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Issuer
MFS
Inception Date
Jun 29, 2020
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

MKVIX Performance Chart

MFS International Large Cap Value Fund (MKVIX) is up 10.2% since the beginning of the year. MKVIX is currently trading at $19 per share. Investors who bought $1,000 worth of MKVIX shares 5 years ago would now be looking at an investment worth $1,744.


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S&P 500 Index

Returns By Period

MFS International Large Cap Value Fund (MKVIX) has returned 10.19% so far this year and 27.57% over the past 12 months.


MFS International Large Cap Value Fund

1D
-0.05%
1M
3.56%
YTD
10.19%
6M
13.38%
1Y
27.57%
3Y*
20.73%
5Y*
11.77%
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)

MKVIX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2020, MKVIX's average daily return is +0.06%, while the average monthly return is +1.33%. At this rate, an investment would double in approximately 4.4 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.7%, while the worst month was Jun 2022 at -9.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MKVIX closed higher 53% of trading days. The best single day was Mar 9, 2022 with a return of +4.9%, while the worst single day was Apr 4, 2025 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.28%2.90%-7.04%6.18%2.14%-0.05%10.19%
20255.43%3.05%1.13%3.20%5.93%2.80%-0.56%4.17%2.63%0.41%2.55%3.59%40.03%
2024-1.07%0.69%4.28%-1.76%5.22%-2.69%5.54%2.35%1.42%-4.79%0.35%-2.50%6.63%
20238.98%-2.49%1.20%2.84%-4.60%4.82%2.38%-2.47%-2.84%-3.55%7.13%4.77%16.13%
2022-0.15%-2.41%-1.16%-5.63%2.90%-9.57%4.80%-4.92%-9.11%7.27%12.55%-1.40%-8.82%
2021-1.91%3.81%3.92%3.22%4.49%-3.49%0.23%2.03%-2.80%3.72%-4.24%5.61%14.82%

Benchmark Metrics

MFS International Large Cap Value Fund has an annualized alpha of 4.93%, beta of 0.68, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since July 02, 2020.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.43%) than losses (74.63%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 4.93% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.68 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.93%
Beta
0.68
0.54
Upside Capture
80.43%
Downside Capture
74.63%

Expense Ratio

MKVIX has an expense ratio of 0.71%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MKVIX ranks 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MKVIX Risk / Return Rank: 5656
Overall Rank
MKVIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MKVIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
MKVIX Omega Ratio Rank: 5454
Omega Ratio Rank
MKVIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MKVIX Martin Ratio Rank: 5555
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 International Large Cap Value Fund (MKVIX) and compare them to S&P 500 Index.


MKVIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.24

2.24

0.00

Sortino ratio

Return per unit of downside risk

3.12

3.07

+0.04

Omega ratio

Gain probability vs. loss probability

1.41

1.41

0.00

Calmar ratio

Return relative to maximum drawdown

2.88

2.93

-0.04

Martin ratio

Return relative to average drawdown

11.05

13.52

-2.47

Dividends

Dividend History

MFS International Large Cap Value Fund provided a 7.64% dividend yield over the last twelve months, with an annual payout of $1.42 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.42$1.42$0.95$0.55$0.32$0.52$0.06

Dividend yield

7.64%8.42%7.25%4.19%2.72%3.90%0.49%

Monthly Dividends

The table displays the monthly dividend distributions for MFS International Large Cap Value Fund. 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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.42$1.42
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.95$0.95
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52

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 International Large Cap Value Fund. 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 International Large Cap Value Fund was 26.63%, occurring on Oct 12, 2022. Recovery took 191 trading sessions.

The current MFS International Large Cap Value Fund drawdown is 0.05%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-26.63%Oct 2022
8mo 27d9mo 10d
1y 6moJan 2022 - Jul 2023
2025 selloff2025
-13.46%Apr 2025
18d25d
1mo 13dMar 2025 - May 2025
2023 correction2023
-10.20%Oct 2023
3mo 2d1mo 18d
4mo 20dJul 2023 - Dec 2023
2026 pullback2026
-9.91%Mar 2026
25d1mo 10d
2mo 5dMar 2026 - May 2026
2025 pullback2025
-8.97%Jan 2025
3mo 18d1mo 6d
4mo 24dSep 2024 - Feb 2025

Drawdown Indicators


MKVIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-56.78%

+30.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-9.10%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-18.90%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-25.43%

-1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.05%

-0.74%

+0.69%

Average Drawdown

Average peak-to-trough decline

-4.28%

-10.72%

+6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

1.97%

+0.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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