MHOIX vs. MEIIX
Compare and contrast key facts about MFS Global High Yield Fund (MHOIX) and MFS Value Fund Class I (MEIIX).
MHOIX is managed by MFS. It was launched on Jul 1, 1998. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MHOIX vs. MEIIX - Performance Comparison
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MHOIX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MHOIX MFS Global High Yield Fund | -1.41% | 8.54% | 7.55% | 11.97% | -10.72% | 2.97% | 4.28% | 14.28% | -2.83% | 7.36% |
MEIIX MFS Value Fund Class I | -0.56% | 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, MHOIX achieves a -1.41% return, which is significantly lower than MEIIX's -0.56% return. Over the past 10 years, MHOIX has underperformed MEIIX with an annualized return of 4.96%, while MEIIX has yielded a comparatively higher 9.72% annualized return.
MHOIX
- 1D
- 0.00%
- 1M
- -2.27%
- YTD
- -1.41%
- 6M
- -0.17%
- 1Y
- 5.93%
- 3Y*
- 7.65%
- 5Y*
- 3.38%
- 10Y*
- 4.96%
MEIIX
- 1D
- 0.22%
- 1M
- -6.34%
- YTD
- -0.56%
- 6M
- 1.67%
- 1Y
- 8.35%
- 3Y*
- 11.42%
- 5Y*
- 8.14%
- 10Y*
- 9.72%
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MHOIX vs. MEIIX - Expense Ratio Comparison
MHOIX has a 0.81% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MHOIX vs. MEIIX — Risk / Return Rank
MHOIX
MEIIX
MHOIX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global High Yield Fund (MHOIX) 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.
| MHOIX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.65 | +1.18 |
Sortino ratioReturn per unit of downside risk | 2.52 | 0.97 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.14 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 0.77 | +1.21 |
Martin ratioReturn relative to average drawdown | 8.71 | 3.43 | +5.28 |
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
| MHOIX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.65 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.59 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.59 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.56 | +0.47 |
Correlation
The correlation between MHOIX and MEIIX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MHOIX vs. MEIIX - Dividend Comparison
MHOIX's dividend yield for the trailing twelve months is around 4.93%, less than MEIIX's 9.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MHOIX MFS Global High Yield Fund | 4.93% | 5.27% | 4.68% | 4.03% | 7.71% | 5.57% | 4.45% | 4.79% | 4.96% | 4.99% | 5.84% | 7.64% |
MEIIX MFS Value Fund Class I | 9.77% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
MHOIX vs. MEIIX - Drawdown Comparison
The maximum MHOIX drawdown since its inception was -40.07%, smaller than the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MHOIX and MEIIX.
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Drawdown Indicators
| MHOIX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.07% | -52.64% | +12.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -11.10% | +8.05% |
Max Drawdown (5Y)Largest decline over 5 years | -16.50% | -17.58% | +1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -19.76% | -36.70% | +16.94% |
Current DrawdownCurrent decline from peak | -2.27% | -6.55% | +4.28% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -6.58% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 2.51% | -1.81% |
Volatility
MHOIX vs. MEIIX - Volatility Comparison
The current volatility for MFS Global High Yield Fund (MHOIX) is 1.10%, while MFS Value Fund Class I (MEIIX) has a volatility of 3.11%. This indicates that MHOIX experiences smaller price fluctuations and is considered to be less risky 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
| MHOIX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 3.11% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.09% | 7.68% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 14.78% | -11.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 13.90% | -9.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 16.55% | -11.49% |