MEIIX vs. MIEIX
Compare and contrast key facts about MFS Value Fund Class I (MEIIX) and MFS International Equity Fund Class R6 (MIEIX).
MEIIX is managed by MFS. It was launched on Feb 1, 1996. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Performance
MEIIX vs. MIEIX - Performance Comparison
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MEIIX vs. MIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | -0.56% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
MIEIX MFS International Equity Fund Class R6 | -6.55% | 23.22% | 4.13% | 19.06% | -14.82% | 15.13% | 11.11% | 28.42% | -10.66% | 28.01% |
Returns By Period
In the year-to-date period, MEIIX achieves a -0.56% return, which is significantly higher than MIEIX's -6.55% return. Over the past 10 years, MEIIX has outperformed MIEIX with an annualized return of 9.72%, while MIEIX has yielded a comparatively lower 9.04% annualized return.
MEIIX
- 1D
- 0.22%
- 1M
- -6.34%
- YTD
- -0.56%
- 6M
- 1.67%
- 1Y
- 8.35%
- 3Y*
- 11.42%
- 5Y*
- 8.14%
- 10Y*
- 9.72%
MIEIX
- 1D
- 0.48%
- 1M
- -10.84%
- YTD
- -6.55%
- 6M
- -3.47%
- 1Y
- 8.02%
- 3Y*
- 9.09%
- 5Y*
- 6.72%
- 10Y*
- 9.04%
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MEIIX vs. MIEIX - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is lower than MIEIX's 0.68% expense ratio.
Return for Risk
MEIIX vs. MIEIX — Risk / Return Rank
MEIIX
MIEIX
MEIIX vs. MIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) 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.
| MEIIX | MIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.45 | +0.19 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.68 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.10 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.52 | +0.25 |
Martin ratioReturn relative to average drawdown | 3.43 | 1.93 | +1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEIIX | MIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.45 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.44 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.57 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.45 | +0.11 |
Correlation
The correlation between MEIIX and MIEIX is 0.66, 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.
Dividends
MEIIX vs. MIEIX - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 9.77%, more than MIEIX's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | 9.77% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
MIEIX MFS International Equity Fund Class R6 | 2.87% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
Drawdowns
MEIIX vs. MIEIX - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, roughly equal to the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for MEIIX and MIEIX.
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Drawdown Indicators
| MEIIX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -53.13% | +0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -11.26% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -28.07% | +10.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -31.35% | -5.35% |
Current DrawdownCurrent decline from peak | -6.55% | -10.84% | +4.29% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -9.01% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.04% | -0.53% |
Volatility
MEIIX vs. MIEIX - Volatility Comparison
The current volatility for MFS Value Fund Class I (MEIIX) is 3.11%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.03%. This indicates that MEIIX experiences smaller price fluctuations and is considered to be less risky than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIIX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 6.03% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 9.42% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 14.88% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 15.24% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 15.90% | +0.65% |