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

Performance

MINIX vs. VIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Intrinsic Value Fund Class I (MINIX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-0.81%
13.67%
MINIX
VIIIX

Returns By Period

In the year-to-date period, MINIX achieves a 8.94% return, which is significantly lower than VIIIX's 25.89% return. Over the past 10 years, MINIX has underperformed VIIIX with an annualized return of 7.94%, while VIIIX has yielded a comparatively higher 12.04% annualized return.


MINIX

YTD

8.94%

1M

-3.28%

6M

-0.81%

1Y

14.34%

5Y (annualized)

6.46%

10Y (annualized)

7.94%

VIIIX

YTD

25.89%

1M

1.79%

6M

13.67%

1Y

30.47%

5Y (annualized)

13.55%

10Y (annualized)

12.04%

Key characteristics


MINIXVIIIX
Sharpe Ratio1.142.52
Sortino Ratio1.603.38
Omega Ratio1.201.46
Calmar Ratio1.053.67
Martin Ratio5.4116.20
Ulcer Index2.69%1.91%
Daily Std Dev12.83%12.30%
Max Drawdown-48.89%-55.18%
Current Drawdown-7.35%-0.81%

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MINIX vs. VIIIX - Expense Ratio Comparison

MINIX has a 0.72% expense ratio, which is higher than VIIIX's 0.02% 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 VIIIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.7

The correlation between MINIX and VIIIX is 0.69, 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.

Risk-Adjusted Performance

MINIX vs. VIIIX - 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 Institutional Index Fund Institutional Plus Shares (VIIIX). 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.


Sharpe ratio
The chart of Sharpe ratio for MINIX, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.005.001.142.52
The chart of Sortino ratio for MINIX, currently valued at 1.60, compared to the broader market0.005.0010.001.603.38
The chart of Omega ratio for MINIX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.46
The chart of Calmar ratio for MINIX, currently valued at 1.05, compared to the broader market0.005.0010.0015.0020.001.053.67
The chart of Martin ratio for MINIX, currently valued at 5.41, compared to the broader market0.0020.0040.0060.0080.00100.005.4116.20
MINIX
VIIIX

The current MINIX Sharpe Ratio is 1.14, which is lower than the VIIIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of MINIX and VIIIX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.14
2.52
MINIX
VIIIX

Dividends

MINIX vs. VIIIX - Dividend Comparison

MINIX's dividend yield for the trailing twelve months is around 1.79%, more than VIIIX's 1.26% yield.


TTM20232022202120202019201820172016201520142013
MINIX
MFS International Intrinsic Value Fund Class I
1.79%1.95%1.06%0.80%0.62%1.02%1.59%1.60%1.72%1.49%5.59%3.90%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
1.26%1.49%1.75%1.30%1.60%1.93%2.14%1.84%2.09%2.47%1.90%1.87%

Drawdowns

MINIX vs. VIIIX - Drawdown Comparison

The maximum MINIX drawdown since its inception was -48.89%, smaller than the maximum VIIIX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for MINIX and VIIIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.35%
-0.81%
MINIX
VIIIX

Volatility

MINIX vs. VIIIX - Volatility Comparison

MFS International Intrinsic Value Fund Class I (MINIX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) have volatilities of 3.95% and 3.96%, 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
3.95%
3.96%
MINIX
VIIIX