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MEIKX vs. BBIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEIKX vs. BBIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Value Fund (MEIKX) and Bridge Builder International Equity Fund (BBIEX). The values are adjusted to include any dividend payments, if applicable.

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MEIKX vs. BBIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEIKX
MFS Value Fund
-0.52%13.37%11.98%8.32%-5.92%25.59%4.09%30.18%-9.81%17.26%
BBIEX
Bridge Builder International Equity Fund
-3.25%17.63%5.67%17.29%-18.01%10.54%15.76%23.14%-13.28%26.70%

Returns By Period

In the year-to-date period, MEIKX achieves a -0.52% return, which is significantly higher than BBIEX's -3.25% return. Over the past 10 years, MEIKX has outperformed BBIEX with an annualized return of 9.92%, while BBIEX has yielded a comparatively lower 7.58% annualized return.


MEIKX

1D
0.24%
1M
-6.32%
YTD
-0.52%
6M
1.73%
1Y
8.48%
3Y*
11.54%
5Y*
8.26%
10Y*
9.92%

BBIEX

1D
0.21%
1M
-10.82%
YTD
-3.25%
6M
-8.91%
1Y
5.58%
3Y*
8.83%
5Y*
4.15%
10Y*
7.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEIKX vs. BBIEX - Expense Ratio Comparison

MEIKX has a 0.43% expense ratio, which is higher than BBIEX's 0.37% expense ratio.


Return for Risk

MEIKX vs. BBIEX — Risk / Return Rank

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

MEIKX
MEIKX Risk / Return Rank: 2929
Overall Rank
MEIKX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MEIKX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MEIKX Omega Ratio Rank: 2727
Omega Ratio Rank
MEIKX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MEIKX Martin Ratio Rank: 3333
Martin Ratio Rank

BBIEX
BBIEX Risk / Return Rank: 1010
Overall Rank
BBIEX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BBIEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
BBIEX Omega Ratio Rank: 1111
Omega Ratio Rank
BBIEX Calmar Ratio Rank: 88
Calmar Ratio Rank
BBIEX Martin Ratio Rank: 99
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.

MEIKX vs. BBIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) and Bridge Builder International Equity Fund (BBIEX). 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.


MEIKXBBIEXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.27

+0.39

Sortino ratio

Return per unit of downside risk

0.99

0.47

+0.52

Omega ratio

Gain probability vs. loss probability

1.14

1.07

+0.07

Calmar ratio

Return relative to maximum drawdown

0.79

0.12

+0.67

Martin ratio

Return relative to average drawdown

3.49

0.44

+3.04

MEIKX vs. BBIEX - Sharpe Ratio Comparison

The current MEIKX Sharpe Ratio is 0.66, which is higher than the BBIEX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of MEIKX and BBIEX, 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


MEIKXBBIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.27

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.26

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.46

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.46

-0.07

Correlation

The correlation between MEIKX and BBIEX is 0.73, 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

MEIKX vs. BBIEX - Dividend Comparison

MEIKX's dividend yield for the trailing twelve months is around 9.98%, while BBIEX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MEIKX
MFS Value Fund
9.98%9.72%9.49%8.58%7.77%3.43%2.75%3.28%3.76%4.14%3.84%6.12%
BBIEX
Bridge Builder International Equity Fund
0.00%0.00%5.34%2.46%2.34%10.17%3.80%2.29%3.54%1.97%1.40%0.00%

Drawdowns

MEIKX vs. BBIEX - Drawdown Comparison

The maximum MEIKX drawdown since its inception was -56.81%, which is greater than BBIEX's maximum drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for MEIKX and BBIEX.


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Drawdown Indicators


MEIKXBBIEXDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-32.92%

-23.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-11.48%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

-32.82%

+15.32%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-32.92%

-3.76%

Current Drawdown

Current decline from peak

-6.54%

-11.10%

+4.56%

Average Drawdown

Average peak-to-trough decline

-9.51%

-6.98%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.78%

-1.28%

Volatility

MEIKX vs. BBIEX - Volatility Comparison

The current volatility for MFS Value Fund (MEIKX) is 3.12%, while Bridge Builder International Equity Fund (BBIEX) has a volatility of 6.48%. This indicates that MEIKX experiences smaller price fluctuations and is considered to be less risky than BBIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEIKXBBIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

6.48%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

11.78%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

17.46%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

16.29%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

16.48%

+0.07%