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EQNIX vs. MINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQNIX vs. MINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Equity Income Fund (EQNIX) and MFS International Intrinsic Value Fund Class I (MINIX). The values are adjusted to include any dividend payments, if applicable.

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EQNIX vs. MINIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQNIX
MFS Equity Income Fund
0.37%16.90%12.89%16.23%-6.97%26.35%8.59%25.72%-7.55%19.34%
MINIX
MFS International Intrinsic Value Fund Class I
-3.26%33.06%7.35%18.04%-23.05%10.55%20.45%25.90%-9.02%27.14%

Returns By Period

In the year-to-date period, EQNIX achieves a 0.37% return, which is significantly higher than MINIX's -3.26% return. Over the past 10 years, EQNIX has outperformed MINIX with an annualized return of 11.47%, while MINIX has yielded a comparatively lower 9.57% annualized return.


EQNIX

1D
-0.14%
1M
-6.92%
YTD
0.37%
6M
2.65%
1Y
16.88%
3Y*
14.50%
5Y*
10.67%
10Y*
11.47%

MINIX

1D
0.33%
1M
-11.89%
YTD
-3.26%
6M
0.71%
1Y
18.67%
3Y*
14.36%
5Y*
7.15%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQNIX vs. MINIX - Expense Ratio Comparison

EQNIX has a 0.64% expense ratio, which is lower than MINIX's 0.72% expense ratio.


Return for Risk

EQNIX vs. MINIX — Risk / Return Rank

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

EQNIX
EQNIX Risk / Return Rank: 5959
Overall Rank
EQNIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EQNIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
EQNIX Omega Ratio Rank: 6262
Omega Ratio Rank
EQNIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
EQNIX Martin Ratio Rank: 6161
Martin Ratio Rank

MINIX
MINIX Risk / Return Rank: 5959
Overall Rank
MINIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MINIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MINIX Omega Ratio Rank: 5959
Omega Ratio Rank
MINIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MINIX Martin Ratio Rank: 5555
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.

EQNIX vs. MINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Equity Income Fund (EQNIX) and MFS International Intrinsic Value Fund Class I (MINIX). 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.


EQNIXMINIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.12

-0.05

Sortino ratio

Return per unit of downside risk

1.55

1.52

+0.02

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.27

1.33

-0.06

Martin ratio

Return relative to average drawdown

5.78

5.28

+0.51

EQNIX vs. MINIX - Sharpe Ratio Comparison

The current EQNIX Sharpe Ratio is 1.08, which is comparable to the MINIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EQNIX and MINIX, 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


EQNIXMINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.12

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.44

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.62

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.55

+0.16

Correlation

The correlation between EQNIX and MINIX is 0.75, 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

EQNIX vs. MINIX - Dividend Comparison

EQNIX's dividend yield for the trailing twelve months is around 12.13%, more than MINIX's 8.03% yield.


TTM20252024202320222021202020192018201720162015
EQNIX
MFS Equity Income Fund
12.13%12.17%6.60%4.05%6.24%8.38%3.71%2.29%7.27%4.75%2.42%2.89%
MINIX
MFS International Intrinsic Value Fund Class I
8.03%7.77%12.02%11.21%13.90%7.25%5.25%3.94%4.49%2.62%1.82%3.20%

Drawdowns

EQNIX vs. MINIX - Drawdown Comparison

The maximum EQNIX drawdown since its inception was -36.60%, smaller than the maximum MINIX drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for EQNIX and MINIX.


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Drawdown Indicators


EQNIXMINIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.60%

-51.72%

+15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-12.42%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-36.78%

+18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-36.60%

-36.78%

+0.18%

Current Drawdown

Current decline from peak

-7.94%

-11.89%

+3.95%

Average Drawdown

Average peak-to-trough decline

-3.48%

-8.64%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

3.13%

-0.35%

Volatility

EQNIX vs. MINIX - Volatility Comparison

The current volatility for MFS Equity Income Fund (EQNIX) is 4.40%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 5.98%. This indicates that EQNIX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQNIXMINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

5.98%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

10.11%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

15.74%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

16.45%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

15.52%

+1.59%