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MIDLX vs. OAKEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIDLX vs. OAKEX - Performance Comparison

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

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MIDLX vs. OAKEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIDLX
MFS International New Discovery Fund Class R6
-4.04%17.03%3.33%13.21%-18.52%5.17%10.15%24.97%-10.29%30.65%
OAKEX
Oakmark International Small Cap Fund
-10.36%29.51%-3.00%19.59%-14.50%17.90%5.00%31.91%-23.71%26.03%

Returns By Period

In the year-to-date period, MIDLX achieves a -4.04% return, which is significantly higher than OAKEX's -10.36% return. Over the past 10 years, MIDLX has underperformed OAKEX with an annualized return of 6.07%, while OAKEX has yielded a comparatively higher 6.96% annualized return.


MIDLX

1D
-0.25%
1M
-11.75%
YTD
-4.04%
6M
-4.78%
1Y
9.51%
3Y*
7.41%
5Y*
2.30%
10Y*
6.07%

OAKEX

1D
-0.20%
1M
-13.44%
YTD
-10.36%
6M
-9.00%
1Y
7.26%
3Y*
8.12%
5Y*
4.01%
10Y*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIDLX vs. OAKEX - Expense Ratio Comparison

MIDLX has a 0.91% expense ratio, which is lower than OAKEX's 1.34% expense ratio.


Return for Risk

MIDLX vs. OAKEX — Risk / Return Rank

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

MIDLX
MIDLX Risk / Return Rank: 2323
Overall Rank
MIDLX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MIDLX Sortino Ratio Rank: 2222
Sortino Ratio Rank
MIDLX Omega Ratio Rank: 2323
Omega Ratio Rank
MIDLX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MIDLX Martin Ratio Rank: 2222
Martin Ratio Rank

OAKEX
OAKEX Risk / Return Rank: 1212
Overall Rank
OAKEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
OAKEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
OAKEX Omega Ratio Rank: 1212
Omega Ratio Rank
OAKEX Calmar Ratio Rank: 1111
Calmar Ratio Rank
OAKEX Martin Ratio Rank: 1212
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. OAKEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International New Discovery Fund Class R6 (MIDLX) and Oakmark International Small Cap Fund (OAKEX). 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.


MIDLXOAKEXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.31

+0.38

Sortino ratio

Return per unit of downside risk

0.95

0.53

+0.43

Omega ratio

Gain probability vs. loss probability

1.14

1.07

+0.07

Calmar ratio

Return relative to maximum drawdown

0.64

0.26

+0.38

Martin ratio

Return relative to average drawdown

2.45

0.90

+1.55

MIDLX vs. OAKEX - Sharpe Ratio Comparison

The current MIDLX Sharpe Ratio is 0.69, which is higher than the OAKEX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of MIDLX and OAKEX, 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


MIDLXOAKEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.31

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.23

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.38

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.41

+0.13

Correlation

The correlation between MIDLX and OAKEX is 0.81, 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. OAKEX - Dividend Comparison

MIDLX's dividend yield for the trailing twelve months is around 3.51%, less than OAKEX's 5.85% yield.


TTM20252024202320222021202020192018201720162015
MIDLX
MFS International New Discovery Fund Class R6
3.51%3.37%10.08%4.21%5.85%5.19%4.03%4.36%6.82%1.63%1.09%1.25%
OAKEX
Oakmark International Small Cap Fund
5.85%5.24%6.38%1.83%1.89%0.61%1.87%0.21%8.93%3.64%3.09%5.06%

Drawdowns

MIDLX vs. OAKEX - Drawdown Comparison

The maximum MIDLX drawdown since its inception was -34.70%, smaller than the maximum OAKEX drawdown of -70.12%. Use the drawdown chart below to compare losses from any high point for MIDLX and OAKEX.


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Drawdown Indicators


MIDLXOAKEXDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-70.12%

+35.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-17.18%

+5.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.58%

-38.40%

+4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

-49.61%

+14.91%

Current Drawdown

Current decline from peak

-11.75%

-14.97%

+3.22%

Average Drawdown

Average peak-to-trough decline

-6.96%

-13.53%

+6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

5.00%

-1.92%

Volatility

MIDLX vs. OAKEX - Volatility Comparison

The current volatility for MFS International New Discovery Fund Class R6 (MIDLX) is 5.06%, while Oakmark International Small Cap Fund (OAKEX) has a volatility of 6.15%. This indicates that MIDLX experiences smaller price fluctuations and is considered to be less risky than OAKEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDLXOAKEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

6.15%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

10.68%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

16.51%

-4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

17.58%

-4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

18.59%

-4.67%