MIEIX vs. DODFX
Compare and contrast key facts about MFS International Equity Fund Class R6 (MIEIX) and Dodge & Cox International Stock Fund (DODFX).
MIEIX is managed by MFS. It was launched on Jan 31, 1996. DODFX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MIEIX or DODFX.
Performance
MIEIX vs. DODFX - Performance Comparison
Returns By Period
In the year-to-date period, MIEIX achieves a 4.71% return, which is significantly lower than DODFX's 6.73% return. Over the past 10 years, MIEIX has outperformed DODFX with an annualized return of 7.14%, while DODFX has yielded a comparatively lower 4.66% annualized return.
MIEIX
4.71%
-6.35%
-2.90%
10.24%
6.98%
7.14%
DODFX
6.73%
-4.86%
-1.87%
12.73%
7.30%
4.66%
Key characteristics
| MIEIX | DODFX | |
|---|---|---|
| Sharpe Ratio | 0.99 | 1.03 |
| Sortino Ratio | 1.44 | 1.49 |
| Omega Ratio | 1.17 | 1.18 |
| Calmar Ratio | 1.37 | 1.70 |
| Martin Ratio | 4.68 | 4.47 |
| Ulcer Index | 2.47% | 2.94% |
| Daily Std Dev | 11.67% | 12.79% |
| Max Drawdown | -50.56% | -63.23% |
| Current Drawdown | -8.47% | -7.41% |
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MIEIX vs. DODFX - Expense Ratio Comparison
MIEIX has a 0.68% expense ratio, which is higher than DODFX's 0.62% expense ratio.
Correlation
The correlation between MIEIX and DODFX is 0.89, 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.
Risk-Adjusted Performance
MIEIX vs. DODFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and Dodge & Cox International Stock Fund (DODFX). 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.
Dividends
MIEIX vs. DODFX - Dividend Comparison
MIEIX's dividend yield for the trailing twelve months is around 1.60%, less than DODFX's 2.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIEIX MFS International Equity Fund Class R6 | 1.60% | 1.67% | 0.86% | 2.06% | 0.79% | 2.26% | 1.48% | 1.85% | 1.78% | 1.65% | 4.89% | 3.04% |
DODFX Dodge & Cox International Stock Fund | 2.14% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% | 1.61% |
Drawdowns
MIEIX vs. DODFX - Drawdown Comparison
The maximum MIEIX drawdown since its inception was -50.56%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for MIEIX and DODFX. For additional features, visit the drawdowns tool.
Volatility
MIEIX vs. DODFX - Volatility Comparison
MFS International Equity Fund Class R6 (MIEIX) has a higher volatility of 3.86% compared to Dodge & Cox International Stock Fund (DODFX) at 3.57%. This indicates that MIEIX's price experiences larger fluctuations and is considered to be riskier than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.