MIEIX vs. VTMGX
Compare and contrast key facts about MFS International Equity Fund Class R6 (MIEIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
MIEIX is managed by MFS. It was launched on Jan 31, 1996. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MIEIX or VTMGX.
Performance
MIEIX vs. VTMGX - Performance Comparison
Returns By Period
In the year-to-date period, MIEIX achieves a 4.71% return, which is significantly higher than VTMGX's 3.96% return. Over the past 10 years, MIEIX has outperformed VTMGX with an annualized return of 7.13%, while VTMGX has yielded a comparatively lower 5.19% annualized return.
MIEIX
4.71%
-5.43%
-2.90%
11.79%
7.03%
7.13%
VTMGX
3.96%
-4.95%
-3.05%
12.39%
5.58%
5.19%
Key characteristics
| MIEIX | VTMGX | |
|---|---|---|
| Sharpe Ratio | 0.99 | 0.96 |
| Sortino Ratio | 1.44 | 1.39 |
| Omega Ratio | 1.17 | 1.17 |
| Calmar Ratio | 1.37 | 1.21 |
| Martin Ratio | 4.68 | 4.69 |
| Ulcer Index | 2.47% | 2.59% |
| Daily Std Dev | 11.67% | 12.71% |
| Max Drawdown | -50.56% | -60.58% |
| Current Drawdown | -8.47% | -8.28% |
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MIEIX vs. VTMGX - Expense Ratio Comparison
MIEIX has a 0.68% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Correlation
The correlation between MIEIX and VTMGX is 0.92, 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. VTMGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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. VTMGX - Dividend Comparison
MIEIX's dividend yield for the trailing twelve months is around 1.60%, less than VTMGX's 3.05% 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.05% | 3.14% | 2.89% | 3.14% | 2.02% | 3.03% | 3.34% | 2.78% | 3.06% | 2.91% | 3.70% | 2.61% |
Drawdowns
MIEIX vs. VTMGX - Drawdown Comparison
The maximum MIEIX drawdown since its inception was -50.56%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for MIEIX and VTMGX. For additional features, visit the drawdowns tool.
Volatility
MIEIX vs. VTMGX - Volatility Comparison
MFS International Equity Fund Class R6 (MIEIX) has a higher volatility of 3.86% compared to Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) at 3.56%. This indicates that MIEIX's price experiences larger fluctuations and is considered to be riskier than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.