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MKVIX vs. MFEKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MKVIX vs. MFEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Large Cap Value Fund (MKVIX) and MFS Growth R6 (MFEKX). The values are adjusted to include any dividend payments, if applicable.

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MKVIX vs. MFEKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MKVIX
MFS International Large Cap Value Fund
-1.07%40.03%6.63%16.13%-8.82%14.82%20.04%
MFEKX
MFS Growth R6
-13.60%12.44%49.62%36.27%-31.07%23.71%19.76%

Returns By Period

In the year-to-date period, MKVIX achieves a -1.07% return, which is significantly higher than MFEKX's -13.60% return.


MKVIX

1D
0.42%
1M
-9.53%
YTD
-1.07%
6M
5.53%
1Y
26.10%
3Y*
16.84%
5Y*
11.16%
10Y*

MFEKX

1D
-0.58%
1M
-9.05%
YTD
-13.60%
6M
-14.18%
1Y
6.63%
3Y*
21.39%
5Y*
10.96%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MKVIX vs. MFEKX - Expense Ratio Comparison

MKVIX has a 0.71% expense ratio, which is higher than MFEKX's 0.51% expense ratio.


Return for Risk

MKVIX vs. MFEKX — Risk / Return Rank

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

MKVIX
MKVIX Risk / Return Rank: 8484
Overall Rank
MKVIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MKVIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MKVIX Omega Ratio Rank: 8282
Omega Ratio Rank
MKVIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
MKVIX Martin Ratio Rank: 8484
Martin Ratio Rank

MFEKX
MFEKX Risk / Return Rank: 1212
Overall Rank
MFEKX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1111
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.

MKVIX vs. MFEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Large Cap Value Fund (MKVIX) and MFS Growth R6 (MFEKX). 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.


MKVIXMFEKXDifference

Sharpe ratio

Return per unit of total volatility

1.68

0.31

+1.37

Sortino ratio

Return per unit of downside risk

2.15

0.59

+1.55

Omega ratio

Gain probability vs. loss probability

1.33

1.08

+0.25

Calmar ratio

Return relative to maximum drawdown

2.08

0.22

+1.86

Martin ratio

Return relative to average drawdown

8.62

0.76

+7.86

MKVIX vs. MFEKX - Sharpe Ratio Comparison

The current MKVIX Sharpe Ratio is 1.68, which is higher than the MFEKX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of MKVIX and MFEKX, 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


MKVIXMFEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

0.31

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.50

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.80

+0.13

Correlation

The correlation between MKVIX and MFEKX is 0.57, 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.


Dividends

MKVIX vs. MFEKX - Dividend Comparison

MKVIX's dividend yield for the trailing twelve months is around 8.51%, less than MFEKX's 17.15% yield.


TTM20252024202320222021202020192018201720162015
MKVIX
MFS International Large Cap Value Fund
8.51%8.42%7.25%4.19%2.72%3.90%0.49%0.00%0.00%0.00%0.00%0.00%
MFEKX
MFS Growth R6
17.15%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%

Drawdowns

MKVIX vs. MFEKX - Drawdown Comparison

The maximum MKVIX drawdown since its inception was -26.63%, smaller than the maximum MFEKX drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for MKVIX and MFEKX.


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Drawdown Indicators


MKVIXMFEKXDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-36.06%

+9.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-17.27%

+6.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-36.06%

+9.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

Current Drawdown

Current decline from peak

-9.53%

-17.27%

+7.74%

Average Drawdown

Average peak-to-trough decline

-4.35%

-5.66%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

5.05%

-2.29%

Volatility

MKVIX vs. MFEKX - Volatility Comparison

MFS International Large Cap Value Fund (MKVIX) and MFS Growth R6 (MFEKX) have volatilities of 5.61% and 5.57%, 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


MKVIXMFEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

5.57%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

12.05%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.87%

21.56%

-6.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

21.86%

-6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

21.12%

-5.71%