NUGIX vs. MVGIX
Compare and contrast key facts about Nuveen Global Dividend Growth Fund (NUGIX) and MFS Low Volatility Global Equity Fund (MVGIX).
NUGIX is managed by Nuveen. It was launched on Jun 10, 2012. MVGIX is managed by MFS. It was launched on Dec 4, 2013.
Performance
NUGIX vs. MVGIX - Performance Comparison
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NUGIX vs. MVGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUGIX Nuveen Global Dividend Growth Fund | -4.45% | 11.76% | 15.34% | 14.49% | -9.86% | 19.98% | 4.02% | 28.15% | -9.00% | 19.91% |
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% |
Returns By Period
In the year-to-date period, NUGIX achieves a -4.45% return, which is significantly lower than MVGIX's -1.45% return. Both investments have delivered pretty close results over the past 10 years, with NUGIX having a 8.86% annualized return and MVGIX not far ahead at 8.97%.
NUGIX
- 1D
- 0.03%
- 1M
- -8.36%
- YTD
- -4.45%
- 6M
- -2.71%
- 1Y
- 8.75%
- 3Y*
- 10.88%
- 5Y*
- 7.69%
- 10Y*
- 8.86%
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%
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NUGIX vs. MVGIX - Expense Ratio Comparison
NUGIX has a 0.89% expense ratio, which is higher than MVGIX's 0.74% expense ratio.
Return for Risk
NUGIX vs. MVGIX — Risk / Return Rank
NUGIX
MVGIX
NUGIX vs. MVGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Dividend Growth Fund (NUGIX) and MFS Low Volatility Global Equity Fund (MVGIX). 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.
| NUGIX | MVGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.06 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.48 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.20 | -0.46 |
Martin ratioReturn relative to average drawdown | 3.21 | 5.19 | -1.99 |
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
| NUGIX | MVGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.06 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.73 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.72 | -0.10 |
Correlation
The correlation between NUGIX and MVGIX is 0.89, 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
NUGIX vs. MVGIX - Dividend Comparison
NUGIX's dividend yield for the trailing twelve months is around 11.98%, more than MVGIX's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUGIX Nuveen Global Dividend Growth Fund | 11.98% | 11.74% | 7.84% | 1.53% | 4.27% | 7.70% | 1.86% | 3.76% | 4.98% | 15.70% | 2.02% | 1.95% |
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% |
Drawdowns
NUGIX vs. MVGIX - Drawdown Comparison
The maximum NUGIX drawdown since its inception was -33.65%, which is greater than MVGIX's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for NUGIX and MVGIX.
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Drawdown Indicators
| NUGIX | MVGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -30.19% | -3.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -8.65% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -18.01% | -3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -30.19% | -3.46% |
Current DrawdownCurrent decline from peak | -8.57% | -8.44% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -2.89% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.99% | +0.50% |
Volatility
NUGIX vs. MVGIX - Volatility Comparison
Nuveen Global Dividend Growth Fund (NUGIX) has a higher volatility of 4.16% compared to MFS Low Volatility Global Equity Fund (MVGIX) at 3.22%. This indicates that NUGIX's price experiences larger fluctuations and is considered to be riskier than MVGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUGIX | MVGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.22% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.10% | 5.74% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 10.51% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 10.51% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.48% | 12.38% | +3.10% |