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MIEIX vs. VWILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MIEIXVWILX
YTD Return10.17%10.32%
1Y Return18.34%16.51%
3Y Return (Ann)4.48%-7.26%
5Y Return (Ann)9.10%9.08%
10Y Return (Ann)7.46%8.08%
Sharpe Ratio1.651.02
Daily Std Dev11.53%17.23%
Max Drawdown-50.56%-59.49%
Current Drawdown-1.41%-22.93%

Correlation

-0.50.00.51.00.9

The correlation between MIEIX and VWILX is 0.88, 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.

Performance

MIEIX vs. VWILX - Performance Comparison

The year-to-date returns for both investments are quite close, with MIEIX having a 10.17% return and VWILX slightly higher at 10.32%. Over the past 10 years, MIEIX has underperformed VWILX with an annualized return of 7.46%, while VWILX has yielded a comparatively higher 8.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%AprilMayJuneJulyAugustSeptember
572.44%
454.92%
MIEIX
VWILX

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MIEIX vs. VWILX - Expense Ratio Comparison

MIEIX has a 0.68% expense ratio, which is higher than VWILX's 0.32% expense ratio.


MIEIX
MFS International Equity Fund Class R6
Expense ratio chart for MIEIX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

MIEIX vs. VWILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEIX) and Vanguard International Growth Fund Admiral Shares (VWILX). 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.


MIEIX
Sharpe ratio
The chart of Sharpe ratio for MIEIX, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.005.001.65
Sortino ratio
The chart of Sortino ratio for MIEIX, currently valued at 2.34, compared to the broader market0.005.0010.002.34
Omega ratio
The chart of Omega ratio for MIEIX, currently valued at 1.22, compared to the broader market1.002.003.004.001.22
Calmar ratio
The chart of Calmar ratio for MIEIX, currently valued at 1.44, compared to the broader market0.005.0010.0015.0020.001.44
Martin ratio
The chart of Martin ratio for MIEIX, currently valued at 7.31, compared to the broader market0.0020.0040.0060.0080.00100.007.31
VWILX
Sharpe ratio
The chart of Sharpe ratio for VWILX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.005.001.02
Sortino ratio
The chart of Sortino ratio for VWILX, currently valued at 1.51, compared to the broader market0.005.0010.001.51
Omega ratio
The chart of Omega ratio for VWILX, currently valued at 1.22, compared to the broader market1.002.003.004.001.22
Calmar ratio
The chart of Calmar ratio for VWILX, currently valued at 0.43, compared to the broader market0.005.0010.0015.0020.000.43
Martin ratio
The chart of Martin ratio for VWILX, currently valued at 4.69, compared to the broader market0.0020.0040.0060.0080.00100.004.69

MIEIX vs. VWILX - Sharpe Ratio Comparison

The current MIEIX Sharpe Ratio is 1.65, which is higher than the VWILX Sharpe Ratio of 1.02. The chart below compares the 12-month rolling Sharpe Ratio of MIEIX and VWILX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.65
1.02
MIEIX
VWILX

Dividends

MIEIX vs. VWILX - Dividend Comparison

MIEIX's dividend yield for the trailing twelve months is around 1.52%, less than VWILX's 1.74% yield.


TTM20232022202120202019201820172016201520142013
MIEIX
MFS International Equity Fund Class R6
1.52%1.67%1.26%5.40%1.00%3.12%1.63%1.85%1.78%1.71%4.89%3.04%
VWILX
Vanguard International Growth Fund Admiral Shares
1.74%1.92%7.03%14.02%2.38%1.30%5.52%0.84%1.42%1.53%2.46%1.58%

Drawdowns

MIEIX vs. VWILX - Drawdown Comparison

The maximum MIEIX drawdown since its inception was -50.56%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for MIEIX and VWILX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-1.41%
-22.93%
MIEIX
VWILX

Volatility

MIEIX vs. VWILX - Volatility Comparison

The current volatility for MFS International Equity Fund Class R6 (MIEIX) is 3.58%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 5.88%. This indicates that MIEIX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.58%
5.88%
MIEIX
VWILX