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RHI vs. MIAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RHI vs. MIAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Robert Half International Inc. (RHI) and MFS Aggressive Growth Allocation Fund (MIAGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RHI achieves a 45.91% return, which is significantly higher than MIAGX's 9.49% return. Over the past 10 years, RHI has underperformed MIAGX with an annualized return of 3.33%, while MIAGX has yielded a comparatively higher 10.92% annualized return.


RHI

1D
1.50%
1M
12.90%
6M
14.50%
YTD
45.91%
1Y
16.42%
3Y*
-15.93%
5Y*
-14.19%
10Y*
3.33%
ALL TIME*
12.27%

MIAGX

1D
1.46%
1M
0.74%
6M
6.19%
YTD
9.49%
1Y
16.47%
3Y*
13.40%
5Y*
7.37%
10Y*
10.92%
ALL TIME*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$118.92M$101.11M$76.05M

RHI vs. MIAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RHI
Robert Half International Inc.
45.91%-59.06%-17.40%22.14%-32.48%81.35%1.36%12.76%4.82%16.15%
MIAGX
MFS Aggressive Growth Allocation Fund
9.49%15.20%12.11%16.29%-16.94%19.16%15.81%29.98%-6.72%23.23%

Correlation

The correlation between RHI and MIAGX is 0.13, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.13

Correlation (3Y)
Balances recent behavior with more history.

0.35

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.50

Correlation (10Y)
Provides a long-term view across more market conditions.

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2002

0.63

Over the past year, the correlation between RHI and MIAGX has dropped to 0.13 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

RHI vs. MIAGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RHI
RHI Risk / Return Rank: 5252
Overall Rank
RHI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RHI Sortino Ratio Rank: 5454
Sortino Ratio Rank
RHI Omega Ratio Rank: 5252
Omega Ratio Rank
RHI Calmar Ratio Rank: 5353
Calmar Ratio Rank
RHI Martin Ratio Rank: 5151
Martin Ratio Rank

MIAGX
MIAGX Risk / Return Rank: 4545
Overall Rank
MIAGX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MIAGX Sortino Ratio Rank: 4545
Sortino Ratio Rank
MIAGX Omega Ratio Rank: 4343
Omega Ratio Rank
MIAGX Calmar Ratio Rank: 4141
Calmar Ratio Rank
MIAGX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RHI vs. MIAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Robert Half International Inc. (RHI) and MFS Aggressive Growth Allocation Fund (MIAGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RHIMIAGXDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.09

1.23

-0.14

Calmar ratioReturn relative to maximum drawdown

0.29

1.68

-1.39

Martin ratioReturn relative to average drawdown

0.52

6.97

-6.46

RHI vs. MIAGX - Sharpe Ratio Comparison

The current RHI Sharpe Ratio is 0.20, which is lower than the MIAGX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of RHI and MIAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RHI vs. MIAGX - Drawdown Comparison

The maximum RHI drawdown since its inception was -79.39%, which is greater than MIAGX's maximum drawdown of -55.00%. Use the drawdown chart below to compare losses from any high point for RHI and MIAGX.


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Drawdown Indicators


RHIMIAGXDifference

Max Drawdown

Largest peak-to-trough decline

-79.39%

-55.00%

-24.39%

Max Drawdown (1Y)

Largest decline over 1 year

-39.38%

-8.65%

-30.73%

Max Drawdown (3Y)

Largest decline over 3 years

-72.16%

-14.88%

-57.28%

Max Drawdown (5Y)

Largest decline over 5 years

-79.39%

-25.51%

-53.88%

Max Drawdown (10Y)

Largest decline over 10 years

-79.39%

-32.78%

-46.61%

Current Drawdown

Current decline from peak

-63.56%

-0.17%

-63.39%

Average Drawdown

Average peak-to-trough decline

-24.91%

-6.78%

-18.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.23%

2.08%

+20.15%

Volatility

RHI vs. MIAGX - Volatility Comparison

Robert Half International Inc. (RHI) has a higher volatility of 24.85% compared to MFS Aggressive Growth Allocation Fund (MIAGX) at 2.73%. This indicates that RHI's price experiences larger fluctuations and is considered to be riskier than MIAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RHIMIAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.85%

2.73%

+22.12%

Volatility (6M)

Calculated over the trailing 6-month period

51.42%

9.11%

+42.31%

Volatility (1Y)

Calculated over the trailing 1-year period

58.74%

11.40%

+47.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.71%

14.55%

+23.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.35%

15.38%

+19.97%

Dividends

RHI vs. MIAGX - Dividend Comparison

RHI's dividend yield for the trailing twelve months is around 6.24%, less than MIAGX's 7.14% yield.


PositionTTM20252024202320222021202020192018201720162015
MIAGX
MFS Aggressive Growth Allocation Fund
7.14%7.82%5.16%3.41%4.49%6.84%3.69%4.80%6.06%4.25%3.12%5.45%
RHI
Robert Half International Inc.
6.24%8.69%3.01%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%

Frequently Asked Questions


RHI and MIAGX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RHI has higher volatility (24.85%) compared to MIAGX (2.73%). In terms of maximum drawdown, RHI dropped -79.39% vs MIAGX's -55.00%.

MIAGX currently has the higher Sharpe Ratio (1.27 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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