MINIX vs. EFA
Compare and contrast key facts about MFS International Intrinsic Value Fund Class I (MINIX) and iShares MSCI EAFE ETF (EFA).
MINIX is managed by MFS. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MINIX or EFA.
Performance
MINIX vs. EFA - Performance Comparison
Returns By Period
In the year-to-date period, MINIX achieves a 8.59% return, which is significantly higher than EFA's 4.30% return. Over the past 10 years, MINIX has outperformed EFA with an annualized return of 7.94%, while EFA has yielded a comparatively lower 4.90% annualized return.
MINIX
8.59%
-4.06%
-1.46%
14.21%
6.39%
7.94%
EFA
4.30%
-4.61%
-2.74%
10.76%
5.55%
4.90%
Key characteristics
| MINIX | EFA | |
|---|---|---|
| Sharpe Ratio | 1.10 | 0.81 |
| Sortino Ratio | 1.55 | 1.19 |
| Omega Ratio | 1.19 | 1.14 |
| Calmar Ratio | 1.01 | 1.20 |
| Martin Ratio | 5.32 | 3.68 |
| Ulcer Index | 2.65% | 2.81% |
| Daily Std Dev | 12.82% | 12.71% |
| Max Drawdown | -48.89% | -61.04% |
| Current Drawdown | -7.64% | -8.52% |
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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.
Correlation
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.
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.
Dividends
MINIX vs. EFA - Dividend Comparison
MINIX's dividend yield for the trailing twelve months is around 1.80%, less than EFA's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MINIX MFS International Intrinsic Value Fund Class I | 1.80% | 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 | 3.01% | 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.
Volatility
MINIX vs. EFA - Volatility Comparison
MFS International Intrinsic Value Fund Class I (MINIX) and iShares MSCI EAFE ETF (EFA) have volatilities of 3.97% and 3.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.