MEIKX vs. MFEX.L
Compare and contrast key facts about MFS Value Fund (MEIKX) and Lyxor UCITS MSCI EMU (MFEX.L).
MEIKX is managed by MFS. It was launched on May 1, 2006. MFEX.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU NR EUR. It was launched on Dec 7, 2017.
Performance
MEIKX vs. MFEX.L - Performance Comparison
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MEIKX vs. MFEX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MEIKX MFS Value Fund | 1.11% | 13.37% | 11.98% | 8.32% | -5.92% | 25.59% | 4.09% | 30.18% | -10.15% |
MFEX.L Lyxor UCITS MSCI EMU | -0.89% | 40.51% | 2.93% | 22.44% | 458.29% | 111.25% | 76.74% | 23.93% | -16.13% |
Different Trading Currencies
MEIKX is traded in USD, while MFEX.L is traded in GBP. To make them comparable, the MFEX.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MEIKX achieves a 1.11% return, which is significantly higher than MFEX.L's -0.89% return.
MEIKX
- 1D
- 1.64%
- 1M
- -5.00%
- YTD
- 1.11%
- 6M
- 3.65%
- 1Y
- 10.49%
- 3Y*
- 12.15%
- 5Y*
- 8.48%
- 10Y*
- 10.10%
MFEX.L
- 1D
- 3.41%
- 1M
- -4.78%
- YTD
- -0.89%
- 6M
- 3.17%
- 1Y
- 22.80%
- 3Y*
- 15.88%
- 5Y*
- 81.50%
- 10Y*
- —
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MEIKX vs. MFEX.L - Expense Ratio Comparison
MEIKX has a 0.43% expense ratio, which is higher than MFEX.L's 0.12% expense ratio.
Return for Risk
MEIKX vs. MFEX.L — Risk / Return Rank
MEIKX
MFEX.L
MEIKX vs. MFEX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) and Lyxor UCITS MSCI EMU (MFEX.L). 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.
| MEIKX | MFEX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.29 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.76 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.82 | -0.79 |
Martin ratioReturn relative to average drawdown | 4.53 | 6.69 | -2.16 |
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
| MEIKX | MFEX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.29 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.31 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.29 | +0.10 |
Correlation
The correlation between MEIKX and MFEX.L is 0.51, 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
MEIKX vs. MFEX.L - Dividend Comparison
MEIKX's dividend yield for the trailing twelve months is around 9.82%, more than MFEX.L's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIKX MFS Value Fund | 9.82% | 9.72% | 9.49% | 8.58% | 7.77% | 3.43% | 2.75% | 3.28% | 3.76% | 4.14% | 3.84% | 6.12% |
MFEX.L Lyxor UCITS MSCI EMU | 3.26% | 3.27% | 2.82% | 2.56% | 87.78% | 48.73% | 40.59% | 3.30% | 0.44% | 0.00% | 0.00% | 0.00% |
Drawdowns
MEIKX vs. MFEX.L - Drawdown Comparison
The maximum MEIKX drawdown since its inception was -56.81%, which is greater than MFEX.L's maximum drawdown of -38.67%. Use the drawdown chart below to compare losses from any high point for MEIKX and MFEX.L.
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Drawdown Indicators
| MEIKX | MFEX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.81% | -31.42% | -25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -10.99% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.50% | -20.63% | +3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -36.68% | — | — |
Current DrawdownCurrent decline from peak | -5.00% | -6.69% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -5.18% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.95% | -0.43% |
Volatility
MEIKX vs. MFEX.L - Volatility Comparison
The current volatility for MFS Value Fund (MEIKX) is 3.64%, while Lyxor UCITS MSCI EMU (MFEX.L) has a volatility of 6.93%. This indicates that MEIKX experiences smaller price fluctuations and is considered to be less risky than MFEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIKX | MFEX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 6.93% | -3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 11.70% | -3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 17.71% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 259.80% | -245.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 211.66% | -195.11% |