MIEIX vs. VTPSX
MIEIX (MFS International Equity Fund Class R6) and VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares) are both Foreign Large Cap Equities funds. Over the past 10 years, MIEIX returned 10.24%/yr vs 9.42%/yr for VTPSX. Their correlation of 0.92 means they have usually moved in the same direction. MIEIX charges 0.64%/yr vs 0.05%/yr for VTPSX.
Performance
MIEIX vs. VTPSX - Performance Comparison
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Returns By Period
In the year-to-date period, MIEIX achieves a 8.67% return, which is significantly lower than VTPSX's 12.79% return. Over the past 10 years, MIEIX has outperformed VTPSX with an annualized return of 10.24%, while VTPSX has yielded a comparatively lower 9.42% annualized return.
MIEIX
- 1D
- 2.06%
- 1M
- 3.67%
- 6M
- 7.12%
- YTD
- 8.67%
- 1Y
- 17.91%
- 3Y*
- 12.63%
- 5Y*
- 8.20%
- 10Y*
- 10.24%
- ALL TIME*
- 8.23%
VTPSX
- 1D
- 2.74%
- 1M
- 0.11%
- 6M
- 6.67%
- YTD
- 12.79%
- 1Y
- 27.73%
- 3Y*
- 16.83%
- 5Y*
- 8.85%
- 10Y*
- 9.42%
- ALL TIME*
- 7.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MIEIX vs. VTPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIEIX MFS International Equity Fund Class R6 | 8.67% | 23.22% | 4.13% | 19.06% | -14.82% | 15.13% | 11.11% | 28.42% | -10.66% | 28.01% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 12.79% | 32.25% | 5.39% | 15.31% | -15.99% | 8.64% | 11.29% | 21.57% | -14.40% | 27.56% |
Correlation
The correlation between MIEIX and VTPSX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2010 | 0.92 |
The correlation between MIEIX and VTPSX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
MIEIX vs. VTPSX — Risk / Return Rank
MIEIX
VTPSX
MIEIX vs. VTPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MIEIX | VTPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.33 | -0.91 |
| Martin ratioReturn relative to average drawdown | 5.14 | 8.66 | -3.52 |
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Drawdowns
MIEIX vs. VTPSX - Drawdown Comparison
The maximum MIEIX drawdown since its inception was -53.13%, which is greater than VTPSX's maximum drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for MIEIX and VTPSX.
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Drawdown Indicators
| MIEIX | VTPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.13% | -35.77% | -17.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -11.29% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.43% | -13.14% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -29.49% | +1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -31.35% | -35.77% | +4.42% |
Current DrawdownCurrent decline from peak | 0.00% | -2.62% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -7.99% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.03% | +0.08% |
Volatility
MIEIX vs. VTPSX - Volatility Comparison
The current volatility for MFS International Equity Fund Class R6 (MIEIX) is 3.74%, while Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) has a volatility of 5.43%. This indicates that MIEIX experiences smaller price fluctuations and is considered to be less risky than VTPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIEIX | VTPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 5.43% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.93% | 14.11% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.32% | 15.97% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 15.36% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 15.82% | -0.15% |
MIEIX vs. VTPSX - Expense Ratio Comparison
MIEIX has a 0.64% expense ratio, which is higher than VTPSX's 0.05% expense ratio.
Dividends
MIEIX vs. VTPSX - Dividend Comparison
MIEIX's dividend yield for the trailing twelve months is around 2.46%, less than VTPSX's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIEIX MFS International Equity Fund Class R6 | 2.46% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.59% | 3.18% | 3.37% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% |
Frequently Asked Questions
MIEIX and VTPSX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTPSX has higher volatility (5.43%) compared to MIEIX (3.74%). In terms of maximum drawdown, MIEIX dropped -53.13% vs VTPSX's -35.77%.
VTPSX currently has the higher Sharpe Ratio (1.65 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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