PortfoliosLab logoPortfoliosLab logo
MFEKX vs. MINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFEKX vs. MINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth R6 (MFEKX) and MFS International Intrinsic Value Fund Class I (MINIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MFEKX vs. MINIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFEKX
MFS Growth R6
-10.29%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%2.40%30.97%
MINIX
MFS International Intrinsic Value Fund Class I
-0.23%33.06%7.35%18.04%-23.05%10.55%20.45%25.90%-9.02%27.14%

Returns By Period

In the year-to-date period, MFEKX achieves a -10.29% return, which is significantly lower than MINIX's -0.23% return. Over the past 10 years, MFEKX has outperformed MINIX with an annualized return of 15.97%, while MINIX has yielded a comparatively lower 9.91% annualized return.


MFEKX

1D
3.82%
1M
-5.74%
YTD
-10.29%
6M
-10.92%
1Y
9.71%
3Y*
22.91%
5Y*
11.35%
10Y*
15.97%

MINIX

1D
3.14%
1M
-7.31%
YTD
-0.23%
6M
3.41%
1Y
22.15%
3Y*
15.54%
5Y*
7.48%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MFEKX vs. MINIX - Expense Ratio Comparison

MFEKX has a 0.51% expense ratio, which is lower than MINIX's 0.72% expense ratio.


Return for Risk

MFEKX vs. MINIX — Risk / Return Rank

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

MFEKX
MFEKX Risk / Return Rank: 1818
Overall Rank
MFEKX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1818
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1818
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1919
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1919
Martin Ratio Rank

MINIX
MINIX Risk / Return Rank: 7272
Overall Rank
MINIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MINIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
MINIX Omega Ratio Rank: 7171
Omega Ratio Rank
MINIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
MINIX Martin Ratio Rank: 6969
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.

MFEKX vs. MINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth R6 (MFEKX) and MFS International Intrinsic Value Fund Class I (MINIX). 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.


MFEKXMINIXDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.41

-0.92

Sortino ratio

Return per unit of downside risk

0.86

1.89

-1.03

Omega ratio

Gain probability vs. loss probability

1.12

1.28

-0.16

Calmar ratio

Return relative to maximum drawdown

0.62

1.71

-1.09

Martin ratio

Return relative to average drawdown

2.09

6.74

-4.66

MFEKX vs. MINIX - Sharpe Ratio Comparison

The current MFEKX Sharpe Ratio is 0.49, which is lower than the MINIX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of MFEKX and MINIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MFEKXMINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.41

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.46

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.64

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.55

+0.26

Correlation

The correlation between MFEKX and MINIX is 0.70, 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

MFEKX vs. MINIX - Dividend Comparison

MFEKX's dividend yield for the trailing twelve months is around 16.52%, more than MINIX's 7.79% yield.


TTM20252024202320222021202020192018201720162015
MFEKX
MFS Growth R6
16.52%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%
MINIX
MFS International Intrinsic Value Fund Class I
7.79%7.77%12.02%11.21%13.90%7.25%5.25%3.94%4.49%2.62%1.82%3.20%

Drawdowns

MFEKX vs. MINIX - Drawdown Comparison

The maximum MFEKX drawdown since its inception was -36.06%, smaller than the maximum MINIX drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for MFEKX and MINIX.


Loading graphics...

Drawdown Indicators


MFEKXMINIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-51.72%

+15.66%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-12.42%

-4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-36.06%

-36.78%

+0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

-36.78%

+0.72%

Current Drawdown

Current decline from peak

-14.11%

-9.13%

-4.98%

Average Drawdown

Average peak-to-trough decline

-5.66%

-8.64%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

3.15%

+1.98%

Volatility

MFEKX vs. MINIX - Volatility Comparison

MFS Growth R6 (MFEKX) and MFS International Intrinsic Value Fund Class I (MINIX) have volatilities of 6.97% and 6.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MFEKXMINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

6.84%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

10.57%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

16.01%

+5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.91%

16.51%

+5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

15.55%

+5.60%