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MFSI vs. MIVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFSI vs. MIVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Active International ETF (MFSI) and MFS Active International Value ETF (MIVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MFSI

1D
-0.43%
1M
0.03%
6M
4.33%
YTD
6.90%
1Y
15.92%
3Y*
5Y*
10Y*

MIVL

1D
-0.19%
1M
0.88%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFSI vs. MIVL - Yearly Performance Comparison


Correlation

The correlation between MFSI and MIVL is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 4, 2026

0.81

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Return for Risk

MFSI vs. MIVL — Risk / Return Rank

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

MFSI
MFSI Risk / Return Rank: 3636
Overall Rank
MFSI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MFSI Sortino Ratio Rank: 3434
Sortino Ratio Rank
MFSI Omega Ratio Rank: 3434
Omega Ratio Rank
MFSI Calmar Ratio Rank: 3434
Calmar Ratio Rank
MFSI Martin Ratio Rank: 4141
Martin Ratio Rank

MIVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

MFSI vs. MIVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Active International ETF (MFSI) and MFS Active International Value ETF (MIVL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MFSIMIVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.43

Martin ratioReturn relative to average drawdown

5.26

MFSI vs. MIVL - Sharpe Ratio Comparison


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Drawdowns

MFSI vs. MIVL - Drawdown Comparison

The maximum MFSI drawdown since its inception was -13.67%, which is greater than MIVL's maximum drawdown of -2.49%. Use the drawdown chart below to compare losses from any high point for MFSI and MIVL.


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Drawdown Indicators


MFSIMIVLDifference

Max Drawdown

Largest peak-to-trough decline

-13.67%

-2.49%

-11.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

Current Drawdown

Current decline from peak

-1.45%

-0.19%

-1.26%

Average Drawdown

Average peak-to-trough decline

-1.95%

-1.06%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

Volatility

MFSI vs. MIVL - Volatility Comparison


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Volatility by Period


MFSIMIVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

13.86%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

13.86%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

13.86%

+2.48%

MFSI vs. MIVL - Expense Ratio Comparison

MFSI has a 0.59% expense ratio, which is higher than MIVL's 0.57% expense ratio.


Dividends

MFSI vs. MIVL - Dividend Comparison

MFSI's dividend yield for the trailing twelve months is around 0.76%, while MIVL has not paid dividends to shareholders.


PositionTTM2025
MFSI
MFS Active International ETF
0.76%0.81%
MIVL
MFS Active International Value ETF
0.00%0.00%

Frequently Asked Questions


MFSI and MIVL have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MIVL is cheaper at 0.57% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MIVL is cheaper with a 0.57% expense ratio, compared with 0.59% for MFSI.

MFSI has the higher dividend yield at 0.76%, compared with 0.00% for MIVL.

Their fees differ too: 0.59% for MFSI and 0.57% for MIVL.

Portfolio Optimizer

Find the right allocation for MFSI and MIVL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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