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MIEIX vs. DODFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MIEIX and DODFX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MIEIX vs. DODFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Equity Fund Class R6 (MIEIX) and Dodge & Cox International Stock Fund (DODFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MIEIX:

0.62

DODFX:

0.72

Sortino Ratio

MIEIX:

1.08

DODFX:

1.17

Omega Ratio

MIEIX:

1.15

DODFX:

1.16

Calmar Ratio

MIEIX:

0.84

DODFX:

0.89

Martin Ratio

MIEIX:

2.53

DODFX:

2.57

Ulcer Index

MIEIX:

4.43%

DODFX:

4.99%

Daily Std Dev

MIEIX:

15.04%

DODFX:

15.81%

Max Drawdown

MIEIX:

-50.56%

DODFX:

-66.85%

Current Drawdown

MIEIX:

0.00%

DODFX:

0.00%

Returns By Period

In the year-to-date period, MIEIX achieves a 13.01% return, which is significantly lower than DODFX's 16.65% return. Over the past 10 years, MIEIX has outperformed DODFX with an annualized return of 6.63%, while DODFX has yielded a comparatively lower 5.22% annualized return.


MIEIX

YTD

13.01%

1M

7.63%

6M

11.46%

1Y

9.26%

5Y*

12.56%

10Y*

6.63%

DODFX

YTD

16.65%

1M

9.89%

6M

13.10%

1Y

11.28%

5Y*

16.65%

10Y*

5.22%

*Annualized

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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.


Risk-Adjusted Performance

MIEIX vs. DODFX — Risk-Adjusted Performance Rank

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

MIEIX
The Risk-Adjusted Performance Rank of MIEIX is 6868
Overall Rank
The Sharpe Ratio Rank of MIEIX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of MIEIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MIEIX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MIEIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MIEIX is 6666
Martin Ratio Rank

DODFX
The Risk-Adjusted Performance Rank of DODFX is 7272
Overall Rank
The Sharpe Ratio Rank of DODFX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of DODFX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DODFX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DODFX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DODFX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MIEIX Sharpe Ratio is 0.62, which is comparable to the DODFX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MIEIX and DODFX, 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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Dividends

MIEIX vs. DODFX - Dividend Comparison

MIEIX's dividend yield for the trailing twelve months is around 1.30%, less than DODFX's 1.93% yield.


TTM20242023202220212020201920182017201620152014
MIEIX
MFS International Equity Fund Class R6
1.30%1.47%1.67%0.86%2.06%0.79%2.26%1.48%1.85%1.78%1.65%4.89%
DODFX
Dodge & Cox International Stock Fund
1.93%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%2.37%

Drawdowns

MIEIX vs. DODFX - Drawdown Comparison

The maximum MIEIX drawdown since its inception was -50.56%, smaller than the maximum DODFX drawdown of -66.85%. Use the drawdown chart below to compare losses from any high point for MIEIX and DODFX. For additional features, visit the drawdowns tool.


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Volatility

MIEIX vs. DODFX - Volatility Comparison

The current volatility for MFS International Equity Fund Class R6 (MIEIX) is 3.17%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 3.36%. This indicates that MIEIX experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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