MIEIX vs. DOXFX
Compare and contrast key facts about MFS International Equity Fund Class R6 (MIEIX) and Dodge & Cox International Stock X (DOXFX).
MIEIX is managed by MFS. It was launched on Jan 31, 1996. DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001.
Performance
MIEIX vs. DOXFX - Performance Comparison
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MIEIX vs. DOXFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MIEIX MFS International Equity Fund Class R6 | -6.55% | 23.22% | 4.13% | 19.06% | -2.16% |
DOXFX Dodge & Cox International Stock X | -1.76% | 38.90% | 3.85% | 16.81% | -0.58% |
Returns By Period
In the year-to-date period, MIEIX achieves a -6.55% return, which is significantly lower than DOXFX's -1.76% return.
MIEIX
- 1D
- 0.48%
- 1M
- -10.84%
- YTD
- -6.55%
- 6M
- -3.47%
- 1Y
- 8.02%
- 3Y*
- 9.09%
- 5Y*
- 6.72%
- 10Y*
- 9.04%
DOXFX
- 1D
- -0.12%
- 1M
- -10.86%
- YTD
- -1.76%
- 6M
- 3.40%
- 1Y
- 24.39%
- 3Y*
- 15.94%
- 5Y*
- —
- 10Y*
- —
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MIEIX vs. DOXFX - Expense Ratio Comparison
MIEIX has a 0.68% expense ratio, which is higher than DOXFX's 0.52% expense ratio.
Return for Risk
MIEIX vs. DOXFX — Risk / Return Rank
MIEIX
DOXFX
MIEIX vs. DOXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and Dodge & Cox International Stock X (DOXFX). 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.
| MIEIX | DOXFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 1.57 | -1.12 |
Sortino ratioReturn per unit of downside risk | 0.68 | 2.03 | -1.35 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.31 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.87 | -1.35 |
Martin ratioReturn relative to average drawdown | 1.93 | 7.32 | -5.39 |
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
| MIEIX | DOXFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.57 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.20 | -0.75 |
Correlation
The correlation between MIEIX and DOXFX 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
MIEIX vs. DOXFX - Dividend Comparison
MIEIX's dividend yield for the trailing twelve months is around 2.87%, less than DOXFX's 5.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIEIX MFS International Equity Fund Class R6 | 2.87% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
DOXFX Dodge & Cox International Stock X | 5.24% | 5.15% | 2.36% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MIEIX vs. DOXFX - Drawdown Comparison
The maximum MIEIX drawdown since its inception was -53.13%, which is greater than DOXFX's maximum drawdown of -14.41%. Use the drawdown chart below to compare losses from any high point for MIEIX and DOXFX.
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Drawdown Indicators
| MIEIX | DOXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.13% | -14.41% | -38.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -11.42% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.35% | — | — |
Current DrawdownCurrent decline from peak | -10.84% | -10.86% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -2.75% | -6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.00% | +0.04% |
Volatility
MIEIX vs. DOXFX - Volatility Comparison
The current volatility for MFS International Equity Fund Class R6 (MIEIX) is 6.03%, while Dodge & Cox International Stock X (DOXFX) has a volatility of 6.48%. This indicates that MIEIX experiences smaller price fluctuations and is considered to be less risky than DOXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIEIX | DOXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 6.48% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 9.68% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 14.95% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 13.75% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 13.75% | +2.15% |