MKVIX vs. VEU
Compare and contrast key facts about MFS International Large Cap Value Fund (MKVIX) and Vanguard FTSE All-World ex-US ETF (VEU).
MKVIX is managed by MFS. It was launched on Jun 29, 2020. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
MKVIX vs. VEU - Performance Comparison
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MKVIX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MKVIX MFS International Large Cap Value Fund | 1.66% | 40.03% | 6.63% | 16.13% | -8.82% | 14.82% | 20.04% |
VEU Vanguard FTSE All-World ex-US ETF | 3.60% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 24.36% |
Returns By Period
In the year-to-date period, MKVIX achieves a 1.66% return, which is significantly lower than VEU's 3.60% return.
MKVIX
- 1D
- 2.75%
- 1M
- -5.09%
- YTD
- 1.66%
- 6M
- 8.13%
- 1Y
- 29.39%
- 3Y*
- 17.90%
- 5Y*
- 11.54%
- 10Y*
- —
VEU
- 1D
- 1.32%
- 1M
- -5.22%
- YTD
- 3.60%
- 6M
- 7.76%
- 1Y
- 28.98%
- 3Y*
- 16.19%
- 5Y*
- 7.74%
- 10Y*
- 9.16%
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MKVIX vs. VEU - Expense Ratio Comparison
MKVIX has a 0.71% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
MKVIX vs. VEU — Risk / Return Rank
MKVIX
VEU
MKVIX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Large Cap Value Fund (MKVIX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| MKVIX | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.69 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.51 | 2.32 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.57 | +0.05 |
Martin ratioReturn relative to average drawdown | 10.36 | 9.83 | +0.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MKVIX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.69 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.49 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.23 | +0.73 |
Correlation
The correlation between MKVIX and VEU is 0.91, 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
MKVIX vs. VEU - Dividend Comparison
MKVIX's dividend yield for the trailing twelve months is around 8.28%, more than VEU's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKVIX MFS International Large Cap Value Fund | 8.28% | 8.42% | 7.25% | 4.19% | 2.72% | 3.90% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.88% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
MKVIX vs. VEU - Drawdown Comparison
The maximum MKVIX drawdown since its inception was -26.63%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for MKVIX and VEU.
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Drawdown Indicators
| MKVIX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -61.52% | +34.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -11.43% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -29.31% | +2.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.98% | — |
Current DrawdownCurrent decline from peak | -7.04% | -7.36% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -13.23% | +8.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.99% | -0.27% |
Volatility
MKVIX vs. VEU - Volatility Comparison
The current volatility for MFS International Large Cap Value Fund (MKVIX) is 6.19%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 7.65%. This indicates that MKVIX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MKVIX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 7.65% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 11.61% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 17.25% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 15.83% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 17.13% | -1.68% |