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MRSAX vs. MIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRSAX vs. MIEIX - Performance Comparison

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

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MRSAX vs. MIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRSAX
MFS Research International A
-1.65%22.31%2.83%13.11%-17.52%11.62%12.90%27.67%-14.20%28.05%
MIEIX
MFS International Equity Fund Class R6
-3.84%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, MRSAX achieves a -1.65% return, which is significantly higher than MIEIX's -3.84% return. Over the past 10 years, MRSAX has underperformed MIEIX with an annualized return of 7.81%, while MIEIX has yielded a comparatively higher 9.35% annualized return.


MRSAX

1D
0.35%
1M
-9.52%
YTD
-1.65%
6M
1.56%
1Y
14.22%
3Y*
9.36%
5Y*
4.75%
10Y*
7.81%

MIEIX

1D
2.90%
1M
-6.16%
YTD
-3.84%
6M
-1.01%
1Y
10.82%
3Y*
10.14%
5Y*
7.09%
10Y*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MRSAX vs. MIEIX - Expense Ratio Comparison

MRSAX has a 1.04% expense ratio, which is higher than MIEIX's 0.68% expense ratio.


Return for Risk

MRSAX vs. MIEIX — Risk / Return Rank

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

MRSAX
MRSAX Risk / Return Rank: 3939
Overall Rank
MRSAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MRSAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MRSAX Omega Ratio Rank: 3838
Omega Ratio Rank
MRSAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MRSAX Martin Ratio Rank: 3838
Martin Ratio Rank

MIEIX
MIEIX Risk / Return Rank: 2828
Overall Rank
MIEIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MIEIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MIEIX Omega Ratio Rank: 2525
Omega Ratio Rank
MIEIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MIEIX Martin Ratio Rank: 2929
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.

MRSAX vs. MIEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Research International A (MRSAX) 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.


MRSAXMIEIXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.74

+0.17

Sortino ratio

Return per unit of downside risk

1.27

1.05

+0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.06

0.87

+0.19

Martin ratio

Return relative to average drawdown

4.04

3.23

+0.81

MRSAX vs. MIEIX - Sharpe Ratio Comparison

The current MRSAX Sharpe Ratio is 0.91, which is comparable to the MIEIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of MRSAX 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


MRSAXMIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.74

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.47

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.59

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.45

-0.10

Correlation

The correlation between MRSAX and MIEIX is 0.96, 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

MRSAX vs. MIEIX - Dividend Comparison

MRSAX's dividend yield for the trailing twelve months is around 5.32%, more than MIEIX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
MRSAX
MFS Research International A
5.32%5.23%1.81%1.49%1.37%1.04%0.73%1.63%5.41%1.04%1.71%1.67%
MIEIX
MFS International Equity Fund Class R6
2.79%2.68%1.47%1.67%1.26%5.40%1.00%3.12%1.63%1.85%1.78%1.71%

Drawdowns

MRSAX vs. MIEIX - Drawdown Comparison

The maximum MRSAX drawdown since its inception was -59.76%, which is greater than MIEIX's maximum drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for MRSAX and MIEIX.


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Drawdown Indicators


MRSAXMIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.76%

-53.13%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-11.26%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-30.93%

-28.07%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

-31.35%

+0.42%

Current Drawdown

Current decline from peak

-11.37%

-8.25%

-3.12%

Average Drawdown

Average peak-to-trough decline

-13.15%

-9.01%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.04%

+0.02%

Volatility

MRSAX vs. MIEIX - Volatility Comparison

The current volatility for MFS Research International A (MRSAX) is 6.12%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.65%. This indicates that MRSAX experiences smaller price fluctuations and is considered to be less risky than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRSAXMIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

6.65%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

9.84%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

15.13%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

15.29%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

15.92%

-0.50%