PortfoliosLab logoPortfoliosLab logo
MIDLX vs. GISOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIDLX vs. GISOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International New Discovery Fund Class R6 (MIDLX) and Grandeur Peak International Stalwarts Fund (GISOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MIDLX vs. GISOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIDLX
MFS International New Discovery Fund Class R6
-1.87%17.03%3.33%13.21%-18.52%5.17%10.15%24.97%-10.29%30.65%
GISOX
Grandeur Peak International Stalwarts Fund
-1.31%9.82%-10.00%14.58%-37.61%24.41%38.16%31.57%-17.66%36.78%

Returns By Period

In the year-to-date period, MIDLX achieves a -1.87% return, which is significantly lower than GISOX's -1.31% return. Both investments have delivered pretty close results over the past 10 years, with MIDLX having a 6.30% annualized return and GISOX not far behind at 6.25%.


MIDLX

1D
2.26%
1M
-8.27%
YTD
-1.87%
6M
-2.69%
1Y
11.54%
3Y*
8.22%
5Y*
2.54%
10Y*
6.30%

GISOX

1D
2.84%
1M
-5.34%
YTD
-1.31%
6M
-0.97%
1Y
12.29%
3Y*
2.43%
5Y*
-3.34%
10Y*
6.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MIDLX vs. GISOX - Expense Ratio Comparison

MIDLX has a 0.91% expense ratio, which is lower than GISOX's 1.15% expense ratio.


Return for Risk

MIDLX vs. GISOX — Risk / Return Rank

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

MIDLX
MIDLX Risk / Return Rank: 3131
Overall Rank
MIDLX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MIDLX Sortino Ratio Rank: 3434
Sortino Ratio Rank
MIDLX Omega Ratio Rank: 3535
Omega Ratio Rank
MIDLX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MIDLX Martin Ratio Rank: 2424
Martin Ratio Rank

GISOX
GISOX Risk / Return Rank: 2828
Overall Rank
GISOX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GISOX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GISOX Omega Ratio Rank: 2525
Omega Ratio Rank
GISOX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GISOX Martin Ratio Rank: 2121
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.

MIDLX vs. GISOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International New Discovery Fund Class R6 (MIDLX) and Grandeur Peak International Stalwarts Fund (GISOX). 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.


MIDLXGISOXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.75

+0.24

Sortino ratio

Return per unit of downside risk

1.32

1.19

+0.13

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

0.92

1.10

-0.19

Martin ratio

Return relative to average drawdown

3.46

2.75

+0.71

MIDLX vs. GISOX - Sharpe Ratio Comparison

The current MIDLX Sharpe Ratio is 0.98, which is higher than the GISOX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of MIDLX and GISOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MIDLXGISOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.75

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.17

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.34

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.35

+0.20

Correlation

The correlation between MIDLX and GISOX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MIDLX vs. GISOX - Dividend Comparison

MIDLX's dividend yield for the trailing twelve months is around 3.44%, more than GISOX's 0.51% yield.


TTM20252024202320222021202020192018201720162015
MIDLX
MFS International New Discovery Fund Class R6
3.44%3.37%10.08%4.21%5.85%5.19%4.03%4.36%6.82%1.63%1.09%1.25%
GISOX
Grandeur Peak International Stalwarts Fund
0.51%0.50%0.45%0.54%0.10%8.61%0.21%0.14%2.76%1.38%0.29%0.00%

Drawdowns

MIDLX vs. GISOX - Drawdown Comparison

The maximum MIDLX drawdown since its inception was -34.70%, smaller than the maximum GISOX drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for MIDLX and GISOX.


Loading graphics...

Drawdown Indicators


MIDLXGISOXDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-47.98%

+13.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-10.42%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-33.58%

-47.98%

+14.40%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

-47.98%

+13.28%

Current Drawdown

Current decline from peak

-9.75%

-33.01%

+23.26%

Average Drawdown

Average peak-to-trough decline

-6.96%

-17.40%

+10.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

4.19%

-1.07%

Volatility

MIDLX vs. GISOX - Volatility Comparison

The current volatility for MFS International New Discovery Fund Class R6 (MIDLX) is 5.67%, while Grandeur Peak International Stalwarts Fund (GISOX) has a volatility of 8.16%. This indicates that MIDLX experiences smaller price fluctuations and is considered to be less risky than GISOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MIDLXGISOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

8.16%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

12.04%

-3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

18.40%

-6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

19.81%

-6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

18.61%

-4.68%