MLVHX vs. IFTIX
MLVHX (MFS Low Volatility Equity Fund) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - MLVHX is a Low Volatility fund managed by MFS, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, MLVHX returned 10.57%/yr vs 9.65%/yr for IFTIX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. MLVHX charges 0.67%/yr vs 0.72%/yr for IFTIX.
Performance
MLVHX vs. IFTIX - Performance Comparison
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Returns By Period
In the year-to-date period, MLVHX achieves a 6.72% return, which is significantly lower than IFTIX's 15.40% return. Over the past 10 years, MLVHX has outperformed IFTIX with an annualized return of 10.57%, while IFTIX has yielded a comparatively lower 9.65% annualized return.
MLVHX
- 1D
- -0.74%
- 1M
- 1.07%
- 6M
- 4.42%
- YTD
- 6.72%
- 1Y
- 12.87%
- 3Y*
- 11.61%
- 5Y*
- 7.30%
- 10Y*
- 10.57%
- ALL TIME*
- 10.63%
IFTIX
- 1D
- 1.56%
- 1M
- 5.94%
- 6M
- 10.86%
- YTD
- 15.40%
- 1Y
- 27.14%
- 3Y*
- 20.70%
- 5Y*
- 12.65%
- 10Y*
- 9.65%
- ALL TIME*
- 6.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MLVHX vs. IFTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MLVHX MFS Low Volatility Equity Fund | 6.72% | 9.96% | 13.91% | 12.40% | -10.84% | 25.42% | 11.63% | 27.17% | -1.22% | 16.17% |
IFTIX Voya International High Dividend Low Volatility Portfolio | 15.40% | 37.73% | 7.31% | 14.73% | -8.89% | 12.10% | -0.52% | 16.67% | -14.95% | 22.34% |
Correlation
The correlation between MLVHX and IFTIX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2013 | 0.64 |
The correlation between MLVHX and IFTIX shifts across timeframes, from 0.46 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MLVHX vs. IFTIX — Risk / Return Rank
MLVHX
IFTIX
MLVHX vs. IFTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Low Volatility Equity Fund (MLVHX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). 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.
| MLVHX | IFTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.45 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 3.45 | -2.06 |
| Martin ratioReturn relative to average drawdown | 4.33 | 11.19 | -6.85 |
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Drawdowns
MLVHX vs. IFTIX - Drawdown Comparison
The maximum MLVHX drawdown since its inception was -34.14%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for MLVHX and IFTIX.
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Drawdown Indicators
| MLVHX | IFTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -57.91% | +23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -8.44% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -20.92% | -10.20% | -10.72% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -25.56% | +4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -34.14% | -37.08% | +2.94% |
Current DrawdownCurrent decline from peak | -1.21% | 0.00% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -11.47% | +7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.53% | +0.13% |
Volatility
MLVHX vs. IFTIX - Volatility Comparison
The current volatility for MFS Low Volatility Equity Fund (MLVHX) is 3.22%, while Voya International High Dividend Low Volatility Portfolio (IFTIX) has a volatility of 3.39%. This indicates that MLVHX experiences smaller price fluctuations and is considered to be less risky than IFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MLVHX | IFTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.39% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 9.67% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.71% | 12.14% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 13.47% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 14.41% | +1.81% |
MLVHX vs. IFTIX - Expense Ratio Comparison
MLVHX has a 0.67% expense ratio, which is lower than IFTIX's 0.72% expense ratio.
Dividends
MLVHX vs. IFTIX - Dividend Comparison
MLVHX's dividend yield for the trailing twelve months is around 14.37%, less than IFTIX's 40.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFTIX Voya International High Dividend Low Volatility Portfolio | 40.11% | 5.45% | 4.88% | 4.42% | 4.87% | 2.41% | 17.71% | 10.80% | 2.45% | 1.89% | 3.45% | 4.29% |
MLVHX MFS Low Volatility Equity Fund | 14.37% | 15.40% | 13.51% | 6.47% | 13.00% | 5.33% | 1.25% | 1.17% | 4.99% | 2.23% | 1.19% | 1.90% |
Frequently Asked Questions
MLVHX and IFTIX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IFTIX has higher volatility (3.39%) compared to MLVHX (3.22%). In terms of maximum drawdown, MLVHX dropped -34.14% vs IFTIX's -57.91%.
IFTIX currently has the higher Sharpe Ratio (2.41 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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