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MINJX vs. MIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MINJX vs. MIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Intrinsic Value Fund Class R6 (MINJX) and MFS International Equity Fund Class R6 (MIEIX). The values are adjusted to include any dividend payments, if applicable.

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MINJX vs. MIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MINJX
MFS International Intrinsic Value Fund Class R6
-3.26%33.23%7.45%18.18%-22.97%10.67%20.57%26.01%-8.90%27.25%
MIEIX
MFS International Equity Fund Class R6
-6.55%23.22%4.13%19.06%-14.82%15.13%11.11%28.42%-10.66%28.01%

Returns By Period

In the year-to-date period, MINJX achieves a -3.26% return, which is significantly higher than MIEIX's -6.55% return. Over the past 10 years, MINJX has outperformed MIEIX with an annualized return of 9.69%, while MIEIX has yielded a comparatively lower 9.04% annualized return.


MINJX

1D
0.31%
1M
-11.89%
YTD
-3.26%
6M
0.77%
1Y
18.77%
3Y*
14.48%
5Y*
7.26%
10Y*
9.69%

MIEIX

1D
0.48%
1M
-10.84%
YTD
-6.55%
6M
-3.47%
1Y
8.02%
3Y*
9.09%
5Y*
6.72%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MINJX vs. MIEIX - Expense Ratio Comparison

MINJX has a 0.66% expense ratio, which is lower than MIEIX's 0.68% expense ratio.


Return for Risk

MINJX vs. MIEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MINJX
MINJX Risk / Return Rank: 5858
Overall Rank
MINJX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MINJX Sortino Ratio Rank: 5959
Sortino Ratio Rank
MINJX Omega Ratio Rank: 5858
Omega Ratio Rank
MINJX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MINJX Martin Ratio Rank: 5555
Martin Ratio Rank

MIEIX
MIEIX Risk / Return Rank: 1717
Overall Rank
MIEIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MIEIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MIEIX Omega Ratio Rank: 1616
Omega Ratio Rank
MIEIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MIEIX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MINJX vs. MIEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Intrinsic Value Fund Class R6 (MINJX) and MFS International Equity Fund Class R6 (MIEIX). 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.


MINJXMIEIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.45

+0.68

Sortino ratio

Return per unit of downside risk

1.53

0.68

+0.85

Omega ratio

Gain probability vs. loss probability

1.22

1.10

+0.13

Calmar ratio

Return relative to maximum drawdown

1.34

0.52

+0.82

Martin ratio

Return relative to average drawdown

5.31

1.93

+3.38

MINJX vs. MIEIX - Sharpe Ratio Comparison

The current MINJX Sharpe Ratio is 1.13, which is higher than the MIEIX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of MINJX and MIEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MINJXMIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.45

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.44

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.57

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.45

-0.10

Correlation

The correlation between MINJX and MIEIX is 0.94, 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.


Dividends

MINJX vs. MIEIX - Dividend Comparison

MINJX's dividend yield for the trailing twelve months is around 8.87%, more than MIEIX's 2.87% yield.


TTM20252024202320222021202020192018201720162015
MINJX
MFS International Intrinsic Value Fund Class R6
8.87%8.58%13.14%12.16%14.96%7.71%5.62%4.23%4.84%2.85%2.02%3.43%
MIEIX
MFS International Equity Fund Class R6
2.87%2.68%1.47%1.67%1.26%5.40%1.00%3.12%1.63%1.85%1.78%1.71%

Drawdowns

MINJX vs. MIEIX - Drawdown Comparison

The maximum MINJX drawdown since its inception was -60.23%, which is greater than MIEIX's maximum drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for MINJX and MIEIX.


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Drawdown Indicators


MINJXMIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.23%

-53.13%

-7.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-11.26%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-37.01%

-28.07%

-8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-37.01%

-31.35%

-5.66%

Current Drawdown

Current decline from peak

-11.89%

-10.84%

-1.05%

Average Drawdown

Average peak-to-trough decline

-12.59%

-9.01%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.04%

+0.09%

Volatility

MINJX vs. MIEIX - Volatility Comparison

MFS International Intrinsic Value Fund Class R6 (MINJX) and MFS International Equity Fund Class R6 (MIEIX) have volatilities of 5.97% and 6.03%, 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.


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Volatility by Period


MINJXMIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

6.03%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

9.42%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

14.88%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

15.24%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

15.90%

-0.34%