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Issuer
MFS
Inception Date
Dec 5, 2024
Region
Global (Ex-U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$990M

Share Price Chart


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Performance

MFSI Performance Chart

MFS Active International ETF (MFSI) is up 6.7% since the beginning of the year. MFSI is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

MFS Active International ETF (MFSI) has returned 6.73% so far this year and 17.49% over the past 12 months.


MFS Active International ETF

1D
-1.16%
1M
5.04%
YTD
6.73%
6M
9.01%
1Y
17.49%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFSI Monthly Returns History

Based on dividend-adjusted daily data since Dec 5, 2024, MFSI's average daily return is +0.07%, while the average monthly return is +1.41%. At this rate, an investment would double in approximately 4.1 years.

Historically, 84% of months were positive and 16% were negative. The best month was Apr 2026 with a return of +5.5%, while the worst month was Mar 2026 at -8.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, MFSI closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.13%4.02%-8.13%5.48%3.44%0.22%6.73%
20254.69%0.98%0.19%2.64%4.66%2.97%-1.42%2.18%3.11%0.51%1.04%2.31%26.43%
2024-4.21%-4.21%

Benchmark Metrics

MFS Active International ETF has an annualized alpha of 6.82%, beta of 0.75, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since December 06, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.64%) than losses (16.04%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 6.82% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
6.82%
Beta
0.75
0.62
Upside Capture
66.64%
Downside Capture
16.04%

Expense Ratio

MFSI has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MFSI ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


MFSI Risk / Return Rank: 3434
Overall Rank
MFSI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MFSI Sortino Ratio Rank: 3333
Sortino Ratio Rank
MFSI Omega Ratio Rank: 3333
Omega Ratio Rank
MFSI Calmar Ratio Rank: 3333
Calmar Ratio Rank
MFSI Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MFS Active International ETF (MFSI) and compare them to S&P 500 Index.


MFSIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.22

1.41

-0.19

Calmar ratioReturn relative to maximum drawdown

1.57

2.93

-1.36

Martin ratioReturn relative to average drawdown

5.89

13.52

-7.63

Dividends

Dividend History

MFS Active International ETF provided a 0.76% dividend yield over the last twelve months, with an annual payout of $0.25 per share.


0.81%$0.00$0.05$0.10$0.15$0.20$0.252025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.25$0.25

Dividend yield

0.76%0.81%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Active International ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.01$0.00$0.00$0.00$0.00$0.24$0.25

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the MFS Active International ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MFS Active International ETF was 13.67%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current MFS Active International ETF drawdown is 1.16%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-13.67%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025
2026 correction2026
-11.17%Mar 2026
28d2mo 2d
3moFeb 2026 - May 2026
2025 pullback2025
-5.62%Jan 2025
1mo 4d11d
1mo 15dDec 2024 - Jan 2025
2025 pullback2025
-5.03%Aug 2025
8d1mo 11d
1mo 19dJul 2025 - Sep 2025
2025 pullback2025
-4.96%Nov 2025
7d21d
28dNov 2025 - Dec 2025

Drawdown Indicators


MFSIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.67%

-56.78%

+43.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-9.10%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.16%

-0.74%

-0.42%

Average Drawdown

Average peak-to-trough decline

-1.97%

-10.72%

+8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.97%

+1.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MFSI

Add MFS Active International ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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