MGF vs FDIF

Comparison between MFS Government Markets Income Trust (MGF, ETF) and FIDELITY DISRUPTORS ETF (FDIF, ETF).

MGF vs FDIF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MGF(ETF)	FDIF(ETF)
Net Assets	$100M	$100M
Expense Ratio	N/A	0.50%
Max Drawdown	64.59%	22.70%
Sharpe Ratio	-0.31	0.81
5Y Beta	0.04	1.11
5Y Dividends CAGR	-7.75%	N/A

Net Assets

MGF

$100M

FDIF

$100M

Expense Ratio

MGF

N/A

FDIF

0.50%

Max Drawdown

MGF

64.59%

Winner

FDIF

22.70%

Sharpe Ratio

MGF

-0.31

Winner

FDIF

0.81

5Y Beta

Winner

MGF

0.04

FDIF

1.11

5Y Dividends CAGR

MGF

-7.75%

FDIF

N/A

MGF vs FDIF - Historical Returns

Returns include dividend reinvestment.

Period	MGF	FDIF
1 month	-0.05%	+1.38%
3 months	-2.19%	+9.74%
6 months	-3.89%	+5.49%
1 year	-0.57%	+16.70%
5 years(CAGR)	-1.20%	N/A
10 years(CAGR)	+1.30%	N/A
Max(CAGR)	+4.15%	+15.69%

MGF

-0.05%

Winner

FDIF

+1.38%

MGF

-2.19%

Winner

FDIF

+9.74%

MGF

-3.89%

Winner

FDIF

+5.49%

MGF

-0.57%

Winner

FDIF

+16.70%

5Y(CAGR)

MGF

-1.20%

FDIF

N/A

10Y(CAGR)

MGF

+1.30%

FDIF

N/A

Max(CAGR)

MGF

+4.15%

Winner

FDIF

+15.69%

MGF vs FDIF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	MGF	FDIF
2026	-2.91%	+5.82%
2025	+5.18%	+13.72%
2024	+4.18%	+22.08%
2023	+3.78%	+6.49%
2022	-15.17%	N/A
2021	+0.65%	N/A
2020	+7.32%	N/A
2019	+9.81%	N/A
2018	-0.14%	N/A
2017	+3.45%	N/A
2016	+2.52%	N/A
2015	-0.31%	N/A
2014	+6.04%	N/A
2013	-10.52%	N/A
2012	+5.17%	N/A
2011	+10.17%	N/A
2010	-0.19%	N/A
2009	+0.72%	N/A
2008	+26.75%	N/A
2007	+9.08%	N/A
2006	+6.49%	N/A
2005	+2.69%	N/A
2004	+3.30%	N/A
2003	+2.74%	N/A
2002	+15.23%	N/A
2001	+6.43%	N/A
2000	+17.98%	N/A
1999	-4.21%	N/A

MGF vs FDIF Drawdown Comparison

The maximum drawdown for MGF was -22.85%, occurring on Oct 24, 2022. This drawdown has not yet recovered.

The maximum drawdown for FDIF was -22.63%, occurring on Apr 8, 2025. Recovery took 93 trading sessions.

The current MGF drawdown is -7.75%. The current FDIF drawdown is -4.55%.

Rank	MGF	FDIF
#1	-22.85% Sep 17, 2021 - Oct 24, 2022	-22.63% Feb 18, 2025 - Jul 2, 2025
#2	-21.63% Sep 8, 2008 - Nov 28, 2008	-17.33% Jul 18, 2023 - Dec 14, 2023
#3	-19.20% Sep 5, 2012 - Aug 18, 2016	-14.80% Jan 7, 2026 - Apr 20, 2026
#4	-15.76% Dec 23, 2008 - Aug 21, 2009	-10.83% Jul 16, 2024 - Sep 24, 2024
#5	-15.30% Aug 23, 2010 - Jan 13, 2012	-8.60% Mar 7, 2024 - Jul 3, 2024
#6	-9.35% Mar 9, 2020 - Apr 13, 2020	-8.08% Oct 27, 2025 - Jan 6, 2026
#7	-9.12% Sep 23, 2009 - Mar 10, 2010	-5.68% Dec 4, 2024 - Jan 22, 2025
#8	-8.88% Mar 19, 2004 - Jan 18, 2005	-4.55% Jun 2, 2026 - Jun 5, 2026
#9	-8.02% May 27, 2008 - Sep 8, 2008	-4.17% Dec 28, 2023 - Jan 23, 2024
#10	-7.46% Mar 16, 2010 - Jun 7, 2010	-3.70% Oct 8, 2025 - Oct 27, 2025
#11	-7.25% May 23, 2003 - Feb 12, 2004	-3.50% Nov 11, 2024 - Nov 25, 2024
#12	-6.95% Aug 18, 2016 - Jan 31, 2019	-3.11% May 14, 2026 - May 26, 2026
#13	-6.19% Nov 14, 2007 - Jan 15, 2008	-3.04% Jul 25, 2025 - Aug 13, 2025
#14	-6.19% Nov 3, 1999 - Apr 10, 2000	-2.63% Jun 20, 2023 - Jul 11, 2023
#15	-6.15% Nov 2, 2001 - Feb 11, 2002	-2.55% Jan 29, 2024 - Feb 8, 2024

Correlation

Correlation between MGF and FDIF is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (2000 - 2026)

MGF vs FDIF dividend yield comparison.

Year	MGF	FDIF
2026	3.34%	0.04%
2025	7.65%	0.36%
2024	7.80%	0.35%
2023	7.82%	0.21%
2022	8.44%	0.00%
2021	7.71%	0.00%
2020	7.58%	0.00%
2019	7.50%	0.00%
2018	7.81%	0.00%
2017	7.92%	0.00%
2016	8.10%	0.00%
2015	8.05%	0.00%
2014	7.85%	0.00%
2013	8.24%	0.00%
2012	7.37%	0.00%
2011	7.33%	0.00%
2010	7.69%	0.00%
2009	6.96%	0.00%
2008	6.57%	0.00%
2007	5.92%	0.00%
2006	5.43%	0.00%
2005	5.00%	0.00%
2004	4.86%	0.00%
2003	5.25%	0.00%
2002	6.10%	0.00%
2001	6.50%	0.00%
2000	3.05%	0.00%