Correlation
The correlation between HLMIX and MIEIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
HLMIX vs. MIEIX
Compare and contrast key facts about Harding Loevner International Equity Portfolio (HLMIX) and MFS International Equity Fund Class R6 (MIEIX).
HLMIX is managed by Harding Loevner. It was launched on May 10, 1994. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLMIX or MIEIX.
Performance
HLMIX vs. MIEIX - Performance Comparison
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Key characteristics
HLMIX:
0.63
MIEIX:
0.78
HLMIX:
0.91
MIEIX:
1.04
HLMIX:
1.12
MIEIX:
1.14
HLMIX:
0.64
MIEIX:
0.80
HLMIX:
1.85
MIEIX:
2.43
HLMIX:
4.83%
MIEIX:
4.43%
HLMIX:
15.50%
MIEIX:
15.01%
HLMIX:
-54.42%
MIEIX:
-52.61%
HLMIX:
-0.51%
MIEIX:
-0.54%
Returns By Period
In the year-to-date period, HLMIX achieves a 12.40% return, which is significantly lower than MIEIX's 14.28% return. Over the past 10 years, HLMIX has underperformed MIEIX with an annualized return of 6.22%, while MIEIX has yielded a comparatively higher 7.49% annualized return.
HLMIX
12.40%
3.77%
10.24%
9.55%
9.29%
9.61%
6.22%
MIEIX
14.28%
5.00%
12.58%
11.05%
12.07%
12.91%
7.49%
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HLMIX vs. MIEIX - Expense Ratio Comparison
HLMIX has a 0.79% expense ratio, which is higher than MIEIX's 0.68% expense ratio.
Risk-Adjusted Performance
HLMIX vs. MIEIX — Risk-Adjusted Performance Rank
HLMIX
MIEIX
HLMIX vs. MIEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Harding Loevner International Equity Portfolio (HLMIX) 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.
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Dividends
HLMIX vs. MIEIX - Dividend Comparison
HLMIX's dividend yield for the trailing twelve months is around 6.35%, more than MIEIX's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLMIX Harding Loevner International Equity Portfolio | 6.35% | 7.14% | 3.78% | 2.51% | 2.48% | 0.75% | 1.59% | 1.50% | 1.64% | 0.98% | 1.02% | 1.03% |
MIEIX MFS International Equity Fund Class R6 | 1.28% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% | 2.71% |
Drawdowns
HLMIX vs. MIEIX - Drawdown Comparison
The maximum HLMIX drawdown since its inception was -54.42%, roughly equal to the maximum MIEIX drawdown of -52.61%. Use the drawdown chart below to compare losses from any high point for HLMIX and MIEIX.
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Volatility
HLMIX vs. MIEIX - Volatility Comparison
Harding Loevner International Equity Portfolio (HLMIX) and MFS International Equity Fund Class R6 (MIEIX) have volatilities of 2.53% and 2.64%, 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.
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