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

Key characteristics


MINIXRERGX
YTD Return11.42%7.65%
1Y Return21.49%15.60%
3Y Return (Ann)0.45%-4.65%
5Y Return (Ann)6.92%3.03%
10Y Return (Ann)8.30%3.44%
Sharpe Ratio1.671.27
Sortino Ratio2.341.83
Omega Ratio1.291.23
Calmar Ratio1.260.57
Martin Ratio9.345.94
Ulcer Index2.33%2.74%
Daily Std Dev13.03%12.80%
Max Drawdown-48.89%-40.72%
Current Drawdown-5.24%-17.11%

Correlation

-0.50.00.51.00.9

The correlation between MINIX and RERGX 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. RERGX - Performance Comparison

In the year-to-date period, MINIX achieves a 11.42% return, which is significantly higher than RERGX's 7.65% return. Over the past 10 years, MINIX has outperformed RERGX with an annualized return of 8.30%, while RERGX has yielded a comparatively lower 3.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
1.58%
-1.12%
MINIX
RERGX

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MINIX vs. RERGX - Expense Ratio Comparison

MINIX has a 0.72% expense ratio, which is higher than RERGX's 0.46% 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 RERGX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

MINIX vs. RERGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund Class I (MINIX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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 1.67, compared to the broader market0.002.004.001.67
Sortino ratio
The chart of Sortino ratio for MINIX, currently valued at 2.34, compared to the broader market0.005.0010.002.34
Omega ratio
The chart of Omega ratio for MINIX, currently valued at 1.29, compared to the broader market1.002.003.004.001.29
Calmar ratio
The chart of Calmar ratio for MINIX, currently valued at 1.26, compared to the broader market0.005.0010.0015.0020.0025.001.26
Martin ratio
The chart of Martin ratio for MINIX, currently valued at 9.34, compared to the broader market0.0020.0040.0060.0080.00100.009.34
RERGX
Sharpe ratio
The chart of Sharpe ratio for RERGX, currently valued at 1.27, compared to the broader market0.002.004.001.27
Sortino ratio
The chart of Sortino ratio for RERGX, currently valued at 1.83, compared to the broader market0.005.0010.001.83
Omega ratio
The chart of Omega ratio for RERGX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for RERGX, currently valued at 0.57, compared to the broader market0.005.0010.0015.0020.0025.000.57
Martin ratio
The chart of Martin ratio for RERGX, currently valued at 5.94, compared to the broader market0.0020.0040.0060.0080.00100.005.94

MINIX vs. RERGX - Sharpe Ratio Comparison

The current MINIX Sharpe Ratio is 1.67, which is higher than the RERGX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of MINIX and RERGX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.67
1.27
MINIX
RERGX

Dividends

MINIX vs. RERGX - Dividend Comparison

MINIX's dividend yield for the trailing twelve months is around 1.75%, less than RERGX's 1.96% 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%
RERGX
American Funds EuroPacific Growth Fund Class R-6
1.96%2.01%1.47%1.83%0.41%1.39%1.78%1.19%1.64%2.13%1.74%1.25%

Drawdowns

MINIX vs. RERGX - Drawdown Comparison

The maximum MINIX drawdown since its inception was -48.89%, which is greater than RERGX's maximum drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for MINIX and RERGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.24%
-17.11%
MINIX
RERGX

Volatility

MINIX vs. RERGX - Volatility Comparison

MFS International Intrinsic Value Fund Class I (MINIX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX) have volatilities of 3.61% and 3.44%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.61%
3.44%
MINIX
RERGX