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MIVL vs. CIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MIVL vs. CIL

Last updated Jul 16, 2026
Documentation

MIVL (MFS Active International Value ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds. MIVL is actively managed, while CIL is passively managed. MIVL charges 0.57%/yr vs 0.45%/yr for CIL.

Performance

MIVL vs. CIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Active International Value ETF (MIVL) and VictoryShares International Volatility Wtd ETF (CIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

MIVL

1D
0.98%
1M
1.54%
6M
—
YTD
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

CIL

1D
0.00%
1M
0.00%
6M
2.55%
YTD
5.44%
1Y
15.92%
3Y*
14.44%
5Y*
7.71%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIVL vs. CIL - Yearly Performance Comparison

2026 (YTD)
MIVL
MFS Active International Value ETF		2.00%
CIL
VictoryShares International Volatility Wtd ETF		0.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

MFS Active International Value ETF

VictoryShares International Volatility Wtd ETF

Often compared with CIL:
CIL vs. VYMICIL vs. OVFCIL vs. PPIECIL vs. QLTICIL vs. VXUSCIL vs. BKCICIL vs. ACWX

Return for Risk

MIVL vs. CIL — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CIL
CIL Risk / Return Rank: 8989
Overall Rank
CIL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CIL Sortino Ratio Rank: 9090
Sortino Ratio Rank
CIL Omega Ratio Rank: 9494
Omega Ratio Rank
CIL Calmar Ratio Rank: 8383
Calmar Ratio Rank
CIL Martin Ratio Rank: 9090
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.

MIVL vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Active International Value ETF (MIVL) and VictoryShares International Volatility Wtd ETF (CIL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

MIVLCILDifference
Sharpe ratioReturn per unit of total volatility

—

2.26

—

Sortino ratioReturn per unit of downside risk

—

3.37

—

Omega ratioGain probability vs. loss probability

—

1.56

—

Calmar ratioReturn relative to maximum drawdown

—

3.62

—

Martin ratioReturn relative to average drawdown

—

15.88

—

MIVL vs. CIL - Sharpe Ratio Comparison

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Drawdowns

MIVL vs. CIL - Drawdown Comparison

The maximum MIVL drawdown since its inception was -2.49%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for MIVL and CIL.

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Drawdown Indicators

MIVLCILDifference

Max Drawdown

Largest peak-to-trough decline

-2.49%

-36.27%

+33.78%

Max Drawdown (1Y)

Largest decline over 1 year

—

-4.60%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-11.96%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-29.89%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.27%

—

Current Drawdown

Current decline from peak

0.00%

-0.58%

+0.58%

Average Drawdown

Average peak-to-trough decline

-1.09%

-6.49%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

1.05%

—

Volatility

MIVL vs. CIL - Volatility Comparison

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Volatility by Period

MIVLCILDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

0.00%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

2.87%

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.09%

7.41%

+6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

16.44%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

16.75%

-2.66%

MIVL vs. CIL - Expense Ratio Comparison

MIVL has a 0.57% expense ratio, which is higher than CIL's 0.45% expense ratio.

Dividends

MIVL vs. CIL - Dividend Comparison

MIVL has not paid dividends to shareholders, while CIL's dividend yield for the trailing twelve months is around 1.05%.

PositionTTM20252024202320222021202020192018201720162015
CIL
VictoryShares International Volatility Wtd ETF		1.05%2.70%3.46%2.91%2.41%3.04%1.73%2.69%2.85%2.17%2.34%0.43%
MIVL
MFS Active International Value ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

On fees, CIL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CIL is cheaper with a 0.45% expense ratio, compared with 0.57% for MIVL.

CIL has the higher dividend yield at 1.05%, compared with 0.00% for MIVL.

They also come from different issuers: MFS and Crestview. Their fees differ too: 0.57% for MIVL and 0.45% for CIL.

Portfolio Optimizer

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