DODFX vs. MIEIX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and MFS International Equity Fund Class R6 (MIEIX).
DODFX is managed by Dodge & Cox. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODFX or MIEIX.
Performance
DODFX vs. MIEIX - Performance Comparison
Returns By Period
In the year-to-date period, DODFX achieves a 6.73% return, which is significantly higher than MIEIX's 4.71% return. Over the past 10 years, DODFX has underperformed MIEIX with an annualized return of 4.66%, while MIEIX has yielded a comparatively higher 7.14% annualized return.
DODFX
6.73%
-4.86%
-1.87%
12.73%
7.30%
4.66%
MIEIX
4.71%
-6.35%
-2.90%
10.24%
6.98%
7.14%
Key characteristics
| DODFX | MIEIX | |
|---|---|---|
| Sharpe Ratio | 1.03 | 0.99 |
| Sortino Ratio | 1.49 | 1.44 |
| Omega Ratio | 1.18 | 1.17 |
| Calmar Ratio | 1.70 | 1.37 |
| Martin Ratio | 4.47 | 4.68 |
| Ulcer Index | 2.94% | 2.47% |
| Daily Std Dev | 12.79% | 11.67% |
| Max Drawdown | -63.23% | -50.56% |
| Current Drawdown | -7.41% | -8.47% |
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DODFX vs. MIEIX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is lower than MIEIX's 0.68% expense ratio.
Correlation
The correlation between DODFX and MIEIX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
DODFX vs. MIEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) 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.
Dividends
DODFX vs. MIEIX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 2.14%, more than MIEIX's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 2.14% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% | 1.61% |
MIEIX MFS International Equity Fund Class R6 | 1.60% | 1.67% | 0.86% | 2.06% | 0.79% | 2.26% | 1.48% | 1.85% | 1.78% | 1.65% | 4.89% | 3.04% |
Drawdowns
DODFX vs. MIEIX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than MIEIX's maximum drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for DODFX and MIEIX. For additional features, visit the drawdowns tool.
Volatility
DODFX vs. MIEIX - Volatility Comparison
The current volatility for Dodge & Cox International Stock Fund (DODFX) is 3.57%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 3.86%. This indicates that DODFX 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.