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MFSCX vs. MIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFSCX vs. MIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS South Carolina Municipal Bond Fund (MFSCX) and MFS International Equity Fund Class R6 (MIEIX). The values are adjusted to include any dividend payments, if applicable.

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MFSCX vs. MIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFSCX
MFS South Carolina Municipal Bond Fund
-0.80%4.22%1.97%5.59%-11.11%1.77%4.03%6.75%1.03%4.33%
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, MFSCX achieves a -0.80% return, which is significantly higher than MIEIX's -6.55% return. Over the past 10 years, MFSCX has underperformed MIEIX with an annualized return of 1.49%, while MIEIX has yielded a comparatively higher 9.04% annualized return.


MFSCX

1D
0.18%
1M
-2.94%
YTD
-0.80%
6M
0.81%
1Y
3.43%
3Y*
2.72%
5Y*
0.20%
10Y*
1.49%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFSCX vs. MIEIX - Expense Ratio Comparison

MFSCX has a 0.84% expense ratio, which is higher than MIEIX's 0.68% expense ratio.


Return for Risk

MFSCX vs. MIEIX — Risk / Return Rank

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

MFSCX
MFSCX Risk / Return Rank: 3232
Overall Rank
MFSCX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MFSCX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MFSCX Omega Ratio Rank: 4848
Omega Ratio Rank
MFSCX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MFSCX Martin Ratio Rank: 2222
Martin Ratio Rank

MIEIX
MIEIX Risk / Return Rank: 1717
Overall Rank
MIEIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MIEIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MIEIX Omega Ratio Rank: 1616
Omega Ratio Rank
MIEIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MIEIX Martin Ratio Rank: 1919
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.

MFSCX vs. MIEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS South Carolina Municipal Bond Fund (MFSCX) 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.


MFSCXMIEIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.45

+0.30

Sortino ratio

Return per unit of downside risk

1.04

0.68

+0.35

Omega ratio

Gain probability vs. loss probability

1.20

1.10

+0.11

Calmar ratio

Return relative to maximum drawdown

0.85

0.52

+0.33

Martin ratio

Return relative to average drawdown

2.43

1.93

+0.50

MFSCX vs. MIEIX - Sharpe Ratio Comparison

The current MFSCX Sharpe Ratio is 0.75, which is higher than the MIEIX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of MFSCX and MIEIX, 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


MFSCXMIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.45

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.44

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.57

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.45

+0.63

Correlation

The correlation between MFSCX and MIEIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MFSCX vs. MIEIX - Dividend Comparison

MFSCX's dividend yield for the trailing twelve months is around 3.45%, more than MIEIX's 2.87% yield.


TTM20252024202320222021202020192018201720162015
MFSCX
MFS South Carolina Municipal Bond Fund
3.45%4.42%2.86%2.31%1.61%1.60%2.20%3.00%3.13%3.06%3.16%3.19%
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

MFSCX vs. MIEIX - Drawdown Comparison

The maximum MFSCX drawdown since its inception was -16.34%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for MFSCX and MIEIX.


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Drawdown Indicators


MFSCXMIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.34%

-53.13%

+36.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

-11.26%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-28.07%

+11.73%

Max Drawdown (10Y)

Largest decline over 10 years

-16.34%

-31.35%

+15.01%

Current Drawdown

Current decline from peak

-2.94%

-10.84%

+7.90%

Average Drawdown

Average peak-to-trough decline

-2.19%

-9.01%

+6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

3.04%

-1.12%

Volatility

MFSCX vs. MIEIX - Volatility Comparison

The current volatility for MFS South Carolina Municipal Bond Fund (MFSCX) is 1.30%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.03%. This indicates that MFSCX 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


MFSCXMIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

6.03%

-4.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

9.42%

-7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.73%

14.88%

-9.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

15.24%

-10.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.12%

15.90%

-11.78%