MVGIX vs. MFEIX
Compare and contrast key facts about MFS Low Volatility Global Equity Fund (MVGIX) and MFS Growth I (MFEIX).
MVGIX is managed by MFS. It was launched on Dec 4, 2013. MFEIX is managed by MFS. It was launched on Jul 10, 1997.
Performance
MVGIX vs. MFEIX - Performance Comparison
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MVGIX vs. MFEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | -1.45% | 16.30% | 12.64% | 13.71% | -8.21% | 16.84% | 5.47% | 20.59% | -2.40% | 18.49% |
MFEIX MFS Growth I | -13.62% | 12.34% | 49.67% | 36.15% | -31.14% | 23.59% | 31.65% | 37.69% | 2.30% | 30.86% |
Returns By Period
In the year-to-date period, MVGIX achieves a -1.45% return, which is significantly higher than MFEIX's -13.62% return. Over the past 10 years, MVGIX has underperformed MFEIX with an annualized return of 8.97%, while MFEIX has yielded a comparatively higher 15.44% annualized return.
MVGIX
- 1D
- 0.24%
- 1M
- -8.44%
- YTD
- -1.45%
- 6M
- 0.36%
- 1Y
- 10.67%
- 3Y*
- 12.18%
- 5Y*
- 8.97%
- 10Y*
- 8.97%
MFEIX
- 1D
- -0.59%
- 1M
- -9.06%
- YTD
- -13.62%
- 6M
- -14.22%
- 1Y
- 6.53%
- 3Y*
- 21.33%
- 5Y*
- 10.89%
- 10Y*
- 15.44%
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MVGIX vs. MFEIX - Expense Ratio Comparison
MVGIX has a 0.74% expense ratio, which is higher than MFEIX's 0.60% expense ratio.
Return for Risk
MVGIX vs. MFEIX — Risk / Return Rank
MVGIX
MFEIX
MVGIX vs. MFEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Low Volatility Global Equity Fund (MVGIX) and MFS Growth I (MFEIX). 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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.30 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.48 | 0.59 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.08 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.22 | +0.98 |
Martin ratioReturn relative to average drawdown | 5.19 | 0.74 | +4.45 |
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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.30 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.50 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.73 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.41 | +0.31 |
Correlation
The correlation between MVGIX and MFEIX is 0.74, 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. MFEIX - Dividend Comparison
MVGIX's dividend yield for the trailing twelve months is around 11.10%, less than MFEIX's 17.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | 11.10% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
MFEIX MFS Growth I | 17.36% | 14.99% | 25.47% | 4.86% | 1.05% | 2.76% | 3.57% | 1.57% | 3.78% | 2.50% | 1.61% | 3.65% |
Drawdowns
MVGIX vs. MFEIX - Drawdown Comparison
The maximum MVGIX drawdown since its inception was -30.19%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MVGIX and MFEIX.
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Drawdown Indicators
| MVGIX | MFEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.19% | -72.24% | +42.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -17.30% | +8.65% |
Max Drawdown (5Y)Largest decline over 5 years | -18.01% | -36.11% | +18.10% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -36.11% | +5.92% |
Current DrawdownCurrent decline from peak | -8.44% | -17.30% | +8.86% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -23.85% | +20.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 5.06% | -3.07% |
Volatility
MVGIX vs. MFEIX - Volatility Comparison
The current volatility for MFS Low Volatility Global Equity Fund (MVGIX) is 3.22%, while MFS Growth I (MFEIX) has a volatility of 5.58%. This indicates that MVGIX experiences smaller price fluctuations and is considered to be less risky than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVGIX | MFEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.58% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 5.74% | 12.05% | -6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 21.56% | -11.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.51% | 21.87% | -11.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.38% | 21.16% | -8.78% |