MIDLX vs. SBSIX
Compare and contrast key facts about MFS International New Discovery Fund Class R6 (MIDLX) and Segall Bryant & Hamill International Small Cap Fund (SBSIX).
MIDLX is a passively managed fund by MFS that tracks the performance of the MSCI All Country World ex-US Small Mid Cap Index. It was launched on Jun 1, 2012. SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011.
Performance
MIDLX vs. SBSIX - Performance Comparison
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MIDLX vs. SBSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | -3.56% | 47.51% | 7.80% | 17.25% | -13.17% | 13.16% | -5.35% | 16.73% | -23.71% | 28.83% |
Returns By Period
In the year-to-date period, MIDLX achieves a -4.04% return, which is significantly lower than SBSIX's -3.56% return. Over the past 10 years, MIDLX has underperformed SBSIX with an annualized return of 6.07%, while SBSIX has yielded a comparatively higher 7.47% 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%
SBSIX
- 1D
- -0.55%
- 1M
- -12.48%
- YTD
- -3.56%
- 6M
- 2.14%
- 1Y
- 31.31%
- 3Y*
- 19.33%
- 5Y*
- 10.32%
- 10Y*
- 7.47%
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MIDLX vs. SBSIX - Expense Ratio Comparison
MIDLX has a 0.91% expense ratio, which is lower than SBSIX's 1.03% expense ratio.
Return for Risk
MIDLX vs. SBSIX — Risk / Return Rank
MIDLX
SBSIX
MIDLX vs. SBSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International New Discovery Fund Class R6 (MIDLX) and Segall Bryant & Hamill International Small Cap Fund (SBSIX). 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.
| MIDLX | SBSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.99 | -1.30 |
Sortino ratioReturn per unit of downside risk | 0.95 | 2.50 | -1.55 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 2.30 | -1.66 |
Martin ratioReturn relative to average drawdown | 2.45 | 9.74 | -7.29 |
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
| MIDLX | SBSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.99 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.67 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.45 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.49 | +0.05 |
Correlation
The correlation between MIDLX and SBSIX is 0.88, 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. SBSIX - Dividend Comparison
MIDLX's dividend yield for the trailing twelve months is around 3.51%, less than SBSIX's 5.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | 5.32% | 5.19% | 8.44% | 4.78% | 4.85% | 5.56% | 1.61% | 4.42% | 2.75% | 5.36% | 1.84% | 2.06% |
Drawdowns
MIDLX vs. SBSIX - Drawdown Comparison
The maximum MIDLX drawdown since its inception was -34.70%, smaller than the maximum SBSIX drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for MIDLX and SBSIX.
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Drawdown Indicators
| MIDLX | SBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -52.51% | +17.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -12.48% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -33.58% | -29.87% | -3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -34.70% | -52.51% | +17.81% |
Current DrawdownCurrent decline from peak | -11.75% | -12.48% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -11.21% | +4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.95% | +0.13% |
Volatility
MIDLX vs. SBSIX - Volatility Comparison
The current volatility for MFS International New Discovery Fund Class R6 (MIDLX) is 5.06%, while Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a volatility of 5.58%. This indicates that MIDLX experiences smaller price fluctuations and is considered to be less risky than SBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIDLX | SBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 5.58% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 9.65% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 14.98% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.05% | 15.46% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 16.66% | -2.74% |