MIEIX vs. VEMPX
Compare and contrast key facts about MFS International Equity Fund Class R6 (MIEIX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX).
MIEIX is managed by MFS. It was launched on Jan 31, 1996. VEMPX is managed by Vanguard. It was launched on Jan 14, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MIEIX or VEMPX.
Performance
MIEIX vs. VEMPX - Performance Comparison
Returns By Period
In the year-to-date period, MIEIX achieves a 4.71% return, which is significantly lower than VEMPX's 18.48% return. Over the past 10 years, MIEIX has underperformed VEMPX with an annualized return of 7.14%, while VEMPX has yielded a comparatively higher 9.82% annualized return.
MIEIX
4.71%
-6.35%
-2.90%
10.24%
6.98%
7.14%
VEMPX
18.48%
2.93%
11.96%
35.20%
11.09%
9.82%
Key characteristics
| MIEIX | VEMPX | |
|---|---|---|
| Sharpe Ratio | 0.99 | 1.88 |
| Sortino Ratio | 1.44 | 2.61 |
| Omega Ratio | 1.17 | 1.32 |
| Calmar Ratio | 1.37 | 1.31 |
| Martin Ratio | 4.68 | 10.61 |
| Ulcer Index | 2.47% | 3.18% |
| Daily Std Dev | 11.67% | 17.96% |
| Max Drawdown | -50.56% | -41.62% |
| Current Drawdown | -8.47% | -4.10% |
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MIEIX vs. VEMPX - Expense Ratio Comparison
MIEIX has a 0.68% expense ratio, which is higher than VEMPX's 0.04% expense ratio.
Correlation
The correlation between MIEIX and VEMPX is 0.70, 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.
Risk-Adjusted Performance
MIEIX vs. VEMPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). 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.
Dividends
MIEIX vs. VEMPX - Dividend Comparison
MIEIX's dividend yield for the trailing twelve months is around 1.60%, more than VEMPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIEIX MFS International Equity Fund Class R6 | 1.60% | 1.67% | 0.86% | 2.06% | 0.79% | 2.26% | 1.48% | 1.85% | 1.78% | 1.65% | 4.89% | 3.04% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.14% | 1.28% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% | 1.36% | 1.17% |
Drawdowns
MIEIX vs. VEMPX - Drawdown Comparison
The maximum MIEIX drawdown since its inception was -50.56%, which is greater than VEMPX's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for MIEIX and VEMPX. For additional features, visit the drawdowns tool.
Volatility
MIEIX vs. VEMPX - Volatility Comparison
The current volatility for MFS International Equity Fund Class R6 (MIEIX) is 3.86%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 6.31%. This indicates that MIEIX experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.