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MFSMX vs. MIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFSMX vs. MIEIX - Performance Comparison

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

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MFSMX vs. MIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFSMX
MFS Maryland Municipal Bond Fund
-0.98%4.70%1.68%5.96%-10.48%2.55%3.98%6.65%1.29%4.40%
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, MFSMX achieves a -0.98% return, which is significantly higher than MIEIX's -6.55% return. Over the past 10 years, MFSMX has underperformed MIEIX with an annualized return of 1.78%, while MIEIX has yielded a comparatively higher 9.04% annualized return.


MFSMX

1D
0.30%
1M
-2.75%
YTD
-0.98%
6M
0.72%
1Y
3.52%
3Y*
2.88%
5Y*
0.47%
10Y*
1.78%

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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MFSMX vs. MIEIX - Expense Ratio Comparison

MFSMX has a 0.83% expense ratio, which is higher than MIEIX's 0.68% expense ratio.


Return for Risk

MFSMX vs. MIEIX — Risk / Return Rank

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

MFSMX
MFSMX Risk / Return Rank: 3838
Overall Rank
MFSMX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MFSMX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MFSMX Omega Ratio Rank: 5656
Omega Ratio Rank
MFSMX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MFSMX Martin Ratio Rank: 2626
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.

MFSMX vs. MIEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Maryland Municipal Bond Fund (MFSMX) 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.


MFSMXMIEIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.45

+0.39

Sortino ratio

Return per unit of downside risk

1.16

0.68

+0.48

Omega ratio

Gain probability vs. loss probability

1.22

1.10

+0.13

Calmar ratio

Return relative to maximum drawdown

0.94

0.52

+0.42

Martin ratio

Return relative to average drawdown

2.89

1.93

+0.96

MFSMX vs. MIEIX - Sharpe Ratio Comparison

The current MFSMX Sharpe Ratio is 0.84, which is higher than the MIEIX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of MFSMX 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


MFSMXMIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.45

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.44

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.57

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.45

+0.72

Correlation

The correlation between MFSMX 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

MFSMX vs. MIEIX - Dividend Comparison

MFSMX's dividend yield for the trailing twelve months is around 3.25%, more than MIEIX's 2.87% yield.


TTM20252024202320222021202020192018201720162015
MFSMX
MFS Maryland Municipal Bond Fund
3.25%4.22%2.86%2.52%1.78%1.89%2.49%3.25%3.35%3.47%3.50%3.69%
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

MFSMX vs. MIEIX - Drawdown Comparison

The maximum MFSMX drawdown since its inception was -15.71%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for MFSMX and MIEIX.


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Drawdown Indicators


MFSMXMIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.71%

-53.13%

+37.42%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-11.26%

+6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-28.07%

+12.70%

Max Drawdown (10Y)

Largest decline over 10 years

-15.37%

-31.35%

+15.98%

Current Drawdown

Current decline from peak

-2.75%

-10.84%

+8.09%

Average Drawdown

Average peak-to-trough decline

-2.20%

-9.01%

+6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

3.04%

-1.41%

Volatility

MFSMX vs. MIEIX - Volatility Comparison

The current volatility for MFS Maryland Municipal Bond Fund (MFSMX) is 1.27%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.03%. This indicates that MFSMX 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


MFSMXMIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

6.03%

-4.76%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

9.42%

-7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.25%

14.88%

-9.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

15.24%

-10.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.11%

15.90%

-11.79%