MINIX vs. VGTSX
Compare and contrast key facts about MFS International Intrinsic Value Fund Class I (MINIX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX).
MINIX is managed by MFS. VGTSX is managed by Vanguard. It was launched on Apr 29, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MINIX or VGTSX.
Key characteristics
| MINIX | VGTSX | |
|---|---|---|
| YTD Return | 8.29% | 6.28% |
| 1Y Return | 14.76% | 13.84% |
| 3Y Return (Ann) | -0.51% | 0.26% |
| 5Y Return (Ann) | 6.27% | 5.24% |
| 10Y Return (Ann) | 7.98% | 4.79% |
| Sharpe Ratio | 1.39 | 1.35 |
| Sortino Ratio | 1.96 | 1.92 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 1.20 | 1.33 |
| Martin Ratio | 7.56 | 7.44 |
| Ulcer Index | 2.42% | 2.23% |
| Daily Std Dev | 13.20% | 12.26% |
| Max Drawdown | -48.89% | -61.48% |
| Current Drawdown | -7.90% | -7.11% |
Correlation
The correlation between MINIX and VGTSX is 0.89, 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. VGTSX - Performance Comparison
In the year-to-date period, MINIX achieves a 8.29% return, which is significantly higher than VGTSX's 6.28% return. Over the past 10 years, MINIX has outperformed VGTSX with an annualized return of 7.98%, while VGTSX has yielded a comparatively lower 4.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MINIX vs. VGTSX - Expense Ratio Comparison
MINIX has a 0.72% expense ratio, which is higher than VGTSX's 0.17% expense ratio.
Risk-Adjusted Performance
MINIX vs. VGTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund Class I (MINIX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX). 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. VGTSX - Dividend Comparison
MINIX's dividend yield for the trailing twelve months is around 1.80%, less than VGTSX's 2.91% 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% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.91% | 3.15% | 2.98% | 2.99% | 2.06% | 2.98% | 3.09% | 2.69% | 2.86% | 2.77% | 3.32% | 2.63% |
Drawdowns
MINIX vs. VGTSX - Drawdown Comparison
The maximum MINIX drawdown since its inception was -48.89%, smaller than the maximum VGTSX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for MINIX and VGTSX. For additional features, visit the drawdowns tool.
Volatility
MINIX vs. VGTSX - Volatility Comparison
MFS International Intrinsic Value Fund Class I (MINIX) has a higher volatility of 3.99% compared to Vanguard Total International Stock Index Fund Investor Shares (VGTSX) at 3.66%. This indicates that MINIX's price experiences larger fluctuations and is considered to be riskier than VGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.