VTMGX vs. MGRAX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and MFS International Growth Fund (MGRAX).
VTMGX is managed by Vanguard. It was launched on Aug 17, 1999. MGRAX is managed by MFS. It was launched on Oct 23, 1995.
Performance
VTMGX vs. MGRAX - Performance Comparison
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VTMGX vs. MGRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
MGRAX MFS International Growth Fund | -3.56% | 20.73% | 8.82% | 14.54% | -15.31% | 9.20% | 15.45% | 26.83% | -9.09% | 32.15% |
Returns By Period
In the year-to-date period, VTMGX achieves a 2.46% return, which is significantly higher than MGRAX's -3.56% return. Both investments have delivered pretty close results over the past 10 years, with VTMGX having a 9.31% annualized return and MGRAX not far behind at 9.17%.
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
MGRAX
- 1D
- 2.73%
- 1M
- -8.25%
- YTD
- -3.56%
- 6M
- -2.90%
- 1Y
- 10.99%
- 3Y*
- 9.98%
- 5Y*
- 5.65%
- 10Y*
- 9.17%
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VTMGX vs. MGRAX - Expense Ratio Comparison
VTMGX has a 0.07% expense ratio, which is lower than MGRAX's 1.06% expense ratio.
Return for Risk
VTMGX vs. MGRAX — Risk / Return Rank
VTMGX
MGRAX
VTMGX vs. MGRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and MFS International Growth Fund (MGRAX). 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.
| VTMGX | MGRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.82 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.17 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 0.86 | +1.58 |
Martin ratioReturn relative to average drawdown | 9.56 | 3.38 | +6.18 |
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
| VTMGX | MGRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 0.82 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.37 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.37 | -0.09 |
Correlation
The correlation between VTMGX and MGRAX is 0.92, 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
VTMGX vs. MGRAX - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 2.92%, less than MGRAX's 5.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
MGRAX MFS International Growth Fund | 5.55% | 5.35% | 5.99% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% |
Drawdowns
VTMGX vs. MGRAX - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, which is greater than MGRAX's maximum drawdown of -55.29%. Use the drawdown chart below to compare losses from any high point for VTMGX and MGRAX.
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Drawdown Indicators
| VTMGX | MGRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -55.29% | -5.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -12.42% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -30.58% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -30.58% | -5.10% |
Current DrawdownCurrent decline from peak | -9.01% | -9.88% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -14.74% | -10.89% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.15% | -0.18% |
Volatility
VTMGX vs. MGRAX - Volatility Comparison
Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a higher volatility of 7.83% compared to MFS International Growth Fund (MGRAX) at 6.53%. This indicates that VTMGX's price experiences larger fluctuations and is considered to be riskier than MGRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTMGX | MGRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 6.53% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 9.87% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 14.51% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 15.44% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 15.66% | +0.79% |