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GSIYX vs. MIEKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIYX vs. MIEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) and MFS International Equity Fund Class R6 (MIEKX). The values are adjusted to include any dividend payments, if applicable.

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GSIYX vs. MIEKX - Yearly Performance Comparison


2026 (YTD)202520242023
GSIYX
Goldman Sachs GQG Partners International Opportunities Fund Class R6
4.76%20.89%9.69%13.97%
MIEKX
MFS International Equity Fund Class R6
-3.87%23.12%4.02%5.55%

Returns By Period

In the year-to-date period, GSIYX achieves a 4.76% return, which is significantly higher than MIEKX's -3.87% return.


GSIYX

1D
0.94%
1M
-3.92%
YTD
4.76%
6M
8.21%
1Y
16.63%
3Y*
17.78%
5Y*
10.42%
10Y*

MIEKX

1D
2.91%
1M
-6.19%
YTD
-3.87%
6M
-1.06%
1Y
10.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIYX vs. MIEKX - Expense Ratio Comparison

GSIYX has a 0.75% expense ratio, which is higher than MIEKX's 0.73% expense ratio.


Return for Risk

GSIYX vs. MIEKX — Risk / Return Rank

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

GSIYX
GSIYX Risk / Return Rank: 6666
Overall Rank
GSIYX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSIYX Sortino Ratio Rank: 6161
Sortino Ratio Rank
GSIYX Omega Ratio Rank: 6868
Omega Ratio Rank
GSIYX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GSIYX Martin Ratio Rank: 6666
Martin Ratio Rank

MIEKX
MIEKX Risk / Return Rank: 2222
Overall Rank
MIEKX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MIEKX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MIEKX Omega Ratio Rank: 2020
Omega Ratio Rank
MIEKX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MIEKX Martin Ratio Rank: 2323
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.

GSIYX vs. MIEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) and MFS International Equity Fund Class R6 (MIEKX). 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.


GSIYXMIEKXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.73

+0.64

Sortino ratio

Return per unit of downside risk

1.81

1.04

+0.76

Omega ratio

Gain probability vs. loss probability

1.29

1.15

+0.14

Calmar ratio

Return relative to maximum drawdown

1.89

0.86

+1.03

Martin ratio

Return relative to average drawdown

7.61

3.19

+4.42

GSIYX vs. MIEKX - Sharpe Ratio Comparison

The current GSIYX Sharpe Ratio is 1.37, which is higher than the MIEKX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GSIYX and MIEKX, 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


GSIYXMIEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.73

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.73

+0.09

Correlation

The correlation between GSIYX and MIEKX 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

GSIYX vs. MIEKX - Dividend Comparison

GSIYX's dividend yield for the trailing twelve months is around 4.91%, more than MIEKX's 2.71% yield.


TTM202520242023202220212020201920182017
GSIYX
Goldman Sachs GQG Partners International Opportunities Fund Class R6
4.91%5.14%11.21%2.38%4.91%2.25%0.19%0.67%0.55%0.16%
MIEKX
MFS International Equity Fund Class R6
2.71%2.60%1.41%1.67%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSIYX vs. MIEKX - Drawdown Comparison

The maximum GSIYX drawdown since its inception was -28.79%, which is greater than MIEKX's maximum drawdown of -13.42%. Use the drawdown chart below to compare losses from any high point for GSIYX and MIEKX.


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Drawdown Indicators


GSIYXMIEKXDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-13.42%

-15.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-11.30%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Current Drawdown

Current decline from peak

-5.24%

-8.29%

+3.05%

Average Drawdown

Average peak-to-trough decline

-4.84%

-2.80%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

3.05%

-0.88%

Volatility

GSIYX vs. MIEKX - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) is 4.84%, while MFS International Equity Fund Class R6 (MIEKX) has a volatility of 6.65%. This indicates that GSIYX experiences smaller price fluctuations and is considered to be less risky than MIEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIYXMIEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

6.65%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

9.84%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.52%

15.12%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

13.18%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

13.18%

+2.60%