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

Key characteristics


MINIXVIIIX
YTD Return11.47%26.79%
1Y Return21.81%37.87%
3Y Return (Ann)0.48%8.11%
5Y Return (Ann)7.04%13.85%
10Y Return (Ann)8.30%12.29%
Sharpe Ratio1.722.95
Sortino Ratio2.403.95
Omega Ratio1.301.55
Calmar Ratio1.303.46
Martin Ratio9.6919.36
Ulcer Index2.31%1.90%
Daily Std Dev13.01%12.45%
Max Drawdown-48.89%-55.18%
Current Drawdown-5.19%0.00%

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.

Performance

MINIX vs. VIIIX - Performance Comparison

In the year-to-date period, MINIX achieves a 11.47% return, which is significantly lower than VIIIX's 26.79% return. Over the past 10 years, MINIX has underperformed VIIIX with an annualized return of 8.30%, while VIIIX has yielded a comparatively higher 12.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
1.65%
15.56%
MINIX
VIIIX

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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%

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.


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
VIIIX
Sharpe ratio
The chart of Sharpe ratio for VIIIX, currently valued at 2.95, compared to the broader market0.002.004.002.95
Sortino ratio
The chart of Sortino ratio for VIIIX, currently valued at 3.95, compared to the broader market0.005.0010.003.95
Omega ratio
The chart of Omega ratio for VIIIX, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for VIIIX, currently valued at 3.46, compared to the broader market0.005.0010.0015.0020.0025.003.46
Martin ratio
The chart of Martin ratio for VIIIX, currently valued at 19.36, compared to the broader market0.0020.0040.0060.0080.00100.0019.36

MINIX vs. VIIIX - Sharpe Ratio Comparison

The current MINIX Sharpe Ratio is 1.72, which is lower than the VIIIX Sharpe Ratio of 2.95. 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
1.72
2.95
MINIX
VIIIX

Dividends

MINIX vs. VIIIX - Dividend Comparison

MINIX's dividend yield for the trailing twelve months is around 1.75%, more than VIIIX's 1.25% 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%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
1.25%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
-5.19%
0
MINIX
VIIIX

Volatility

MINIX vs. VIIIX - Volatility Comparison

The current volatility for MFS International Intrinsic Value Fund Class I (MINIX) is 3.68%, while Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) has a volatility of 3.91%. This indicates that MINIX experiences smaller price fluctuations and is considered to be less risky than VIIIX 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%
3.91%
MINIX
VIIIX