VTSNX vs. MGIAX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and MFS International Intrinsic Value Fund (MGIAX).
VTSNX is managed by Vanguard. It was launched on Nov 29, 2010. MGIAX is managed by MFS. It was launched on Oct 23, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSNX or MGIAX.
Key characteristics
| VTSNX | MGIAX | |
|---|---|---|
| YTD Return | 7.11% | 8.99% |
| 1Y Return | 17.49% | 19.05% |
| 3Y Return (Ann) | 0.59% | -0.46% |
| 5Y Return (Ann) | 5.64% | 6.31% |
| 10Y Return (Ann) | 4.96% | 7.79% |
| Sharpe Ratio | 1.44 | 1.43 |
| Sortino Ratio | 2.03 | 2.01 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 1.24 | 1.07 |
| Martin Ratio | 8.07 | 7.89 |
| Ulcer Index | 2.18% | 2.38% |
| Daily Std Dev | 12.25% | 13.19% |
| Max Drawdown | -35.78% | -49.33% |
| Current Drawdown | -6.43% | -7.12% |
Correlation
The correlation between VTSNX and MGIAX is 0.89, 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.
Performance
VTSNX vs. MGIAX - Performance Comparison
In the year-to-date period, VTSNX achieves a 7.11% return, which is significantly lower than MGIAX's 8.99% return. Over the past 10 years, VTSNX has underperformed MGIAX with an annualized return of 4.96%, while MGIAX has yielded a comparatively higher 7.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTSNX vs. MGIAX - Expense Ratio Comparison
VTSNX has a 0.08% expense ratio, which is lower than MGIAX's 0.96% expense ratio.
Risk-Adjusted Performance
VTSNX vs. MGIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and MFS International Intrinsic Value Fund (MGIAX). 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.
Dividends
VTSNX vs. MGIAX - Dividend Comparison
VTSNX's dividend yield for the trailing twelve months is around 2.98%, more than MGIAX's 1.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.98% | 3.24% | 3.08% | 3.08% | 2.13% | 3.07% | 3.19% | 2.75% | 2.95% | 2.86% | 3.42% | 2.72% |
MGIAX MFS International Intrinsic Value Fund | 1.67% | 1.83% | 0.83% | 0.74% | 0.41% | 0.82% | 1.37% | 1.40% | 1.51% | 1.32% | 5.34% | 3.68% |
Drawdowns
VTSNX vs. MGIAX - Drawdown Comparison
The maximum VTSNX drawdown since its inception was -35.78%, smaller than the maximum MGIAX drawdown of -49.33%. Use the drawdown chart below to compare losses from any high point for VTSNX and MGIAX. For additional features, visit the drawdowns tool.
Volatility
VTSNX vs. MGIAX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and MFS International Intrinsic Value Fund (MGIAX) have volatilities of 3.91% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.