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CIF vs. MIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIF vs. MIEIX - Performance Comparison

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

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CIF vs. MIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIF
MFS Intermediate High Income Fund
-2.21%8.97%11.42%11.85%-32.24%17.80%0.27%43.26%-19.93%25.66%
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, CIF achieves a -2.21% return, which is significantly higher than MIEIX's -6.55% return. Over the past 10 years, CIF has underperformed MIEIX with an annualized return of 6.17%, while MIEIX has yielded a comparatively higher 9.04% annualized 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%

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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CIF vs. MIEIX - Expense Ratio Comparison

CIF has a 1.50% expense ratio, which is higher than MIEIX's 0.68% expense ratio.


Return for Risk

CIF vs. MIEIX — 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

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.

CIF vs. MIEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Intermediate High Income Fund (CIF) 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.


CIFMIEIXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.45

-0.07

Sortino ratio

Return per unit of downside risk

0.60

0.68

-0.08

Omega ratio

Gain probability vs. loss probability

1.09

1.10

-0.01

Calmar ratio

Return relative to maximum drawdown

0.51

0.52

-0.01

Martin ratio

Return relative to average drawdown

1.92

1.93

-0.02

CIF vs. MIEIX - Sharpe Ratio Comparison

The current CIF Sharpe Ratio is 0.38, which is comparable to the MIEIX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CIF 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


CIFMIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.45

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.44

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.57

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.45

-0.29

Correlation

The correlation between CIF and MIEIX is 0.24, 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. MIEIX - Dividend Comparison

CIF's dividend yield for the trailing twelve months is around 10.96%, more than MIEIX's 2.87% yield.


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%
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

CIF vs. MIEIX - Drawdown Comparison

The maximum CIF drawdown since its inception was -69.23%, which is greater than MIEIX's maximum drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for CIF and MIEIX.


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Drawdown Indicators


CIFMIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.23%

-53.13%

-16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-11.26%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-44.92%

-28.07%

-16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-45.24%

-31.35%

-13.89%

Current Drawdown

Current decline from peak

-23.30%

-10.84%

-12.46%

Average Drawdown

Average peak-to-trough decline

-17.80%

-9.01%

-8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

3.04%

-0.39%

Volatility

CIF vs. MIEIX - Volatility Comparison

The current volatility for MFS Intermediate High Income Fund (CIF) is 5.35%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.03%. This indicates that CIF experiences smaller price fluctuations and is considered to be less risky 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


CIFMIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

6.03%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

9.42%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

14.88%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

15.24%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

15.90%

+3.53%