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CEMFX vs. MIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMFX vs. MIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cullen Emerging Markets High Dividend Fund (CEMFX) and MFS International Equity Fund Class R6 (MIEIX). The values are adjusted to include any dividend payments, if applicable.

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CEMFX vs. MIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMFX
Cullen Emerging Markets High Dividend Fund
6.79%31.39%9.51%26.45%-16.15%6.74%8.70%19.75%-16.90%29.82%
MIEIX
MFS International Equity Fund Class R6
-6.55%23.22%4.13%19.06%-14.82%15.13%11.11%28.42%-10.66%28.01%

Returns By Period

In the year-to-date period, CEMFX achieves a 6.79% return, which is significantly higher than MIEIX's -6.55% return. Over the past 10 years, CEMFX has outperformed MIEIX with an annualized return of 9.57%, while MIEIX has yielded a comparatively lower 9.04% annualized return.


CEMFX

1D
-0.85%
1M
-11.79%
YTD
6.79%
6M
11.80%
1Y
38.22%
3Y*
21.50%
5Y*
10.64%
10Y*
9.57%

MIEIX

1D
0.48%
1M
-10.84%
YTD
-6.55%
6M
-3.47%
1Y
8.02%
3Y*
9.09%
5Y*
6.72%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEMFX vs. MIEIX - Expense Ratio Comparison

CEMFX has a 1.00% expense ratio, which is higher than MIEIX's 0.68% expense ratio.


Return for Risk

CEMFX vs. MIEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEMFX
CEMFX Risk / Return Rank: 9393
Overall Rank
CEMFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CEMFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CEMFX Omega Ratio Rank: 9292
Omega Ratio Rank
CEMFX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CEMFX Martin Ratio Rank: 9191
Martin Ratio Rank

MIEIX
MIEIX Risk / Return Rank: 1717
Overall Rank
MIEIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MIEIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MIEIX Omega Ratio Rank: 1616
Omega Ratio Rank
MIEIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MIEIX Martin Ratio Rank: 1919
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.

CEMFX vs. MIEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen Emerging Markets High Dividend Fund (CEMFX) and MFS International Equity Fund Class R6 (MIEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CEMFXMIEIXDifference

Sharpe ratio

Return per unit of total volatility

2.25

0.45

+1.80

Sortino ratio

Return per unit of downside risk

2.86

0.68

+2.18

Omega ratio

Gain probability vs. loss probability

1.43

1.10

+0.33

Calmar ratio

Return relative to maximum drawdown

2.87

0.52

+2.35

Martin ratio

Return relative to average drawdown

10.73

1.93

+8.79

CEMFX vs. MIEIX - Sharpe Ratio Comparison

The current CEMFX Sharpe Ratio is 2.25, which is higher than the MIEIX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CEMFX and MIEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEMFXMIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

0.45

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.44

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.57

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.45

+0.02

Correlation

The correlation between CEMFX and MIEIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CEMFX vs. MIEIX - Dividend Comparison

CEMFX's dividend yield for the trailing twelve months is around 2.03%, less than MIEIX's 2.87% yield.


TTM20252024202320222021202020192018201720162015
CEMFX
Cullen Emerging Markets High Dividend Fund
2.03%1.72%3.31%4.68%1.26%2.62%2.13%4.16%2.26%3.59%3.65%4.60%
MIEIX
MFS International Equity Fund Class R6
2.87%2.68%1.47%1.67%1.26%5.40%1.00%3.12%1.63%1.85%1.78%1.71%

Drawdowns

CEMFX vs. MIEIX - Drawdown Comparison

The maximum CEMFX drawdown since its inception was -39.30%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for CEMFX and MIEIX.


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Drawdown Indicators


CEMFXMIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-53.13%

+13.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-11.26%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-28.07%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-31.35%

-7.95%

Current Drawdown

Current decline from peak

-12.41%

-10.84%

-1.57%

Average Drawdown

Average peak-to-trough decline

-9.69%

-9.01%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.04%

+0.29%

Volatility

CEMFX vs. MIEIX - Volatility Comparison

Cullen Emerging Markets High Dividend Fund (CEMFX) has a higher volatility of 6.95% compared to MFS International Equity Fund Class R6 (MIEIX) at 6.03%. This indicates that CEMFX's price experiences larger fluctuations and is considered to be riskier than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMFXMIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

6.03%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

9.42%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

14.88%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

15.24%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

15.90%

-0.98%