MVGIX vs. MEIKX
Compare and contrast key facts about MFS Low Volatility Global Equity Fund (MVGIX) and MFS Value Fund (MEIKX).
MVGIX is managed by MFS. It was launched on Dec 4, 2013. MEIKX is managed by MFS. It was launched on May 1, 2006.
Performance
MVGIX vs. MEIKX - Performance Comparison
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MVGIX vs. MEIKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | 0.12% | 16.30% | 12.64% | 13.71% | -8.21% | 16.84% | 5.47% | 20.59% | -2.40% | 18.49% |
MEIKX MFS Value Fund | 1.11% | 13.37% | 11.98% | 8.32% | -5.92% | 25.59% | 4.09% | 30.18% | -9.81% | 17.26% |
Returns By Period
In the year-to-date period, MVGIX achieves a 0.12% return, which is significantly lower than MEIKX's 1.11% return. Over the past 10 years, MVGIX has underperformed MEIKX with an annualized return of 9.14%, while MEIKX has yielded a comparatively higher 10.10% annualized return.
MVGIX
- 1D
- 1.58%
- 1M
- -6.33%
- YTD
- 0.12%
- 6M
- 1.84%
- 1Y
- 12.29%
- 3Y*
- 12.77%
- 5Y*
- 9.09%
- 10Y*
- 9.14%
MEIKX
- 1D
- 1.64%
- 1M
- -5.00%
- YTD
- 1.11%
- 6M
- 3.65%
- 1Y
- 10.49%
- 3Y*
- 12.15%
- 5Y*
- 8.48%
- 10Y*
- 10.10%
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MVGIX vs. MEIKX - Expense Ratio Comparison
MVGIX has a 0.74% expense ratio, which is higher than MEIKX's 0.43% expense ratio.
Return for Risk
MVGIX vs. MEIKX — Risk / Return Rank
MVGIX
MEIKX
MVGIX vs. MEIKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Low Volatility Global Equity Fund (MVGIX) and MFS Value Fund (MEIKX). 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.
| MVGIX | MEIKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.70 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.04 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.03 | +0.45 |
Martin ratioReturn relative to average drawdown | 6.28 | 4.53 | +1.75 |
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
| MVGIX | MEIKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.70 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.61 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.61 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.39 | +0.34 |
Correlation
The correlation between MVGIX and MEIKX is 0.84, 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
MVGIX vs. MEIKX - Dividend Comparison
MVGIX's dividend yield for the trailing twelve months is around 10.93%, more than MEIKX's 9.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | 10.93% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
MEIKX MFS Value Fund | 9.82% | 9.72% | 9.49% | 8.58% | 7.77% | 3.43% | 2.75% | 3.28% | 3.76% | 4.14% | 3.84% | 6.12% |
Drawdowns
MVGIX vs. MEIKX - Drawdown Comparison
The maximum MVGIX drawdown since its inception was -30.19%, smaller than the maximum MEIKX drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for MVGIX and MEIKX.
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Drawdown Indicators
| MVGIX | MEIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.19% | -56.81% | +26.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -11.09% | +2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -18.01% | -17.50% | -0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -36.68% | +6.49% |
Current DrawdownCurrent decline from peak | -6.99% | -5.00% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -9.51% | +6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.52% | -0.48% |
Volatility
MVGIX vs. MEIKX - Volatility Comparison
MFS Low Volatility Global Equity Fund (MVGIX) and MFS Value Fund (MEIKX) have volatilities of 3.77% and 3.64%, 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
| MVGIX | MEIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 3.64% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 5.94% | 7.85% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.60% | 14.82% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.54% | 13.91% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.39% | 16.55% | -4.16% |