MIEIX vs. MFEKX
Compare and contrast key facts about MFS International Equity Fund Class R6 (MIEIX) and MFS Growth R6 (MFEKX).
MIEIX is managed by MFS. It was launched on Jan 31, 1996. MFEKX is an actively managed fund by MFS. It was launched on Jun 1, 2012.
Performance
MIEIX vs. MFEKX - Performance Comparison
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MIEIX vs. MFEKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MFEKX MFS Growth R6 | -13.60% | 12.44% | 49.62% | 36.27% | -31.07% | 23.71% | 31.77% | 37.82% | 2.40% | 30.97% |
Returns By Period
In the year-to-date period, MIEIX achieves a -6.55% return, which is significantly higher than MFEKX's -13.60% return. Over the past 10 years, MIEIX has underperformed MFEKX with an annualized return of 9.04%, while MFEKX has yielded a comparatively higher 15.54% 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%
MFEKX
- 1D
- -0.58%
- 1M
- -9.05%
- YTD
- -13.60%
- 6M
- -14.18%
- 1Y
- 6.63%
- 3Y*
- 21.39%
- 5Y*
- 10.96%
- 10Y*
- 15.54%
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MIEIX vs. MFEKX - Expense Ratio Comparison
MIEIX has a 0.68% expense ratio, which is higher than MFEKX's 0.51% expense ratio.
Return for Risk
MIEIX vs. MFEKX — Risk / Return Rank
MIEIX
MFEKX
MIEIX vs. MFEKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and MFS Growth R6 (MFEKX). 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 | MFEKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.31 | +0.15 |
Sortino ratioReturn per unit of downside risk | 0.68 | 0.59 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.08 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.52 | 0.22 | +0.30 |
Martin ratioReturn relative to average drawdown | 1.93 | 0.76 | +1.17 |
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 | MFEKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.31 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.50 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.74 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.80 | -0.35 |
Correlation
The correlation between MIEIX and MFEKX is 0.67, 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.
Dividends
MIEIX vs. MFEKX - Dividend Comparison
MIEIX's dividend yield for the trailing twelve months is around 2.87%, less than MFEKX's 17.15% 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% |
MFEKX MFS Growth R6 | 17.15% | 14.82% | 25.31% | 4.82% | 1.04% | 2.74% | 3.55% | 1.57% | 3.88% | 2.49% | 1.70% | 3.64% |
Drawdowns
MIEIX vs. MFEKX - Drawdown Comparison
The maximum MIEIX drawdown since its inception was -53.13%, which is greater than MFEKX's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for MIEIX and MFEKX.
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Drawdown Indicators
| MIEIX | MFEKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.13% | -36.06% | -17.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -17.27% | +6.01% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -36.06% | +7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -31.35% | -36.06% | +4.71% |
Current DrawdownCurrent decline from peak | -10.84% | -17.27% | +6.43% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -5.66% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 5.05% | -2.01% |
Volatility
MIEIX vs. MFEKX - Volatility Comparison
MFS International Equity Fund Class R6 (MIEIX) has a higher volatility of 6.03% compared to MFS Growth R6 (MFEKX) at 5.57%. This indicates that MIEIX's price experiences larger fluctuations and is considered to be riskier than MFEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIEIX | MFEKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 5.57% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 12.05% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 21.56% | -6.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 21.86% | -6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 21.12% | -5.22% |