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MWNIX vs. FIXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWNIX vs. FIXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International New Discovery Fund (MWNIX) and Fidelity Advisor International Small Cap Fund Class I (FIXIX). The values are adjusted to include any dividend payments, if applicable.

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MWNIX vs. FIXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MWNIX
MFS International New Discovery Fund
-1.93%16.88%0.90%13.03%-18.63%5.06%9.98%22.85%-10.41%30.67%
FIXIX
Fidelity Advisor International Small Cap Fund Class I
-0.22%24.65%0.02%19.63%-16.66%13.44%9.97%21.45%-16.09%31.49%

Returns By Period

In the year-to-date period, MWNIX achieves a -1.93% return, which is significantly lower than FIXIX's -0.22% return. Over the past 10 years, MWNIX has underperformed FIXIX with an annualized return of 5.78%, while FIXIX has yielded a comparatively higher 8.26% annualized return.


MWNIX

1D
2.26%
1M
-8.30%
YTD
-1.93%
6M
-2.76%
1Y
11.40%
3Y*
7.25%
5Y*
1.94%
10Y*
5.78%

FIXIX

1D
2.35%
1M
-6.49%
YTD
-0.22%
6M
1.62%
1Y
18.06%
3Y*
11.11%
5Y*
5.34%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWNIX vs. FIXIX - Expense Ratio Comparison

MWNIX has a 1.03% expense ratio, which is higher than FIXIX's 1.02% expense ratio.


Return for Risk

MWNIX vs. FIXIX — Risk / Return Rank

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

MWNIX
MWNIX Risk / Return Rank: 3333
Overall Rank
MWNIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MWNIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
MWNIX Omega Ratio Rank: 3636
Omega Ratio Rank
MWNIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MWNIX Martin Ratio Rank: 2626
Martin Ratio Rank

FIXIX
FIXIX Risk / Return Rank: 6767
Overall Rank
FIXIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FIXIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FIXIX Omega Ratio Rank: 7171
Omega Ratio Rank
FIXIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FIXIX Martin Ratio Rank: 5757
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. FIXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International New Discovery Fund (MWNIX) and Fidelity Advisor International Small Cap Fund Class I (FIXIX). 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.


MWNIXFIXIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.39

-0.42

Sortino ratio

Return per unit of downside risk

1.31

1.83

-0.53

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

0.90

1.60

-0.70

Martin ratio

Return relative to average drawdown

3.41

5.83

-2.42

MWNIX vs. FIXIX - Sharpe Ratio Comparison

The current MWNIX Sharpe Ratio is 0.97, which is lower than the FIXIX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of MWNIX and FIXIX, 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


MWNIXFIXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.39

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.40

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.59

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.72

-0.15

Correlation

The correlation between MWNIX and FIXIX 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. FIXIX - Dividend Comparison

MWNIX's dividend yield for the trailing twelve months is around 3.30%, less than FIXIX's 3.54% yield.


TTM20252024202320222021202020192018201720162015
MWNIX
MFS International New Discovery Fund
3.30%3.24%7.61%4.05%5.68%5.06%3.90%2.67%6.68%1.63%1.09%1.12%
FIXIX
Fidelity Advisor International Small Cap Fund Class I
3.54%3.54%2.59%1.88%0.68%7.25%0.81%2.32%6.13%2.45%2.81%2.78%

Drawdowns

MWNIX vs. FIXIX - Drawdown Comparison

The maximum MWNIX drawdown since its inception was -58.38%, roughly equal to the maximum FIXIX drawdown of -60.85%. Use the drawdown chart below to compare losses from any high point for MWNIX and FIXIX.


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Drawdown Indicators


MWNIXFIXIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.38%

-60.85%

+2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-10.73%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

-31.05%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.72%

-38.82%

+4.10%

Current Drawdown

Current decline from peak

-9.78%

-8.30%

-1.48%

Average Drawdown

Average peak-to-trough decline

-9.61%

-10.63%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.95%

+0.17%

Volatility

MWNIX vs. FIXIX - Volatility Comparison

The current volatility for MFS International New Discovery Fund (MWNIX) is 5.70%, while Fidelity Advisor International Small Cap Fund Class I (FIXIX) has a volatility of 6.17%. This indicates that MWNIX experiences smaller price fluctuations and is considered to be less risky than FIXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWNIXFIXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

6.17%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

8.99%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.29%

13.47%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

13.38%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

13.94%

-0.02%