DOXFX vs. MIEIX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and MFS International Equity Fund Class R6 (MIEIX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Performance
DOXFX vs. MIEIX - Performance Comparison
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DOXFX vs. MIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 0.79% | 38.90% | 3.85% | 16.81% | -0.58% |
MIEIX MFS International Equity Fund Class R6 | -3.84% | 23.22% | 4.13% | 19.06% | -2.16% |
Returns By Period
In the year-to-date period, DOXFX achieves a 0.79% return, which is significantly higher than MIEIX's -3.84% return.
DOXFX
- 1D
- 2.60%
- 1M
- -7.06%
- YTD
- 0.79%
- 6M
- 5.41%
- 1Y
- 27.20%
- 3Y*
- 16.94%
- 5Y*
- —
- 10Y*
- —
MIEIX
- 1D
- 2.90%
- 1M
- -6.16%
- YTD
- -3.84%
- 6M
- -1.01%
- 1Y
- 10.82%
- 3Y*
- 10.14%
- 5Y*
- 7.09%
- 10Y*
- 9.35%
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DOXFX vs. MIEIX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is lower than MIEIX's 0.68% expense ratio.
Return for Risk
DOXFX vs. MIEIX — Risk / Return Rank
DOXFX
MIEIX
DOXFX vs. MIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) 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.
| DOXFX | MIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.74 | +1.09 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.05 | +1.30 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.15 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.87 | +1.45 |
Martin ratioReturn relative to average drawdown | 8.82 | 3.23 | +5.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOXFX | MIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.74 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.45 | +0.80 |
Correlation
The correlation between DOXFX and MIEIX is 0.88, 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.
Dividends
DOXFX vs. MIEIX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 5.11%, more than MIEIX's 2.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 5.11% | 5.15% | 2.36% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MIEIX MFS International Equity Fund Class R6 | 2.79% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
Drawdowns
DOXFX vs. MIEIX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for DOXFX and MIEIX.
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Drawdown Indicators
| DOXFX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.41% | -53.13% | +38.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.26% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.35% | — |
Current DrawdownCurrent decline from peak | -8.54% | -8.25% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -9.01% | +6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.04% | -0.03% |
Volatility
DOXFX vs. MIEIX - Volatility Comparison
Dodge & Cox International Stock X (DOXFX) has a higher volatility of 7.08% compared to MFS International Equity Fund Class R6 (MIEIX) at 6.65%. This indicates that DOXFX'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
| DOXFX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 6.65% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 9.84% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 15.13% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 15.29% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.82% | 15.92% | -2.10% |