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RHI vs. MIAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RHIMIAGX
YTD Return-18.16%8.64%
1Y Return9.04%19.67%
3Y Return (Ann)-5.34%4.72%
5Y Return (Ann)7.31%10.19%
10Y Return (Ann)6.87%9.10%
Sharpe Ratio0.471.78
Daily Std Dev23.25%11.51%
Max Drawdown-68.80%-52.93%
Current Drawdown-39.56%-0.23%

Correlation

-0.50.00.51.00.7

The correlation between RHI and MIAGX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

RHI vs. MIAGX - Performance Comparison

In the year-to-date period, RHI achieves a -18.16% return, which is significantly lower than MIAGX's 8.64% return. Over the past 10 years, RHI has underperformed MIAGX with an annualized return of 6.87%, while MIAGX has yielded a comparatively higher 9.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%December2024FebruaryMarchAprilMay
340.20%
555.99%
RHI
MIAGX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Robert Half International Inc.

MFS Aggressive Growth Allocation Fund

Risk-Adjusted Performance

RHI vs. MIAGX - Risk-Adjusted Performance 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.


RHI
Sharpe ratio
The chart of Sharpe ratio for RHI, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.004.000.47
Sortino ratio
The chart of Sortino ratio for RHI, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.006.000.77
Omega ratio
The chart of Omega ratio for RHI, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for RHI, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for RHI, currently valued at 1.05, compared to the broader market-10.000.0010.0020.0030.001.05
MIAGX
Sharpe ratio
The chart of Sharpe ratio for MIAGX, currently valued at 1.78, compared to the broader market-2.00-1.000.001.002.003.004.001.78
Sortino ratio
The chart of Sortino ratio for MIAGX, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for MIAGX, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for MIAGX, currently valued at 1.23, compared to the broader market0.002.004.006.001.23
Martin ratio
The chart of Martin ratio for MIAGX, currently valued at 5.91, compared to the broader market-10.000.0010.0020.0030.005.91

RHI vs. MIAGX - Sharpe Ratio Comparison

The current RHI Sharpe Ratio is 0.47, which is lower than the MIAGX Sharpe Ratio of 1.78. The chart below compares the 12-month rolling Sharpe Ratio of RHI and MIAGX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.47
1.78
RHI
MIAGX

Dividends

RHI vs. MIAGX - Dividend Comparison

RHI's dividend yield for the trailing twelve months is around 2.76%, less than MIAGX's 3.14% yield.


TTM20232022202120202019201820172016201520142013
RHI
Robert Half International Inc.
2.76%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%1.52%
MIAGX
MFS Aggressive Growth Allocation Fund
3.14%3.41%4.49%6.84%3.69%4.80%6.06%4.25%3.12%5.45%1.50%1.17%

Drawdowns

RHI vs. MIAGX - Drawdown Comparison

The maximum RHI drawdown since its inception was -68.80%, which is greater than MIAGX's maximum drawdown of -52.93%. Use the drawdown chart below to compare losses from any high point for RHI and MIAGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-39.56%
-0.23%
RHI
MIAGX

Volatility

RHI vs. MIAGX - Volatility Comparison

Robert Half International Inc. (RHI) has a higher volatility of 3.76% compared to MFS Aggressive Growth Allocation Fund (MIAGX) at 2.88%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
3.76%
2.88%
RHI
MIAGX