MGIAX vs. MEIIX
Compare and contrast key facts about MFS International Intrinsic Value Fund (MGIAX) and MFS Value Fund Class I (MEIIX).
MGIAX is managed by MFS. It was launched on Oct 23, 1995. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MGIAX vs. MEIIX - Performance Comparison
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MGIAX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGIAX MFS International Intrinsic Value Fund | -0.30% | 32.75% | 7.07% | 17.76% | -23.24% | 10.25% | 20.16% | 25.57% | -9.22% | 26.82% |
MEIIX MFS Value Fund Class I | 1.07% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, MGIAX achieves a -0.30% return, which is significantly lower than MEIIX's 1.07% return. Both investments have delivered pretty close results over the past 10 years, with MGIAX having a 9.64% annualized return and MEIIX not far ahead at 9.90%.
MGIAX
- 1D
- 3.13%
- 1M
- -7.33%
- YTD
- -0.30%
- 6M
- 3.29%
- 1Y
- 21.84%
- 3Y*
- 15.25%
- 5Y*
- 7.21%
- 10Y*
- 9.64%
MEIIX
- 1D
- 1.65%
- 1M
- -5.02%
- YTD
- 1.07%
- 6M
- 3.60%
- 1Y
- 10.36%
- 3Y*
- 12.03%
- 5Y*
- 8.36%
- 10Y*
- 9.90%
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MGIAX vs. MEIIX - Expense Ratio Comparison
MGIAX has a 0.96% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MGIAX vs. MEIIX — Risk / Return Rank
MGIAX
MEIIX
MGIAX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund (MGIAX) and MFS Value Fund Class I (MEIIX). 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.
| MGIAX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.69 | +0.70 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.03 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.15 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.02 | +0.67 |
Martin ratioReturn relative to average drawdown | 6.63 | 4.48 | +2.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGIAX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.69 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.60 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.60 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.56 | -0.02 |
Correlation
The correlation between MGIAX and MEIIX is 0.66, 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
MGIAX vs. MEIIX - Dividend Comparison
MGIAX's dividend yield for the trailing twelve months is around 8.31%, less than MEIIX's 9.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGIAX MFS International Intrinsic Value Fund | 8.31% | 8.28% | 12.79% | 11.81% | 14.57% | 7.59% | 5.30% | 3.89% | 4.41% | 2.48% | 1.62% | 3.10% |
MEIIX MFS Value Fund Class I | 9.62% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
MGIAX vs. MEIIX - Drawdown Comparison
The maximum MGIAX drawdown since its inception was -51.94%, roughly equal to the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MGIAX and MEIIX.
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Drawdown Indicators
| MGIAX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.94% | -52.64% | +0.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -11.10% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -17.58% | -19.55% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -36.70% | -0.43% |
Current DrawdownCurrent decline from peak | -9.15% | -5.02% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -8.66% | -6.58% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.53% | +0.63% |
Volatility
MGIAX vs. MEIIX - Volatility Comparison
MFS International Intrinsic Value Fund (MGIAX) has a higher volatility of 6.84% compared to MFS Value Fund Class I (MEIIX) at 3.64%. This indicates that MGIAX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGIAX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 3.64% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 7.85% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 14.83% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 13.92% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 16.56% | -0.98% |