MRSIX vs. MEIAX
Compare and contrast key facts about MFS Research International Fund (MRSIX) and MFS Value Fund (MEIAX).
MRSIX is managed by MFS. It was launched on Jan 2, 1997. MEIAX is managed by MFS. It was launched on Jan 2, 1996.
Performance
MRSIX vs. MEIAX - Performance Comparison
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MRSIX vs. MEIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRSIX MFS Research International Fund | -1.59% | 22.61% | 3.06% | 13.44% | -17.33% | 11.87% | 13.18% | 27.98% | -13.98% | 28.38% |
MEIAX MFS Value Fund | -0.62% | 12.97% | 11.60% | 7.92% | -6.25% | 25.11% | 3.71% | 29.73% | -10.11% | 16.97% |
Returns By Period
In the year-to-date period, MRSIX achieves a -1.59% return, which is significantly lower than MEIAX's -0.62% return. Over the past 10 years, MRSIX has underperformed MEIAX with an annualized return of 8.08%, while MEIAX has yielded a comparatively higher 9.47% annualized return.
MRSIX
- 1D
- 0.34%
- 1M
- -11.34%
- YTD
- -1.59%
- 6M
- 2.29%
- 1Y
- 14.99%
- 3Y*
- 9.64%
- 5Y*
- 5.01%
- 10Y*
- 8.08%
MEIAX
- 1D
- 0.22%
- 1M
- -6.36%
- YTD
- -0.62%
- 6M
- 1.54%
- 1Y
- 8.11%
- 3Y*
- 11.15%
- 5Y*
- 7.87%
- 10Y*
- 9.47%
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MRSIX vs. MEIAX - Expense Ratio Comparison
MRSIX has a 0.76% expense ratio, which is lower than MEIAX's 0.80% expense ratio.
Return for Risk
MRSIX vs. MEIAX — Risk / Return Rank
MRSIX
MEIAX
MRSIX vs. MEIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Research International Fund (MRSIX) and MFS Value Fund (MEIAX). 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.
| MRSIX | MEIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.63 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.29 | 0.95 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.75 | +0.34 |
Martin ratioReturn relative to average drawdown | 4.15 | 3.31 | +0.84 |
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
| MRSIX | MEIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.63 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.57 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.57 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.57 | -0.21 |
Correlation
The correlation between MRSIX and MEIAX is 0.67, 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
MRSIX vs. MEIAX - Dividend Comparison
MRSIX's dividend yield for the trailing twelve months is around 5.34%, less than MEIAX's 9.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRSIX MFS Research International Fund | 5.34% | 5.26% | 2.00% | 1.67% | 1.57% | 1.29% | 0.92% | 1.79% | 5.48% | 1.21% | 1.97% | 1.89% |
MEIAX MFS Value Fund | 9.59% | 9.34% | 9.10% | 8.21% | 7.36% | 3.10% | 2.42% | 2.97% | 3.36% | 3.87% | 2.84% | 5.73% |
Drawdowns
MRSIX vs. MEIAX - Drawdown Comparison
The maximum MRSIX drawdown since its inception was -59.56%, which is greater than MEIAX's maximum drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for MRSIX and MEIAX.
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Drawdown Indicators
| MRSIX | MEIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -52.85% | -6.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -11.10% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -30.73% | -17.72% | -13.01% |
Max Drawdown (10Y)Largest decline over 10 years | -30.73% | -36.71% | +5.98% |
Current DrawdownCurrent decline from peak | -11.34% | -6.57% | -4.77% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -6.57% | -6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.51% | +0.54% |
Volatility
MRSIX vs. MEIAX - Volatility Comparison
MFS Research International Fund (MRSIX) has a higher volatility of 6.13% compared to MFS Value Fund (MEIAX) at 3.12%. This indicates that MRSIX's price experiences larger fluctuations and is considered to be riskier than MEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRSIX | MEIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 3.12% | +3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 7.69% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 14.77% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.76% | 13.90% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.41% | 16.54% | -1.13% |