MEIKX vs. MIEIX
Compare and contrast key facts about MFS Value Fund (MEIKX) and MFS International Equity Fund Class R6 (MIEIX).
MEIKX is managed by MFS. It was launched on May 1, 2006. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Performance
MEIKX vs. MIEIX - Performance Comparison
Loading graphics...
MEIKX vs. MIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIKX MFS Value Fund | 1.11% | 13.37% | 11.98% | 8.32% | -5.92% | 25.59% | 4.09% | 30.18% | -9.81% | 17.26% |
MIEIX MFS International Equity Fund Class R6 | -3.84% | 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, MEIKX achieves a 1.11% return, which is significantly higher than MIEIX's -3.84% return. Over the past 10 years, MEIKX has outperformed MIEIX with an annualized return of 10.10%, while MIEIX has yielded a comparatively lower 9.35% annualized 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%
MIEIX
- 1D
- 2.90%
- 1M
- -6.16%
- YTD
- -3.84%
- 6M
- -1.01%
- 1Y
- 10.82%
- 3Y*
- 10.14%
- 5Y*
- 7.09%
- 10Y*
- 9.35%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MEIKX vs. MIEIX - Expense Ratio Comparison
MEIKX has a 0.43% expense ratio, which is lower than MIEIX's 0.68% expense ratio.
Return for Risk
MEIKX vs. MIEIX — Risk / Return Rank
MEIKX
MIEIX
MEIKX vs. MIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIKX) 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.
| MEIKX | MIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.74 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.05 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.87 | +0.16 |
Martin ratioReturn relative to average drawdown | 4.53 | 3.23 | +1.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MEIKX | MIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.74 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.47 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.45 | -0.06 |
Correlation
The correlation between MEIKX and MIEIX is 0.75, 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. MIEIX - Dividend Comparison
MEIKX's dividend yield for the trailing twelve months is around 9.82%, more than MIEIX's 2.79% 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% |
MIEIX MFS International Equity Fund Class R6 | 2.79% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
Drawdowns
MEIKX vs. MIEIX - Drawdown Comparison
The maximum MEIKX drawdown since its inception was -56.81%, which is greater than MIEIX's maximum drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for MEIKX and MIEIX.
Loading graphics...
Drawdown Indicators
| MEIKX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.81% | -53.13% | -3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -11.26% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -17.50% | -28.07% | +10.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.68% | -31.35% | -5.33% |
Current DrawdownCurrent decline from peak | -5.00% | -8.25% | +3.25% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -9.01% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.04% | -0.52% |
Volatility
MEIKX vs. MIEIX - Volatility Comparison
The current volatility for MFS Value Fund (MEIKX) is 3.64%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.65%. This indicates that MEIKX 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.
Loading graphics...
Volatility by Period
| MEIKX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 6.65% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 9.84% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 15.13% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 15.29% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 15.92% | +0.63% |