MTCIX vs. MGIAX
Compare and contrast key facts about MFS Technology Fund (MTCIX) and MFS International Intrinsic Value Fund (MGIAX).
MTCIX is managed by MFS. It was launched on Jan 1, 1997. MGIAX is managed by MFS. It was launched on Oct 23, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTCIX or MGIAX.
Performance
MTCIX vs. MGIAX - Performance Comparison
Returns By Period
In the year-to-date period, MTCIX achieves a 34.34% return, which is significantly higher than MGIAX's 8.81% return. Over the past 10 years, MTCIX has outperformed MGIAX with an annualized return of 12.35%, while MGIAX has yielded a comparatively lower 7.65% annualized return.
MTCIX
34.34%
4.02%
12.05%
28.32%
9.72%
12.35%
MGIAX
8.81%
-2.45%
-1.38%
14.19%
6.21%
7.65%
Key characteristics
| MTCIX | MGIAX | |
|---|---|---|
| Sharpe Ratio | 1.27 | 1.10 |
| Sortino Ratio | 1.69 | 1.56 |
| Omega Ratio | 1.25 | 1.19 |
| Calmar Ratio | 0.84 | 1.00 |
| Martin Ratio | 6.27 | 5.17 |
| Ulcer Index | 4.52% | 2.74% |
| Daily Std Dev | 22.37% | 12.85% |
| Max Drawdown | -81.20% | -49.33% |
| Current Drawdown | -7.26% | -7.28% |
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MTCIX vs. MGIAX - Expense Ratio Comparison
MTCIX has a 0.88% expense ratio, which is lower than MGIAX's 0.96% expense ratio.
Correlation
The correlation between MTCIX and MGIAX is 0.61, 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.
Risk-Adjusted Performance
MTCIX vs. MGIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Technology Fund (MTCIX) and MFS International Intrinsic Value Fund (MGIAX). 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
MTCIX vs. MGIAX - Dividend Comparison
MTCIX has not paid dividends to shareholders, while MGIAX's dividend yield for the trailing twelve months is around 1.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTCIX MFS Technology Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.62% | 3.31% | 0.00% |
MGIAX MFS International Intrinsic Value Fund | 1.68% | 1.83% | 0.83% | 0.74% | 0.41% | 0.82% | 1.37% | 1.40% | 1.51% | 1.32% | 5.34% | 3.68% |
Drawdowns
MTCIX vs. MGIAX - Drawdown Comparison
The maximum MTCIX drawdown since its inception was -81.20%, which is greater than MGIAX's maximum drawdown of -49.33%. Use the drawdown chart below to compare losses from any high point for MTCIX and MGIAX. For additional features, visit the drawdowns tool.
Volatility
MTCIX vs. MGIAX - Volatility Comparison
MFS Technology Fund (MTCIX) has a higher volatility of 5.90% compared to MFS International Intrinsic Value Fund (MGIAX) at 3.94%. This indicates that MTCIX's price experiences larger fluctuations and is considered to be riskier than MGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.