MSFRX vs. MIEIX
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and MFS International Equity Fund Class R6 (MIEIX).
MSFRX is managed by MFS. It was launched on Oct 5, 1970. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Performance
MSFRX vs. MIEIX - Performance Comparison
Loading graphics...
MSFRX vs. MIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 0.40% | 10.98% | 14.73% | 10.34% | -9.70% | 14.00% | 9.72% | 20.20% | -5.80% | 12.18% |
MIEIX MFS International Equity Fund Class R6 | -6.55% | 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, MSFRX achieves a 0.40% return, which is significantly higher than MIEIX's -6.55% return. Over the past 10 years, MSFRX has underperformed MIEIX with an annualized return of 7.92%, while MIEIX has yielded a comparatively higher 9.04% annualized return.
MSFRX
- 1D
- 0.37%
- 1M
- -4.56%
- YTD
- 0.40%
- 6M
- 2.34%
- 1Y
- 8.41%
- 3Y*
- 11.76%
- 5Y*
- 6.78%
- 10Y*
- 7.92%
MIEIX
- 1D
- 0.48%
- 1M
- -10.84%
- YTD
- -6.55%
- 6M
- -3.47%
- 1Y
- 8.02%
- 3Y*
- 9.09%
- 5Y*
- 6.72%
- 10Y*
- 9.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSFRX vs. MIEIX - Expense Ratio Comparison
MSFRX has a 0.72% expense ratio, which is higher than MIEIX's 0.68% expense ratio.
Return for Risk
MSFRX vs. MIEIX — Risk / Return Rank
MSFRX
MIEIX
MSFRX vs. MIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) 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.
| MSFRX | MIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.45 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.68 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.10 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.52 | +0.62 |
Martin ratioReturn relative to average drawdown | 4.83 | 1.93 | +2.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MSFRX | MIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.45 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.44 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.57 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.45 | +0.20 |
Correlation
The correlation between MSFRX and MIEIX is 0.66, 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
MSFRX vs. MIEIX - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 8.74%, more than MIEIX's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 8.74% | 8.93% | 14.87% | 6.19% | 5.38% | 8.33% | 6.93% | 3.22% | 4.99% | 5.67% | 3.54% | 5.55% |
MIEIX MFS International Equity Fund Class R6 | 2.87% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
Drawdowns
MSFRX vs. MIEIX - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -37.28%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for MSFRX and MIEIX.
Loading graphics...
Drawdown Indicators
| MSFRX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -53.13% | +15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -11.26% | +3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -28.07% | +11.05% |
Max Drawdown (10Y)Largest decline over 10 years | -24.70% | -31.35% | +6.65% |
Current DrawdownCurrent decline from peak | -4.61% | -10.84% | +6.23% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -9.01% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 3.04% | -1.27% |
Volatility
MSFRX vs. MIEIX - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 2.28%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.03%. This indicates that MSFRX 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.
Loading graphics...
Volatility by Period
| MSFRX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 6.03% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 9.42% | -4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 14.88% | -5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.75% | 15.24% | -5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.45% | 15.90% | -5.45% |