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CIF vs. LOUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIF vs. LOUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Intermediate High Income Fund (CIF) and Innovator Deepwater Frontier Tech ETF (LOUP). The values are adjusted to include any dividend payments, if applicable.

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CIF vs. LOUP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CIF
MFS Intermediate High Income Fund
-2.21%8.97%11.42%11.85%-32.24%17.80%0.27%43.26%-10.81%
LOUP
Innovator Deepwater Frontier Tech ETF
-9.90%43.24%21.80%51.31%-46.00%7.54%86.25%31.76%-19.72%

Returns By Period

In the year-to-date period, CIF achieves a -2.21% return, which is significantly higher than LOUP's -9.90% return.


CIF

1D
2.85%
1M
-3.86%
YTD
-2.21%
6M
-3.39%
1Y
5.09%
3Y*
9.56%
5Y*
0.78%
10Y*
6.17%

LOUP

1D
5.39%
1M
-8.01%
YTD
-9.90%
6M
-6.82%
1Y
51.60%
3Y*
24.76%
5Y*
4.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CIF vs. LOUP - Expense Ratio Comparison

CIF has a 1.50% expense ratio, which is higher than LOUP's 0.70% expense ratio.


Return for Risk

CIF vs. LOUP — Risk / Return Rank

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

CIF
CIF Risk / Return Rank: 1515
Overall Rank
CIF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CIF Sortino Ratio Rank: 1212
Sortino Ratio Rank
CIF Omega Ratio Rank: 1313
Omega Ratio Rank
CIF Calmar Ratio Rank: 1717
Calmar Ratio Rank
CIF Martin Ratio Rank: 1818
Martin Ratio Rank

LOUP
LOUP Risk / Return Rank: 8080
Overall Rank
LOUP Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LOUP Sortino Ratio Rank: 8181
Sortino Ratio Rank
LOUP Omega Ratio Rank: 7777
Omega Ratio Rank
LOUP Calmar Ratio Rank: 8383
Calmar Ratio Rank
LOUP Martin Ratio Rank: 7777
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.

CIF vs. LOUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Intermediate High Income Fund (CIF) and Innovator Deepwater Frontier Tech ETF (LOUP). 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.


CIFLOUPDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.48

-1.10

Sortino ratio

Return per unit of downside risk

0.60

2.08

-1.48

Omega ratio

Gain probability vs. loss probability

1.09

1.29

-0.20

Calmar ratio

Return relative to maximum drawdown

0.51

2.34

-1.83

Martin ratio

Return relative to average drawdown

1.92

8.09

-6.18

CIF vs. LOUP - Sharpe Ratio Comparison

The current CIF Sharpe Ratio is 0.38, which is lower than the LOUP Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of CIF and LOUP, 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


CIFLOUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.48

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.14

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.44

-0.28

Correlation

The correlation between CIF and LOUP is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CIF vs. LOUP - Dividend Comparison

CIF's dividend yield for the trailing twelve months is around 10.96%, while LOUP has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CIF
MFS Intermediate High Income Fund
10.96%10.46%10.23%10.02%11.22%8.40%9.01%8.63%11.71%9.16%9.91%10.05%
LOUP
Innovator Deepwater Frontier Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CIF vs. LOUP - Drawdown Comparison

The maximum CIF drawdown since its inception was -69.23%, which is greater than LOUP's maximum drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for CIF and LOUP.


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Drawdown Indicators


CIFLOUPDifference

Max Drawdown

Largest peak-to-trough decline

-69.23%

-58.68%

-10.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-21.00%

+11.32%

Max Drawdown (5Y)

Largest decline over 5 years

-44.92%

-55.63%

+10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-45.24%

Current Drawdown

Current decline from peak

-23.30%

-16.74%

-6.56%

Average Drawdown

Average peak-to-trough decline

-17.80%

-20.42%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

6.07%

-3.42%

Volatility

CIF vs. LOUP - Volatility Comparison

The current volatility for MFS Intermediate High Income Fund (CIF) is 5.35%, while Innovator Deepwater Frontier Tech ETF (LOUP) has a volatility of 10.91%. This indicates that CIF experiences smaller price fluctuations and is considered to be less risky than LOUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIFLOUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

10.91%

-5.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

21.85%

-13.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

35.07%

-21.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

32.19%

-15.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

31.98%

-12.55%