VMNVX vs. MVGIX
Compare and contrast key facts about Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) and MFS Low Volatility Global Equity Fund (MVGIX).
VMNVX is managed by Vanguard. It was launched on Dec 12, 2013. MVGIX is managed by MFS. It was launched on Dec 4, 2013.
Performance
VMNVX vs. MVGIX - Performance Comparison
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VMNVX vs. MVGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 1.71% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 22.66% | -1.70% | 16.03% |
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, VMNVX achieves a 1.71% return, which is significantly higher than MVGIX's -1.45% return. Over the past 10 years, VMNVX has underperformed MVGIX with an annualized return of 8.25%, while MVGIX has yielded a comparatively higher 8.97% annualized return.
VMNVX
- 1D
- 0.22%
- 1M
- -5.84%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.16%
- 3Y*
- 11.47%
- 5Y*
- 8.47%
- 10Y*
- 8.25%
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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VMNVX vs. MVGIX - Expense Ratio Comparison
VMNVX has a 0.14% expense ratio, which is lower than MVGIX's 0.74% expense ratio.
Return for Risk
VMNVX vs. MVGIX — Risk / Return Rank
VMNVX
MVGIX
VMNVX vs. MVGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) 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.
| VMNVX | MVGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.06 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.48 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.20 | -0.12 |
Martin ratioReturn relative to average drawdown | 5.25 | 5.19 | +0.06 |
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
| VMNVX | MVGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.06 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.86 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.73 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.72 | +0.04 |
Correlation
The correlation between VMNVX and MVGIX is 0.90, 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
VMNVX vs. MVGIX - Dividend Comparison
VMNVX's dividend yield for the trailing twelve months is around 9.90%, less than MVGIX's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.90% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
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
VMNVX vs. MVGIX - Drawdown Comparison
The maximum VMNVX drawdown since its inception was -33.11%, which is greater than MVGIX's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for VMNVX and MVGIX.
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Drawdown Indicators
| VMNVX | MVGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -30.19% | -2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -8.65% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -12.93% | -18.01% | +5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | -30.19% | -2.92% |
Current DrawdownCurrent decline from peak | -6.04% | -8.44% | +2.40% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -2.89% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.99% | -0.36% |
Volatility
VMNVX vs. MVGIX - Volatility Comparison
The current volatility for Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) is 2.59%, while MFS Low Volatility Global Equity Fund (MVGIX) has a volatility of 3.22%. This indicates that VMNVX experiences smaller price fluctuations and is considered to be less risky 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
| VMNVX | MVGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 3.22% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 4.89% | 5.74% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 10.51% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.52% | 10.51% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.96% | 12.38% | -0.42% |