MIEIX vs. VIGIX
Compare and contrast key facts about MFS International Equity Fund Class R6 (MIEIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX).
MIEIX is managed by MFS. It was launched on Jan 31, 1996. VIGIX is managed by Vanguard. It was launched on May 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MIEIX or VIGIX.
Performance
MIEIX vs. VIGIX - Performance Comparison
Returns By Period
In the year-to-date period, MIEIX achieves a 4.71% return, which is significantly lower than VIGIX's 28.44% return. Over the past 10 years, MIEIX has underperformed VIGIX with an annualized return of 7.14%, while VIGIX has yielded a comparatively higher 15.46% annualized return.
MIEIX
4.71%
-6.35%
-2.90%
10.24%
6.98%
7.14%
VIGIX
28.44%
2.17%
13.82%
35.46%
18.63%
15.46%
Key characteristics
| MIEIX | VIGIX | |
|---|---|---|
| Sharpe Ratio | 0.99 | 2.12 |
| Sortino Ratio | 1.44 | 2.75 |
| Omega Ratio | 1.17 | 1.39 |
| Calmar Ratio | 1.37 | 2.78 |
| Martin Ratio | 4.68 | 10.97 |
| Ulcer Index | 2.47% | 3.28% |
| Daily Std Dev | 11.67% | 17.02% |
| Max Drawdown | -50.56% | -57.17% |
| Current Drawdown | -8.47% | -2.70% |
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MIEIX vs. VIGIX - Expense Ratio Comparison
MIEIX has a 0.68% expense ratio, which is higher than VIGIX's 0.04% expense ratio.
Correlation
The correlation between MIEIX and VIGIX is 0.61, 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.
Risk-Adjusted Performance
MIEIX vs. VIGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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. VIGIX - Dividend Comparison
MIEIX's dividend yield for the trailing twelve months is around 1.60%, more than VIGIX's 0.49% 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% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.15% | 1.40% | 1.31% | 1.22% | 1.20% |
Drawdowns
MIEIX vs. VIGIX - Drawdown Comparison
The maximum MIEIX drawdown since its inception was -50.56%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for MIEIX and VIGIX. For additional features, visit the drawdowns tool.
Volatility
MIEIX vs. VIGIX - Volatility Comparison
The current volatility for MFS International Equity Fund Class R6 (MIEIX) is 3.86%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.43%. This indicates that MIEIX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.