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MEDIX vs. MEIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEDIX vs. MEIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Emerging Markets Debt Fund (MEDIX) and MFS Value Fund (MEIAX). The values are adjusted to include any dividend payments, if applicable.

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MEDIX vs. MEIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEDIX
MFS Emerging Markets Debt Fund
-2.03%12.48%5.92%9.42%-15.97%-2.40%8.01%14.12%-4.99%9.64%
MEIAX
MFS Value Fund
-0.62%12.97%11.60%7.92%-6.25%25.11%3.71%29.73%-10.11%16.97%

Returns By Period

In the year-to-date period, MEDIX achieves a -2.03% return, which is significantly lower than MEIAX's -0.62% return. Over the past 10 years, MEDIX has underperformed MEIAX with an annualized return of 3.49%, while MEIAX has yielded a comparatively higher 9.47% annualized return.


MEDIX

1D
-0.16%
1M
-4.12%
YTD
-2.03%
6M
1.30%
1Y
8.04%
3Y*
7.84%
5Y*
1.78%
10Y*
3.49%

MEIAX

1D
0.22%
1M
-6.36%
YTD
-0.62%
6M
1.54%
1Y
8.11%
3Y*
11.15%
5Y*
7.87%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEDIX vs. MEIAX - Expense Ratio Comparison

MEDIX has a 0.81% expense ratio, which is higher than MEIAX's 0.80% expense ratio.


Return for Risk

MEDIX vs. MEIAX — Risk / Return Rank

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

MEDIX
MEDIX Risk / Return Rank: 8888
Overall Rank
MEDIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MEDIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
MEDIX Omega Ratio Rank: 9090
Omega Ratio Rank
MEDIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
MEDIX Martin Ratio Rank: 8383
Martin Ratio Rank

MEIAX
MEIAX Risk / Return Rank: 2727
Overall Rank
MEIAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MEIAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MEIAX Omega Ratio Rank: 2626
Omega Ratio Rank
MEIAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MEIAX Martin Ratio Rank: 3131
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.

MEDIX vs. MEIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Emerging Markets Debt Fund (MEDIX) and MFS Value Fund (MEIAX). 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.


MEDIXMEIAXDifference

Sharpe ratio

Return per unit of total volatility

1.92

0.63

+1.29

Sortino ratio

Return per unit of downside risk

2.64

0.95

+1.69

Omega ratio

Gain probability vs. loss probability

1.40

1.14

+0.26

Calmar ratio

Return relative to maximum drawdown

2.09

0.75

+1.34

Martin ratio

Return relative to average drawdown

8.43

3.31

+5.12

MEDIX vs. MEIAX - Sharpe Ratio Comparison

The current MEDIX Sharpe Ratio is 1.92, which is higher than the MEIAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of MEDIX and MEIAX, 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


MEDIXMEIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

0.63

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.57

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.57

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.57

+0.38

Correlation

The correlation between MEDIX and MEIAX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MEDIX vs. MEIAX - Dividend Comparison

MEDIX's dividend yield for the trailing twelve months is around 4.80%, less than MEIAX's 9.59% yield.


TTM20252024202320222021202020192018201720162015
MEDIX
MFS Emerging Markets Debt Fund
4.80%5.22%5.68%4.90%5.51%4.33%4.07%4.59%4.87%4.46%4.86%5.25%
MEIAX
MFS Value Fund
9.59%9.34%9.10%8.21%7.36%3.10%2.42%2.97%3.36%3.87%2.84%5.73%

Drawdowns

MEDIX vs. MEIAX - Drawdown Comparison

The maximum MEDIX drawdown since its inception was -35.31%, smaller than the maximum MEIAX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for MEDIX and MEIAX.


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Drawdown Indicators


MEDIXMEIAXDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-52.85%

+17.54%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-11.10%

+6.98%

Max Drawdown (5Y)

Largest decline over 5 years

-27.40%

-17.72%

-9.68%

Max Drawdown (10Y)

Largest decline over 10 years

-27.40%

-36.71%

+9.31%

Current Drawdown

Current decline from peak

-4.12%

-6.57%

+2.45%

Average Drawdown

Average peak-to-trough decline

-4.46%

-6.57%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.51%

-1.49%

Volatility

MEDIX vs. MEIAX - Volatility Comparison

The current volatility for MFS Emerging Markets Debt Fund (MEDIX) is 1.49%, while MFS Value Fund (MEIAX) has a volatility of 3.12%. This indicates that MEDIX experiences smaller price fluctuations and is considered to be less risky than MEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEDIXMEIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

3.12%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

7.69%

-5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

14.77%

-10.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.83%

13.90%

-8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.84%

16.54%

-10.70%