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MINIX vs. EFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MINIXEFA
YTD Return11.47%6.89%
1Y Return21.81%18.55%
3Y Return (Ann)0.48%2.10%
5Y Return (Ann)7.04%5.94%
10Y Return (Ann)8.30%5.20%
Sharpe Ratio1.721.44
Sortino Ratio2.402.05
Omega Ratio1.301.25
Calmar Ratio1.301.72
Martin Ratio9.697.69
Ulcer Index2.31%2.41%
Daily Std Dev13.01%12.85%
Max Drawdown-48.89%-61.04%
Current Drawdown-5.19%-6.24%

Correlation

-0.50.00.51.00.9

The correlation between MINIX and EFA 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

MINIX vs. EFA - Performance Comparison

In the year-to-date period, MINIX achieves a 11.47% return, which is significantly higher than EFA's 6.89% return. Over the past 10 years, MINIX has outperformed EFA with an annualized return of 8.30%, while EFA has yielded a comparatively lower 5.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
1.65%
0.25%
MINIX
EFA

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MINIX vs. EFA - Expense Ratio Comparison

MINIX has a 0.72% expense ratio, which is higher than EFA's 0.32% expense ratio.


MINIX
MFS International Intrinsic Value Fund Class I
Expense ratio chart for MINIX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for EFA: 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

MINIX vs. EFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund Class I (MINIX) and iShares MSCI EAFE ETF (EFA). 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.


MINIX
Sharpe ratio
The chart of Sharpe ratio for MINIX, currently valued at 1.72, compared to the broader market0.002.004.001.72
Sortino ratio
The chart of Sortino ratio for MINIX, currently valued at 2.40, compared to the broader market0.005.0010.002.40
Omega ratio
The chart of Omega ratio for MINIX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for MINIX, currently valued at 1.30, compared to the broader market0.005.0010.0015.0020.0025.001.30
Martin ratio
The chart of Martin ratio for MINIX, currently valued at 9.69, compared to the broader market0.0020.0040.0060.0080.00100.009.69
EFA
Sharpe ratio
The chart of Sharpe ratio for EFA, currently valued at 1.44, compared to the broader market0.002.004.001.44
Sortino ratio
The chart of Sortino ratio for EFA, currently valued at 2.05, compared to the broader market0.005.0010.002.05
Omega ratio
The chart of Omega ratio for EFA, currently valued at 1.25, compared to the broader market1.002.003.004.001.25
Calmar ratio
The chart of Calmar ratio for EFA, currently valued at 1.72, compared to the broader market0.005.0010.0015.0020.0025.001.72
Martin ratio
The chart of Martin ratio for EFA, currently valued at 7.69, compared to the broader market0.0020.0040.0060.0080.00100.007.69

MINIX vs. EFA - Sharpe Ratio Comparison

The current MINIX Sharpe Ratio is 1.72, which is comparable to the EFA Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of MINIX and EFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.72
1.44
MINIX
EFA

Dividends

MINIX vs. EFA - Dividend Comparison

MINIX's dividend yield for the trailing twelve months is around 1.75%, less than EFA's 2.94% yield.


TTM20232022202120202019201820172016201520142013
MINIX
MFS International Intrinsic Value Fund Class I
1.75%1.95%1.06%0.80%0.62%1.02%1.59%1.60%1.72%1.49%5.59%3.90%
EFA
iShares MSCI EAFE ETF
2.94%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%2.54%

Drawdowns

MINIX vs. EFA - Drawdown Comparison

The maximum MINIX drawdown since its inception was -48.89%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for MINIX and EFA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.19%
-6.24%
MINIX
EFA

Volatility

MINIX vs. EFA - Volatility Comparison

The current volatility for MFS International Intrinsic Value Fund Class I (MINIX) is 3.68%, while iShares MSCI EAFE ETF (EFA) has a volatility of 4.00%. This indicates that MINIX experiences smaller price fluctuations and is considered to be less risky than EFA 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%JuneJulyAugustSeptemberOctoberNovember
3.68%
4.00%
MINIX
EFA