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MIEIX vs. TIIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIEIX vs. TIIEX - Performance Comparison

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

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MIEIX vs. TIIEX - 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%
TIIEX
TIAA-CREF International Equity Fund
-4.32%33.20%4.00%16.91%-17.33%10.81%15.81%23.20%-23.48%31.49%

Returns By Period

In the year-to-date period, MIEIX achieves a -6.55% return, which is significantly lower than TIIEX's -4.32% return. Over the past 10 years, MIEIX has outperformed TIIEX with an annualized return of 9.04%, while TIIEX has yielded a comparatively lower 7.64% 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%

TIIEX

1D
0.27%
1M
-12.09%
YTD
-4.32%
6M
1.58%
1Y
19.48%
3Y*
12.77%
5Y*
6.57%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIEIX vs. TIIEX - Expense Ratio Comparison

MIEIX has a 0.68% expense ratio, which is higher than TIIEX's 0.46% expense ratio.


Return for Risk

MIEIX vs. TIIEX — 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

TIIEX
TIIEX Risk / Return Rank: 4949
Overall Rank
TIIEX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIIEX Sortino Ratio Rank: 5050
Sortino Ratio Rank
TIIEX Omega Ratio Rank: 4747
Omega Ratio Rank
TIIEX Calmar Ratio Rank: 5151
Calmar Ratio Rank
TIIEX Martin Ratio Rank: 4646
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. TIIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and TIAA-CREF International Equity Fund (TIIEX). 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.


MIEIXTIIEXDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.97

-0.51

Sortino ratio

Return per unit of downside risk

0.68

1.38

-0.70

Omega ratio

Gain probability vs. loss probability

1.10

1.20

-0.10

Calmar ratio

Return relative to maximum drawdown

0.52

1.23

-0.71

Martin ratio

Return relative to average drawdown

1.93

4.60

-2.67

MIEIX vs. TIIEX - Sharpe Ratio Comparison

The current MIEIX Sharpe Ratio is 0.45, which is lower than the TIIEX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of MIEIX and TIIEX, 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


MIEIXTIIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.97

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.39

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.43

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.27

+0.17

Correlation

The correlation between MIEIX and TIIEX is 0.91, 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. TIIEX - Dividend Comparison

MIEIX's dividend yield for the trailing twelve months is around 2.87%, less than TIIEX's 12.25% 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%
TIIEX
TIAA-CREF International Equity Fund
12.25%11.72%2.56%2.66%2.22%2.84%1.21%1.67%7.72%1.29%1.51%1.28%

Drawdowns

MIEIX vs. TIIEX - Drawdown Comparison

The maximum MIEIX drawdown since its inception was -53.13%, smaller than the maximum TIIEX drawdown of -64.69%. Use the drawdown chart below to compare losses from any high point for MIEIX and TIIEX.


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Drawdown Indicators


MIEIXTIIEXDifference

Max Drawdown

Largest peak-to-trough decline

-53.13%

-64.69%

+11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-13.24%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.07%

-32.07%

+4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-31.35%

-42.07%

+10.72%

Current Drawdown

Current decline from peak

-10.84%

-13.01%

+2.17%

Average Drawdown

Average peak-to-trough decline

-9.01%

-20.31%

+11.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.62%

-0.58%

Volatility

MIEIX vs. TIIEX - Volatility Comparison

The current volatility for MFS International Equity Fund Class R6 (MIEIX) is 6.03%, while TIAA-CREF International Equity Fund (TIIEX) has a volatility of 8.22%. This indicates that MIEIX experiences smaller price fluctuations and is considered to be less risky than TIIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIEIXTIIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

8.22%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

12.68%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

19.31%

-4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

17.07%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

17.97%

-2.07%