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MIEIX vs. GOIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIEIX vs. GOIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Equity Fund Class R6 (MIEIX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). The values are adjusted to include any dividend payments, if applicable.

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MIEIX vs. GOIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIEIX
MFS International Equity Fund Class R6
-6.55%23.22%4.13%19.06%-14.82%15.13%11.11%28.42%-10.66%28.01%
GOIIX
Goldman Sachs Growth and Income Strategy Portfolio
-3.39%15.03%14.81%15.16%-15.86%12.65%12.73%19.16%-8.63%16.60%

Returns By Period

In the year-to-date period, MIEIX achieves a -6.55% return, which is significantly lower than GOIIX's -3.39% return. Over the past 10 years, MIEIX has outperformed GOIIX with an annualized return of 9.04%, while GOIIX has yielded a comparatively lower 7.70% annualized 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%

GOIIX

1D
0.07%
1M
-6.83%
YTD
-3.39%
6M
-0.74%
1Y
12.30%
3Y*
11.79%
5Y*
6.28%
10Y*
7.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIEIX vs. GOIIX - Expense Ratio Comparison

MIEIX has a 0.68% expense ratio, which is higher than GOIIX's 0.19% expense ratio.


Return for Risk

MIEIX vs. GOIIX — Risk / Return Rank

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

MIEIX
MIEIX Risk / Return Rank: 1717
Overall Rank
MIEIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MIEIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MIEIX Omega Ratio Rank: 1616
Omega Ratio Rank
MIEIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MIEIX Martin Ratio Rank: 1919
Martin Ratio Rank

GOIIX
GOIIX Risk / Return Rank: 5555
Overall Rank
GOIIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GOIIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GOIIX Omega Ratio Rank: 6464
Omega Ratio Rank
GOIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
GOIIX Martin Ratio Rank: 4242
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.

MIEIX vs. GOIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). 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.


MIEIXGOIIXDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.21

-0.75

Sortino ratio

Return per unit of downside risk

0.68

1.61

-0.93

Omega ratio

Gain probability vs. loss probability

1.10

1.24

-0.15

Calmar ratio

Return relative to maximum drawdown

0.52

0.98

-0.45

Martin ratio

Return relative to average drawdown

1.93

4.37

-2.44

MIEIX vs. GOIIX - Sharpe Ratio Comparison

The current MIEIX Sharpe Ratio is 0.45, which is lower than the GOIIX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of MIEIX and GOIIX, 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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Sharpe Ratios by Period


MIEIXGOIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.21

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.60

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.69

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.52

-0.07

Correlation

The correlation between MIEIX and GOIIX is 0.83, 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. GOIIX - Dividend Comparison

MIEIX's dividend yield for the trailing twelve months is around 2.87%, less than GOIIX's 8.88% yield.


TTM20252024202320222021202020192018201720162015
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%
GOIIX
Goldman Sachs Growth and Income Strategy Portfolio
8.88%7.98%9.79%1.97%5.09%6.80%3.47%2.29%3.04%2.73%1.37%3.99%

Drawdowns

MIEIX vs. GOIIX - Drawdown Comparison

The maximum MIEIX drawdown since its inception was -53.13%, which is greater than GOIIX's maximum drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for MIEIX and GOIIX.


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Drawdown Indicators


MIEIXGOIIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.13%

-43.63%

-9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-8.55%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-28.07%

-23.78%

-4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-31.35%

-25.07%

-6.28%

Current Drawdown

Current decline from peak

-10.84%

-7.10%

-3.74%

Average Drawdown

Average peak-to-trough decline

-9.01%

-6.44%

-2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.14%

+0.90%

Volatility

MIEIX vs. GOIIX - Volatility Comparison

MFS International Equity Fund Class R6 (MIEIX) has a higher volatility of 6.03% compared to Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) at 3.77%. This indicates that MIEIX's price experiences larger fluctuations and is considered to be riskier than GOIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIEIXGOIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

3.77%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

6.48%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

10.40%

+4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

10.58%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

11.22%

+4.68%