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MFS Research International A (MRSAX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US5529835127
CUSIP
552983512
Issuer
MFS
Inception Date
Apr 26, 1999
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MFS Research International A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

MFS Research International A (MRSAX) has returned -1.65% so far this year and 14.70% over the past 12 months. Over the last ten years, MRSAX has returned 7.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


MFS Research International A

1D
0.35%
1M
-11.37%
YTD
-1.65%
6M
2.14%
1Y
14.70%
3Y*
9.36%
5Y*
4.75%
10Y*
7.81%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 31, 1996, MRSAX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 2009 with a return of +13.6%, while the worst month was Oct 2008 at -21.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MRSAX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +13.6%, while the worst single day was Oct 15, 2008 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.69%4.98%-11.37%-1.65%
20253.88%1.98%-1.01%3.15%5.08%2.20%-2.84%2.25%2.05%0.72%0.98%2.11%22.31%
2024-0.86%2.18%3.34%-3.02%4.93%-1.52%3.18%3.38%0.36%-4.74%-0.55%-3.36%2.83%
20237.84%-3.59%2.90%3.05%-4.10%3.85%1.97%-2.83%-4.76%-3.06%7.46%4.79%13.11%
2022-5.36%-3.33%-1.07%-6.28%1.69%-8.06%5.42%-5.58%-9.75%4.42%12.98%-1.86%-17.52%
2021-1.67%1.47%2.36%2.88%4.22%-1.73%1.18%2.86%-3.87%3.69%-3.77%3.92%11.62%

Benchmark Metrics

MFS Research International A has an annualized alpha of 1.33%, beta of 0.70, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.

  • This fund participated in 92.70% of S&P 500 Index downside but only 86.67% of its upside — more exposed to losses than it benefited from rallies.

Alpha
1.33%
Beta
0.70
0.56
Upside Capture
86.67%
Downside Capture
92.70%

Expense Ratio

MRSAX has a high expense ratio of 1.04%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MRSAX ranks 39 for risk / return — below 39% of mutual funds 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.


MRSAX Risk / Return Rank: 3939
Overall Rank
MRSAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MRSAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MRSAX Omega Ratio Rank: 3737
Omega Ratio Rank
MRSAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
MRSAX Martin Ratio Rank: 3737
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 Research International A (MRSAX) and compare them to a chosen benchmark (S&P 500 Index).


MRSAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.90

+0.02

Sortino ratio

Return per unit of downside risk

1.27

1.39

-0.12

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.06

1.40

-0.34

Martin ratio

Return relative to average drawdown

4.04

6.61

-2.57

Explore MRSAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

MFS Research International A provided a 5.32% dividend yield over the last twelve months, with an annual payout of $1.36 per share. The fund has been increasing its distributions for 5 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.36$1.36$0.41$0.33$0.27$0.25$0.16$0.32$0.85$0.20$0.26$0.26

Dividend yield

5.32%5.23%1.81%1.49%1.37%1.04%0.73%1.63%5.41%1.04%1.71%1.67%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Research International A. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.36$1.36
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$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 Research International A. 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 Research International A was 59.76%, occurring on Mar 9, 2009. Recovery took 1305 trading sessions.

The current MFS Research International A drawdown is 11.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.76%Nov 1, 2007339Mar 9, 20091305May 14, 20141644
-46.74%Mar 30, 2000739Mar 12, 2003499Mar 4, 20051238
-30.93%Sep 8, 2021277Oct 12, 2022464Aug 19, 2024741
-30.71%Jan 21, 202044Mar 23, 2020107Aug 24, 2020151
-27.2%Jul 21, 199854Oct 5, 1998188Jul 6, 1999242

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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