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MWNIX vs. ACINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWNIX vs. ACINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International New Discovery Fund (MWNIX) and Columbia Acorn International Fund (ACINX). The values are adjusted to include any dividend payments, if applicable.

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MWNIX vs. ACINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MWNIX
MFS International New Discovery Fund
-4.10%16.88%0.90%13.03%-18.63%5.06%9.98%22.85%-10.41%30.67%
ACINX
Columbia Acorn International Fund
-6.82%12.52%-6.57%19.57%-33.64%12.92%15.15%29.84%-18.35%31.20%

Returns By Period

In the year-to-date period, MWNIX achieves a -4.10% return, which is significantly higher than ACINX's -6.82% return. Over the past 10 years, MWNIX has outperformed ACINX with an annualized return of 5.54%, while ACINX has yielded a comparatively lower 3.31% annualized return.


MWNIX

1D
-0.25%
1M
-11.78%
YTD
-4.10%
6M
-4.89%
1Y
9.37%
3Y*
6.45%
5Y*
1.70%
10Y*
5.54%

ACINX

1D
-0.60%
1M
-14.23%
YTD
-6.82%
6M
-8.93%
1Y
6.37%
3Y*
1.77%
5Y*
-2.55%
10Y*
3.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWNIX vs. ACINX - Expense Ratio Comparison

MWNIX has a 1.03% expense ratio, which is higher than ACINX's 0.97% expense ratio.


Return for Risk

MWNIX vs. ACINX — Risk / Return Rank

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

MWNIX
MWNIX Risk / Return Rank: 2323
Overall Rank
MWNIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MWNIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MWNIX Omega Ratio Rank: 2323
Omega Ratio Rank
MWNIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MWNIX Martin Ratio Rank: 2222
Martin Ratio Rank

ACINX
ACINX Risk / Return Rank: 1111
Overall Rank
ACINX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ACINX Sortino Ratio Rank: 1111
Sortino Ratio Rank
ACINX Omega Ratio Rank: 1111
Omega Ratio Rank
ACINX Calmar Ratio Rank: 1111
Calmar Ratio Rank
ACINX Martin Ratio Rank: 1111
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.

MWNIX vs. ACINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International New Discovery Fund (MWNIX) and Columbia Acorn International Fund (ACINX). 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.


MWNIXACINXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.29

+0.39

Sortino ratio

Return per unit of downside risk

0.93

0.52

+0.42

Omega ratio

Gain probability vs. loss probability

1.13

1.07

+0.07

Calmar ratio

Return relative to maximum drawdown

0.63

0.25

+0.38

Martin ratio

Return relative to average drawdown

2.39

0.87

+1.53

MWNIX vs. ACINX - Sharpe Ratio Comparison

The current MWNIX Sharpe Ratio is 0.68, which is higher than the ACINX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of MWNIX and ACINX, 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


MWNIXACINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.29

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.14

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.18

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.50

+0.06

Correlation

The correlation between MWNIX and ACINX is 0.89, 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

MWNIX vs. ACINX - Dividend Comparison

MWNIX's dividend yield for the trailing twelve months is around 3.38%, less than ACINX's 6.35% yield.


TTM20252024202320222021202020192018201720162015
MWNIX
MFS International New Discovery Fund
3.38%3.24%7.61%4.05%5.68%5.06%3.90%2.67%6.68%1.63%1.09%1.12%
ACINX
Columbia Acorn International Fund
6.35%5.92%10.97%0.00%3.12%16.16%12.94%11.09%29.07%6.17%1.33%5.34%

Drawdowns

MWNIX vs. ACINX - Drawdown Comparison

The maximum MWNIX drawdown since its inception was -58.38%, roughly equal to the maximum ACINX drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for MWNIX and ACINX.


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Drawdown Indicators


MWNIXACINXDifference

Max Drawdown

Largest peak-to-trough decline

-58.38%

-60.92%

+2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-14.23%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

-46.12%

+12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-34.72%

-46.12%

+11.40%

Current Drawdown

Current decline from peak

-11.78%

-25.30%

+13.52%

Average Drawdown

Average peak-to-trough decline

-9.61%

-15.71%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

4.10%

-1.01%

Volatility

MWNIX vs. ACINX - Volatility Comparison

The current volatility for MFS International New Discovery Fund (MWNIX) is 5.09%, while Columbia Acorn International Fund (ACINX) has a volatility of 7.54%. This indicates that MWNIX experiences smaller price fluctuations and is considered to be less risky than ACINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWNIXACINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

7.54%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

12.57%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

17.83%

-5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.02%

18.87%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

18.13%

-4.23%