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MIEIX vs. VTPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIEIX vs. VTPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Equity Fund Class R6 (MIEIX) and Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX). The values are adjusted to include any dividend payments, if applicable.

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MIEIX vs. VTPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIEIX
MFS International Equity Fund Class R6
-3.84%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
1.75%32.25%5.39%15.31%-15.99%8.64%11.29%21.57%-14.40%27.56%

Returns By Period

In the year-to-date period, MIEIX achieves a -3.84% return, which is significantly lower than VTPSX's 1.75% return. Over the past 10 years, MIEIX has outperformed VTPSX with an annualized return of 9.35%, while VTPSX has yielded a comparatively lower 8.85% annualized return.


MIEIX

1D
2.90%
1M
-6.16%
YTD
-3.84%
6M
-1.01%
1Y
10.82%
3Y*
10.14%
5Y*
7.09%
10Y*
9.35%

VTPSX

1D
2.80%
1M
-7.27%
YTD
1.75%
6M
5.74%
1Y
27.13%
3Y*
15.31%
5Y*
7.24%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIEIX vs. VTPSX - Expense Ratio Comparison

MIEIX has a 0.68% expense ratio, which is higher than VTPSX's 0.07% expense ratio.


Return for Risk

MIEIX vs. VTPSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MIEIX
MIEIX Risk / Return Rank: 2828
Overall Rank
MIEIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MIEIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MIEIX Omega Ratio Rank: 2525
Omega Ratio Rank
MIEIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MIEIX Martin Ratio Rank: 2929
Martin Ratio Rank

VTPSX
VTPSX Risk / Return Rank: 8686
Overall Rank
VTPSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VTPSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VTPSX Omega Ratio Rank: 8484
Omega Ratio Rank
VTPSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VTPSX Martin Ratio Rank: 8787
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. 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.


MIEIXVTPSXDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.76

-1.02

Sortino ratio

Return per unit of downside risk

1.05

2.33

-1.27

Omega ratio

Gain probability vs. loss probability

1.15

1.35

-0.20

Calmar ratio

Return relative to maximum drawdown

0.87

2.35

-1.48

Martin ratio

Return relative to average drawdown

3.23

9.23

-6.01

MIEIX vs. VTPSX - Sharpe Ratio Comparison

The current MIEIX Sharpe Ratio is 0.74, which is lower than the VTPSX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of MIEIX and VTPSX, 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


MIEIXVTPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.76

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.49

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.56

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.40

+0.05

Correlation

The correlation between MIEIX and VTPSX is 0.93, 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. VTPSX - Dividend Comparison

MIEIX's dividend yield for the trailing twelve months is around 2.79%, less than VTPSX's 2.99% yield.


TTM20252024202320222021202020192018201720162015
MIEIX
MFS International Equity Fund Class R6
2.79%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
2.99%3.18%3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%

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


MIEIXVTPSXDifference

Max Drawdown

Largest 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 (5Y)

Largest decline over 5 years

-28.07%

-29.54%

+1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.35%

-35.77%

+4.42%

Current Drawdown

Current decline from peak

-8.25%

-8.80%

+0.55%

Average Drawdown

Average peak-to-trough decline

-9.01%

-8.11%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.88%

+0.16%

Volatility

MIEIX vs. VTPSX - Volatility Comparison

The current volatility for MFS International Equity Fund Class R6 (MIEIX) is 6.65%, while Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) has a volatility of 7.48%. 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


MIEIXVTPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

7.48%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

10.82%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

15.72%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

14.84%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

15.85%

+0.07%