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

Correlation

The correlation between FEUPX 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

FEUPX vs. MIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds EuroPacific Growth Fund Class F-3 (FEUPX) 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
0.30%
3.98%
FEUPX
MIEIX

Key characteristics

Sharpe Ratio

FEUPX:

0.51

MIEIX:

1.17

Sortino Ratio

FEUPX:

0.77

MIEIX:

1.68

Omega Ratio

FEUPX:

1.10

MIEIX:

1.21

Calmar Ratio

FEUPX:

0.29

MIEIX:

1.44

Martin Ratio

FEUPX:

1.50

MIEIX:

3.41

Ulcer Index

FEUPX:

4.58%

MIEIX:

4.09%

Daily Std Dev

FEUPX:

13.43%

MIEIX:

11.96%

Max Drawdown

FEUPX:

-40.72%

MIEIX:

-50.56%

Current Drawdown

FEUPX:

-17.11%

MIEIX:

-1.51%

Returns By Period

The year-to-date returns for both investments are quite close, with FEUPX having a 7.96% return and MIEIX slightly higher at 8.19%.


FEUPX

YTD

7.96%

1M

6.90%

6M

0.30%

1Y

4.77%

5Y*

2.25%

10Y*

N/A

MIEIX

YTD

8.19%

1M

7.55%

6M

3.98%

1Y

11.85%

5Y*

6.90%

10Y*

6.93%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FEUPX vs. MIEIX - Expense Ratio Comparison

FEUPX has a 0.46% expense ratio, which is lower than MIEIX's 0.68% expense ratio.


MIEIX
MFS International Equity Fund Class R6
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 FEUPX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

FEUPX vs. MIEIX — Risk-Adjusted Performance Rank

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

FEUPX
The Risk-Adjusted Performance Rank of FEUPX is 2121
Overall Rank
The Sharpe Ratio Rank of FEUPX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FEUPX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FEUPX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FEUPX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FEUPX is 2121
Martin Ratio Rank

MIEIX
The Risk-Adjusted Performance Rank of MIEIX is 5858
Overall Rank
The Sharpe Ratio Rank of MIEIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of MIEIX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of MIEIX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of MIEIX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of MIEIX is 4848
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.

FEUPX vs. MIEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class F-3 (FEUPX) 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.


Sharpe ratio
The chart of Sharpe ratio for FEUPX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.000.511.17
The chart of Sortino ratio for FEUPX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.000.771.68
The chart of Omega ratio for FEUPX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.21
The chart of Calmar ratio for FEUPX, currently valued at 0.29, compared to the broader market0.005.0010.0015.0020.000.291.44
The chart of Martin ratio for FEUPX, currently valued at 1.50, compared to the broader market0.0020.0040.0060.0080.001.503.41
FEUPX
MIEIX

The current FEUPX Sharpe Ratio is 0.51, which is lower than the MIEIX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FEUPX 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.51
1.17
FEUPX
MIEIX

Dividends

FEUPX vs. MIEIX - Dividend Comparison

FEUPX's dividend yield for the trailing twelve months is around 1.49%, more than MIEIX's 1.36% yield.


TTM20242023202220212020201920182017201620152014
FEUPX
American Funds EuroPacific Growth Fund Class F-3
1.49%1.61%2.01%1.47%1.83%0.41%1.39%1.78%1.20%0.00%0.00%0.00%
MIEIX
MFS International Equity Fund Class R6
1.36%1.47%1.67%0.86%2.06%0.79%2.26%1.48%1.85%1.78%1.65%4.89%

Drawdowns

FEUPX vs. MIEIX - Drawdown Comparison

The maximum FEUPX drawdown since its inception was -40.72%, smaller than the maximum MIEIX drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for FEUPX and MIEIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.11%
-1.51%
FEUPX
MIEIX

Volatility

FEUPX vs. MIEIX - Volatility Comparison

American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and MFS International Equity Fund Class R6 (MIEIX) have volatilities of 3.72% and 3.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.72%
3.67%
FEUPX
MIEIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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