
MSILX
iMGP International Fund
1.67%1.55%1.24%1.01%0.88%3.70%2.23%2.99%0.74%2.94%4.15%1.68%
PFSVX
iMGP SBH Focused Small Value Fund
4.54%4.26%17.23%7.81%0.00%2.27%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MSILX vs. PFSVX - Drawdown Comparison

The maximum MSILX drawdown since its inception was -60.45%, which is greater than PFSVX's maximum drawdown of -30.18%. Use the drawdown chart below to compare losses from any high point for MSILX and PFSVX.


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Drawdown Indicators


MSILXPFSVXDifference

Max Drawdown

Largest peak-to-trough decline

-60.45%

-30.18%

-30.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-15.56%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-34.92%

-30.18%

-4.74%

Max Drawdown (10Y)

Largest decline over 10 years

-45.23%

Current Drawdown

Current decline from peak

-12.53%

-14.44%

+1.91%

Average Drawdown

Average peak-to-trough decline

-15.87%

-9.26%

-6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

4.82%

-1.51%

Volatility

MSILX vs. PFSVX - Volatility Comparison

iMGP International Fund (MSILX) and iMGP SBH Focused Small Value Fund (PFSVX) have volatilities of 6.09% and 6.28%, 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


MSILXPFSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

6.28%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

14.29%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

25.45%

-9.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

22.49%

-4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

22.64%

-3.34%