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MIEKX vs. MFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIEKX vs. MFEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Equity Fund Class R6 (MIEKX) and MFS Growth I (MFEIX). The values are adjusted to include any dividend payments, if applicable.

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MIEKX vs. MFEIX - Yearly Performance Comparison


2026 (YTD)202520242023
MIEKX
MFS International Equity Fund Class R6
-6.59%23.12%4.02%5.55%
MFEIX
MFS Growth I
-13.62%12.34%49.67%18.21%

Returns By Period

In the year-to-date period, MIEKX achieves a -6.59% return, which is significantly higher than MFEIX's -13.62% return.


MIEKX

1D
0.48%
1M
-10.88%
YTD
-6.59%
6M
-3.52%
1Y
7.89%
3Y*
5Y*
10Y*

MFEIX

1D
-0.59%
1M
-9.06%
YTD
-13.62%
6M
-14.22%
1Y
6.53%
3Y*
21.33%
5Y*
10.89%
10Y*
15.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIEKX vs. MFEIX - Expense Ratio Comparison

MIEKX has a 0.73% expense ratio, which is higher than MFEIX's 0.60% expense ratio.


Return for Risk

MIEKX vs. MFEIX — Risk / Return Rank

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

MIEKX
MIEKX Risk / Return Rank: 1616
Overall Rank
MIEKX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MIEKX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MIEKX Omega Ratio Rank: 1414
Omega Ratio Rank
MIEKX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MIEKX Martin Ratio Rank: 1818
Martin Ratio Rank

MFEIX
MFEIX Risk / Return Rank: 1212
Overall Rank
MFEIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MFEIX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEIX Martin Ratio Rank: 1111
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.

MIEKX vs. MFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEKX) and MFS Growth I (MFEIX). 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.


MIEKXMFEIXDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.30

+0.14

Sortino ratio

Return per unit of downside risk

0.67

0.59

+0.09

Omega ratio

Gain probability vs. loss probability

1.09

1.08

+0.01

Calmar ratio

Return relative to maximum drawdown

0.51

0.22

+0.30

Martin ratio

Return relative to average drawdown

1.89

0.74

+1.16

MIEKX vs. MFEIX - Sharpe Ratio Comparison

The current MIEKX Sharpe Ratio is 0.45, which is higher than the MFEIX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MIEKX and MFEIX, 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


MIEKXMFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.30

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.41

+0.24

Correlation

The correlation between MIEKX and MFEIX is 0.57, 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.


Dividends

MIEKX vs. MFEIX - Dividend Comparison

MIEKX's dividend yield for the trailing twelve months is around 2.78%, less than MFEIX's 17.36% yield.


TTM20252024202320222021202020192018201720162015
MIEKX
MFS International Equity Fund Class R6
2.78%2.60%1.41%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MFEIX
MFS Growth I
17.36%14.99%25.47%4.86%1.05%2.76%3.57%1.57%3.78%2.50%1.61%3.65%

Drawdowns

MIEKX vs. MFEIX - Drawdown Comparison

The maximum MIEKX drawdown since its inception was -13.42%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MIEKX and MFEIX.


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Drawdown Indicators


MIEKXMFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.42%

-72.24%

+58.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-17.30%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-36.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

Current Drawdown

Current decline from peak

-10.88%

-17.30%

+6.42%

Average Drawdown

Average peak-to-trough decline

-2.79%

-23.85%

+21.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

5.06%

-2.01%

Volatility

MIEKX vs. MFEIX - Volatility Comparison

MFS International Equity Fund Class R6 (MIEKX) has a higher volatility of 6.03% compared to MFS Growth I (MFEIX) at 5.58%. This indicates that MIEKX's price experiences larger fluctuations and is considered to be riskier than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIEKXMFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

5.58%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

12.05%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.87%

21.56%

-6.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.08%

21.87%

-8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.08%

21.16%

-8.08%