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MFS Research International Fund (MRSIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US5529834708
CUSIP
552983470
Issuer
MFS
Inception Date
Jan 2, 1997
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity

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 Fund, 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 Fund (MRSIX) has returned -1.59% so far this year and 14.99% over the past 12 months. Over the last ten years, MRSIX has returned 8.08% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


MFS Research International Fund

1D
0.34%
1M
-11.34%
YTD
-1.59%
6M
2.29%
1Y
14.99%
3Y*
9.64%
5Y*
5.01%
10Y*
8.08%

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, MRSIX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 2009 with a return of +13.7%, 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, MRSIX 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
20265.72%4.99%-11.34%-1.59%
20253.91%1.99%-0.97%3.19%5.08%2.19%-2.81%2.28%2.04%0.77%1.01%2.12%22.61%
2024-0.87%2.24%3.34%-2.99%4.96%-1.55%3.23%3.41%0.39%-4.75%-0.53%-3.33%3.06%
20237.85%-3.55%2.89%3.13%-4.08%3.89%1.98%-2.85%-4.72%-3.03%7.51%4.81%13.44%
2022-5.33%-3.33%-1.08%-6.23%1.72%-8.04%5.42%-5.56%-9.74%4.48%13.02%-1.88%-17.33%
2021-1.70%1.51%2.40%2.86%4.23%-1.71%1.21%2.92%-3.89%3.72%-3.70%3.90%11.87%

Benchmark Metrics

MFS Research International Fund has an annualized alpha of 1.62%, 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 92.27% of S&P 500 Index downside but only 87.54% of its upside — more exposed to losses than it benefited from rallies.

Alpha
1.62%
Beta
0.70
0.56
Upside Capture
87.54%
Downside Capture
92.27%

Expense Ratio

MRSIX has an expense ratio of 0.76%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MRSIX ranks 41 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.


MRSIX Risk / Return Rank: 4141
Overall Rank
MRSIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MRSIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
MRSIX Omega Ratio Rank: 3939
Omega Ratio Rank
MRSIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
MRSIX 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 Research International Fund (MRSIX) and compare them to a chosen benchmark (S&P 500 Index).


MRSIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.90

+0.04

Sortino ratio

Return per unit of downside risk

1.29

1.39

-0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.09

1.40

-0.31

Martin ratio

Return relative to average drawdown

4.15

6.61

-2.45

Explore MRSIX 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 Fund provided a 5.34% 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.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.42$1.42$0.46$0.39$0.32$0.33$0.21$0.37$0.89$0.24$0.31$0.31

Dividend yield

5.34%5.26%2.00%1.67%1.57%1.29%0.92%1.79%5.48%1.21%1.97%1.89%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Research International 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
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$0.46$0.46
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
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$0.33$0.33

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 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 Research International Fund was 59.56%, occurring on Mar 9, 2009. Recovery took 1165 trading sessions.

The current MFS Research International Fund drawdown is 11.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.56%Nov 1, 2007339Mar 9, 20091165Oct 22, 20131504
-46.22%Mar 30, 2000739Mar 12, 2003491Feb 22, 20051230
-30.73%Sep 8, 2021277Oct 12, 2022438Jul 12, 2024715
-30.69%Jan 21, 202044Mar 23, 2020107Aug 24, 2020151
-26.99%Jul 21, 199854Oct 5, 1998188Jul 6, 1999242

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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