PAXGX vs. MVGIX
Compare and contrast key facts about Pax Global Opportunities Fund (PAXGX) and MFS Low Volatility Global Equity Fund (MVGIX).
PAXGX is managed by Pax World. It was launched on Jun 26, 2018. MVGIX is managed by MFS. It was launched on Dec 4, 2013.
Performance
PAXGX vs. MVGIX - Performance Comparison
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PAXGX vs. MVGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PAXGX Pax Global Opportunities Fund | -9.44% | 9.48% | 6.16% | 15.16% | -18.86% | 18.71% | 22.76% | 33.52% | -8.20% |
MVGIX MFS Low Volatility Global Equity Fund | -1.45% | 16.30% | 12.64% | 13.71% | -8.21% | 16.84% | 5.47% | 20.59% | -1.28% |
Returns By Period
In the year-to-date period, PAXGX achieves a -9.44% return, which is significantly lower than MVGIX's -1.45% return.
PAXGX
- 1D
- -0.26%
- 1M
- -10.41%
- YTD
- -9.44%
- 6M
- -10.07%
- 1Y
- 1.33%
- 3Y*
- 3.86%
- 5Y*
- 2.95%
- 10Y*
- —
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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PAXGX vs. MVGIX - Expense Ratio Comparison
PAXGX has a 1.21% expense ratio, which is higher than MVGIX's 0.74% expense ratio.
Return for Risk
PAXGX vs. MVGIX — Risk / Return Rank
PAXGX
MVGIX
PAXGX vs. MVGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Global Opportunities Fund (PAXGX) 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.
| PAXGX | MVGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 1.06 | -0.98 |
Sortino ratioReturn per unit of downside risk | 0.23 | 1.48 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.22 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | 1.20 | -1.23 |
Martin ratioReturn relative to average drawdown | -0.10 | 5.19 | -5.30 |
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
| PAXGX | MVGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 1.06 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.86 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.72 | -0.31 |
Correlation
The correlation between PAXGX and MVGIX is 0.85, 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
PAXGX vs. MVGIX - Dividend Comparison
PAXGX's dividend yield for the trailing twelve months is around 7.59%, less than MVGIX's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAXGX Pax Global Opportunities Fund | 7.59% | 6.87% | 2.82% | 0.21% | 1.30% | 1.79% | 0.80% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% |
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
PAXGX vs. MVGIX - Drawdown Comparison
The maximum PAXGX drawdown since its inception was -30.63%, roughly equal to the maximum MVGIX drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for PAXGX and MVGIX.
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Drawdown Indicators
| PAXGX | MVGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -30.19% | -0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -8.65% | -3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -30.37% | -18.01% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.19% | — |
Current DrawdownCurrent decline from peak | -12.28% | -8.44% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -2.89% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 1.99% | +1.50% |
Volatility
PAXGX vs. MVGIX - Volatility Comparison
Pax Global Opportunities Fund (PAXGX) has a higher volatility of 5.46% compared to MFS Low Volatility Global Equity Fund (MVGIX) at 3.22%. This indicates that PAXGX'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
| PAXGX | MVGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 3.22% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 5.74% | +4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.22% | 10.51% | +6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 10.51% | +6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 12.38% | +6.08% |