MWNIX vs. VFSNX
Compare and contrast key facts about MFS International New Discovery Fund (MWNIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX).
MWNIX is managed by MFS. It was launched on Oct 8, 1997. VFSNX is managed by Vanguard. It was launched on Apr 2, 2009.
Performance
MWNIX vs. VFSNX - Performance Comparison
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MWNIX vs. VFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | -1.08% | 29.97% | 2.63% | 15.18% | -21.26% | 12.74% | 11.92% | 21.72% | -18.46% | 30.30% |
Returns By Period
In the year-to-date period, MWNIX achieves a -4.10% return, which is significantly lower than VFSNX's -1.08% return. Over the past 10 years, MWNIX has underperformed VFSNX with an annualized return of 5.54%, while VFSNX has yielded a comparatively higher 7.33% 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%
VFSNX
- 1D
- -0.56%
- 1M
- -11.47%
- YTD
- -1.08%
- 6M
- 1.46%
- 1Y
- 26.81%
- 3Y*
- 12.77%
- 5Y*
- 5.20%
- 10Y*
- 7.33%
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MWNIX vs. VFSNX - Expense Ratio Comparison
MWNIX has a 1.03% expense ratio, which is higher than VFSNX's 0.11% expense ratio.
Return for Risk
MWNIX vs. VFSNX — Risk / Return Rank
MWNIX
VFSNX
MWNIX vs. VFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International New Discovery Fund (MWNIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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.
| MWNIX | VFSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 1.78 | -1.10 |
Sortino ratioReturn per unit of downside risk | 0.93 | 2.29 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.35 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 2.09 | -1.47 |
Martin ratioReturn relative to average drawdown | 2.39 | 8.39 | -6.00 |
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
| MWNIX | VFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.78 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.35 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.47 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.55 | +0.01 |
Correlation
The correlation between MWNIX and VFSNX is 0.93, 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. VFSNX - Dividend Comparison
MWNIX's dividend yield for the trailing twelve months is around 3.38%, which matches VFSNX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.40% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
Drawdowns
MWNIX vs. VFSNX - Drawdown Comparison
The maximum MWNIX drawdown since its inception was -58.38%, which is greater than VFSNX's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for MWNIX and VFSNX.
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Drawdown Indicators
| MWNIX | VFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.38% | -43.65% | -14.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.78% | -11.47% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -33.67% | -33.75% | +0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -34.72% | -43.65% | +8.93% |
Current DrawdownCurrent decline from peak | -11.78% | -11.47% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -9.56% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.86% | +0.23% |
Volatility
MWNIX vs. VFSNX - Volatility Comparison
The current volatility for MFS International New Discovery Fund (MWNIX) is 5.09%, while Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) has a volatility of 6.02%. This indicates that MWNIX experiences smaller price fluctuations and is considered to be less risky than VFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWNIX | VFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 6.02% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 9.85% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 14.43% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.02% | 14.85% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.90% | 15.66% | -1.76% |