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DODFX vs. MIEIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

DODFX vs. MIEIX - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
3.15%
-0.37%
DODFX
MIEIX

Key characteristics

Sharpe Ratio

DODFX:

1.16

MIEIX:

0.68

Sortino Ratio

DODFX:

1.61

MIEIX:

1.03

Omega Ratio

DODFX:

1.20

MIEIX:

1.12

Calmar Ratio

DODFX:

1.27

MIEIX:

0.84

Martin Ratio

DODFX:

3.18

MIEIX:

1.98

Ulcer Index

DODFX:

4.50%

MIEIX:

4.11%

Daily Std Dev

DODFX:

12.37%

MIEIX:

11.94%

Max Drawdown

DODFX:

-66.85%

MIEIX:

-50.56%

Current Drawdown

DODFX:

-1.96%

MIEIX:

-2.67%

Returns By Period

In the year-to-date period, DODFX achieves a 8.94% return, which is significantly higher than MIEIX's 6.92% return. Over the past 10 years, DODFX has underperformed MIEIX with an annualized return of 4.93%, while MIEIX has yielded a comparatively higher 6.57% annualized return.


DODFX

YTD

8.94%

1M

4.42%

6M

3.61%

1Y

14.62%

5Y*

10.49%

10Y*

4.93%

MIEIX

YTD

6.92%

1M

1.52%

6M

-0.20%

1Y

8.38%

5Y*

8.71%

10Y*

6.57%

*Annualized

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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.


Expense ratio chart for MIEIX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for DODFX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

DODFX vs. MIEIX — Risk-Adjusted Performance Rank

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

DODFX
The Risk-Adjusted Performance Rank of DODFX is 6464
Overall Rank
The Sharpe Ratio Rank of DODFX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DODFX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DODFX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of DODFX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DODFX is 5252
Martin Ratio Rank

MIEIX
The Risk-Adjusted Performance Rank of MIEIX is 4242
Overall Rank
The Sharpe Ratio Rank of MIEIX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of MIEIX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of MIEIX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of MIEIX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of MIEIX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DODFX, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.001.160.68
The chart of Sortino ratio for DODFX, currently valued at 1.61, compared to the broader market0.002.004.006.008.0010.0012.001.611.03
The chart of Omega ratio for DODFX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.12
The chart of Calmar ratio for DODFX, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.270.84
The chart of Martin ratio for DODFX, currently valued at 3.18, compared to the broader market0.0020.0040.0060.0080.003.181.98
DODFX
MIEIX

The current DODFX Sharpe Ratio is 1.16, which is higher than the MIEIX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of DODFX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.16
0.68
DODFX
MIEIX

Dividends

DODFX vs. MIEIX - Dividend Comparison

DODFX's dividend yield for the trailing twelve months is around 2.07%, more than MIEIX's 1.37% yield.


TTM20242023202220212020201920182017201620152014
DODFX
Dodge & Cox International Stock Fund
2.07%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%2.23%2.30%2.37%
MIEIX
MFS International Equity Fund Class R6
1.37%1.47%1.67%0.86%2.06%0.79%2.26%1.48%1.85%1.78%1.65%4.89%

Drawdowns

DODFX vs. MIEIX - Drawdown Comparison

The maximum DODFX drawdown since its inception was -66.85%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.96%
-2.67%
DODFX
MIEIX

Volatility

DODFX vs. MIEIX - Volatility Comparison

Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 3.76% compared to MFS International Equity Fund Class R6 (MIEIX) at 3.45%. This indicates that DODFX'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.


2.50%3.00%3.50%4.00%4.50%SeptemberOctoberNovemberDecember2025February
3.76%
3.45%
DODFX
MIEIX