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MIDLX vs. TISVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIDLX vs. TISVX - Performance Comparison

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

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Returns By Period

In the year-to-date period, MIDLX achieves a -0.98% return, which is significantly lower than TISVX's 0.91% return. Over the past 10 years, MIDLX has underperformed TISVX with an annualized return of 6.39%, while TISVX has yielded a comparatively higher 8.59% annualized return.


MIDLX

1D
-0.74%
1M
-3.53%
YTD
-0.98%
6M
-2.08%
1Y
18.15%
3Y*
8.43%
5Y*
2.73%
10Y*
6.39%

TISVX

1D
-1.34%
1M
-3.33%
YTD
0.91%
6M
1.01%
1Y
32.53%
3Y*
13.84%
5Y*
6.95%
10Y*
8.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDLX vs. TISVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIDLX
MFS International New Discovery Fund Class R6
-0.98%17.03%3.33%13.21%-18.52%5.17%10.15%24.97%-10.29%30.65%
TISVX
Transamerica International Small Cap Value
0.91%30.68%5.53%17.39%-17.32%12.40%8.91%25.49%-16.32%30.46%

Correlation

The correlation between MIDLX and TISVX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


MIDLX vs. TISVX - Expense Ratio Comparison

MIDLX has a 0.91% expense ratio, which is lower than TISVX's 1.01% expense ratio.


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Return for Risk

MIDLX vs. TISVX — Risk / Return Rank

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

MIDLX
MIDLX Risk / Return Rank: 3535
Overall Rank
MIDLX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MIDLX Sortino Ratio Rank: 3737
Sortino Ratio Rank
MIDLX Omega Ratio Rank: 3737
Omega Ratio Rank
MIDLX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MIDLX Martin Ratio Rank: 2828
Martin Ratio Rank

TISVX
TISVX Risk / Return Rank: 6565
Overall Rank
TISVX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TISVX Sortino Ratio Rank: 6464
Sortino Ratio Rank
TISVX Omega Ratio Rank: 6262
Omega Ratio Rank
TISVX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TISVX Martin Ratio Rank: 5555
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. TISVX - Risk-Adjusted Trends Comparison

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


MIDLXTISVXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.40

-0.39

Sortino ratio

Return per unit of downside risk

1.37

1.89

-0.53

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

1.07

2.05

-0.98

Martin ratio

Return relative to average drawdown

3.91

6.87

-2.96

MIDLX vs. TISVX - Sharpe Ratio Comparison

The current MIDLX Sharpe Ratio is 1.01, which is comparable to the TISVX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of MIDLX and TISVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MIDLXTISVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.40

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.42

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.51

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.44

+0.12

Drawdowns

MIDLX vs. TISVX - Drawdown Comparison

The maximum MIDLX drawdown since its inception was -34.70%, smaller than the maximum TISVX drawdown of -38.08%. Use the drawdown chart below to compare losses from any high point for MIDLX and TISVX.


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Drawdown Indicators


MIDLXTISVXDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-38.08%

+3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-10.94%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-33.58%

-36.52%

+2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

-38.08%

+3.38%

Current Drawdown

Current decline from peak

-8.93%

-8.57%

-0.36%

Average Drawdown

Average peak-to-trough decline

-6.96%

-8.38%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.27%

-0.06%

Volatility

MIDLX vs. TISVX - Volatility Comparison

The current volatility for MFS International New Discovery Fund Class R6 (MIDLX) is 5.15%, while Transamerica International Small Cap Value (TISVX) has a volatility of 6.09%. This indicates that MIDLX experiences smaller price fluctuations and is considered to be less risky than TISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDLXTISVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

6.09%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

10.52%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.36%

15.89%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.10%

16.70%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

16.81%

-2.87%

Dividends

MIDLX vs. TISVX - Dividend Comparison

MIDLX's dividend yield for the trailing twelve months is around 3.41%, less than TISVX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
MIDLX
MFS International New Discovery Fund Class R6
3.41%3.37%10.08%4.21%5.85%5.19%4.03%4.36%6.82%1.63%1.09%1.25%
TISVX
Transamerica International Small Cap Value
4.43%4.47%6.04%3.00%3.62%3.78%1.01%2.11%8.34%3.01%2.86%6.15%