SCGVX vs. MVGIX
SCGVX (Sands Capital Global Growth Fund) and MVGIX (MFS Low Volatility Global Equity Fund) are both Global Equities funds. Over the past 10 years, SCGVX returned 9.66%/yr vs 9.38%/yr for MVGIX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. SCGVX charges 1.15%/yr vs 0.74%/yr for MVGIX.
Performance
SCGVX vs. MVGIX - Performance Comparison
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Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than MVGIX's 8.08% return. Both investments have delivered pretty close results over the past 10 years, with SCGVX having a 9.66% annualized return and MVGIX not far behind at 9.38%.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
MVGIX
- 1D
- 0.05%
- 1M
- 3.22%
- 6M
- 5.16%
- YTD
- 8.08%
- 1Y
- 15.19%
- 3Y*
- 13.71%
- 5Y*
- 9.06%
- 10Y*
- 9.38%
- ALL TIME*
- 9.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCGVX vs. MVGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 29.89% | -2.97% | 38.38% |
MVGIX MFS Low Volatility Global Equity Fund | 8.08% | 16.30% | 12.64% | 13.71% | -8.21% | 16.84% | 5.47% | 20.59% | -2.40% | 18.49% |
Correlation
The correlation between SCGVX and MVGIX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2013 | 0.67 |
Over the past year, the correlation between SCGVX and MVGIX has dropped to 0.43 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
SCGVX vs. MVGIX — Risk / Return Rank
SCGVX
MVGIX
SCGVX vs. MVGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) 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.
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.
| SCGVX | MVGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.32 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.66 | -1.83 |
| Martin ratioReturn relative to average drawdown | -0.50 | 4.95 | -5.45 |
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Drawdowns
SCGVX vs. MVGIX - Drawdown Comparison
The maximum SCGVX drawdown since its inception was -53.96%, which is greater than MVGIX's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for SCGVX and MVGIX.
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Drawdown Indicators
| SCGVX | MVGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -30.19% | -23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -8.65% | -12.74% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -8.70% | -14.37% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -18.01% | -35.95% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | -30.19% | -23.77% |
Current DrawdownCurrent decline from peak | -17.06% | 0.00% | -17.06% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -2.91% | -9.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 2.90% | +4.52% |
Volatility
SCGVX vs. MVGIX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to MFS Low Volatility Global Equity Fund (MVGIX) at 2.63%. This indicates that SCGVX'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
| SCGVX | MVGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 2.63% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 6.68% | +10.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 8.30% | +11.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 10.56% | +15.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 12.35% | +10.75% |
SCGVX vs. MVGIX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is higher than MVGIX's 0.74% expense ratio.
Dividends
SCGVX vs. MVGIX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than MVGIX's 9.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | 9.94% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% | 0.00% | 0.00% |
Frequently Asked Questions
SCGVX and MVGIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to MVGIX (2.63%). In terms of maximum drawdown, SCGVX dropped -53.96% vs MVGIX's -30.19%.
MVGIX currently has the higher Sharpe Ratio (1.73 vs -0.19), 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.
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