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

Performance

MINIX vs. VTSNX - 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 Total International Stock Index Fund Institutional Shares (VTSNX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
-2.82%
-1.85%
MINIX
VTSNX

Returns By Period

In the year-to-date period, MINIX achieves a 7.89% return, which is significantly higher than VTSNX's 5.78% return. Over the past 10 years, MINIX has outperformed VTSNX with an annualized return of 7.90%, while VTSNX has yielded a comparatively lower 4.79% annualized return.


MINIX

YTD

7.89%

1M

-5.54%

6M

-2.40%

1Y

13.75%

5Y (annualized)

6.09%

10Y (annualized)

7.90%

VTSNX

YTD

5.78%

1M

-4.91%

6M

-1.78%

1Y

13.35%

5Y (annualized)

5.22%

10Y (annualized)

4.79%

Key characteristics


MINIXVTSNX
Sharpe Ratio1.141.07
Sortino Ratio1.601.54
Omega Ratio1.201.19
Calmar Ratio0.961.06
Martin Ratio5.795.56
Ulcer Index2.52%2.32%
Daily Std Dev12.85%12.06%
Max Drawdown-48.89%-35.78%
Current Drawdown-8.23%-7.60%

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MINIX vs. VTSNX - Expense Ratio Comparison

MINIX has a 0.72% expense ratio, which is higher than VTSNX's 0.08% 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 VTSNX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Correlation

-0.50.00.51.00.9

The correlation between MINIX and VTSNX 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.

Risk-Adjusted Performance

MINIX vs. VTSNX - 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 Institutional Shares (VTSNX). 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 market0.002.004.001.141.07
The chart of Sortino ratio for MINIX, currently valued at 1.60, compared to the broader market0.005.0010.001.601.54
The chart of Omega ratio for MINIX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.19
The chart of Calmar ratio for MINIX, currently valued at 0.96, compared to the broader market0.005.0010.0015.0020.0025.000.961.06
The chart of Martin ratio for MINIX, currently valued at 5.79, compared to the broader market0.0020.0040.0060.0080.00100.005.795.56
MINIX
VTSNX

The current MINIX Sharpe Ratio is 1.14, which is comparable to the VTSNX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of MINIX and VTSNX, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.14
1.07
MINIX
VTSNX

Dividends

MINIX vs. VTSNX - Dividend Comparison

MINIX's dividend yield for the trailing twelve months is around 1.81%, less than VTSNX's 3.02% yield.


TTM20232022202120202019201820172016201520142013
MINIX
MFS International Intrinsic Value Fund Class I
1.81%1.95%1.06%0.80%0.62%1.02%1.59%1.60%1.72%1.49%5.59%3.90%
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
3.02%3.24%3.08%3.08%2.13%3.07%3.19%2.75%2.95%2.86%3.42%2.72%

Drawdowns

MINIX vs. VTSNX - Drawdown Comparison

The maximum MINIX drawdown since its inception was -48.89%, which is greater than VTSNX's maximum drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for MINIX and VTSNX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.23%
-7.60%
MINIX
VTSNX

Volatility

MINIX vs. VTSNX - Volatility Comparison

MFS International Intrinsic Value Fund Class I (MINIX) has a higher volatility of 3.92% compared to Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) at 3.58%. This indicates that MINIX's price experiences larger fluctuations and is considered to be riskier than VTSNX 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
3.92%
3.58%
MINIX
VTSNX