NDVIX vs. MINIX
Compare and contrast key facts about MFS New Discovery Value Fund (NDVIX) and MFS International Intrinsic Value Fund Class I (MINIX).
NDVIX is managed by MFS. It was launched on May 26, 2011. MINIX is managed by MFS.
Performance
NDVIX vs. MINIX - Performance Comparison
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NDVIX vs. MINIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | -1.01% | 2.38% | 9.34% | 11.20% | -10.79% | 33.58% | 3.65% | 33.65% | -11.13% | 14.54% |
MINIX MFS International Intrinsic Value Fund Class I | -3.26% | 33.06% | 7.35% | 18.04% | -23.05% | 10.55% | 20.45% | 25.90% | -9.02% | 27.14% |
Returns By Period
In the year-to-date period, NDVIX achieves a -1.01% return, which is significantly higher than MINIX's -3.26% return. Both investments have delivered pretty close results over the past 10 years, with NDVIX having a 9.67% annualized return and MINIX not far behind at 9.57%.
NDVIX
- 1D
- -1.01%
- 1M
- -8.22%
- YTD
- -1.01%
- 6M
- -0.89%
- 1Y
- 7.23%
- 3Y*
- 6.96%
- 5Y*
- 4.64%
- 10Y*
- 9.67%
MINIX
- 1D
- 0.33%
- 1M
- -11.89%
- YTD
- -3.26%
- 6M
- 0.71%
- 1Y
- 18.67%
- 3Y*
- 14.36%
- 5Y*
- 7.15%
- 10Y*
- 9.57%
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NDVIX vs. MINIX - Expense Ratio Comparison
NDVIX has a 0.93% expense ratio, which is higher than MINIX's 0.72% expense ratio.
Return for Risk
NDVIX vs. MINIX — Risk / Return Rank
NDVIX
MINIX
NDVIX vs. MINIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS New Discovery Value Fund (NDVIX) and MFS International Intrinsic Value Fund Class I (MINIX). 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.
| NDVIX | MINIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 1.12 | -0.77 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.52 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.22 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.33 | -0.94 |
Martin ratioReturn relative to average drawdown | 1.40 | 5.28 | -3.88 |
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
| NDVIX | MINIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 1.12 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.44 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.62 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.55 | -0.08 |
Correlation
The correlation between NDVIX and MINIX is 0.64, 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
NDVIX vs. MINIX - Dividend Comparison
NDVIX's dividend yield for the trailing twelve months is around 10.87%, more than MINIX's 8.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | 10.87% | 10.76% | 6.57% | 6.24% | 8.27% | 9.36% | 1.93% | 4.80% | 8.09% | 5.14% | 4.40% | 2.70% |
MINIX MFS International Intrinsic Value Fund Class I | 8.03% | 7.77% | 12.02% | 11.21% | 13.90% | 7.25% | 5.25% | 3.94% | 4.49% | 2.62% | 1.82% | 3.20% |
Drawdowns
NDVIX vs. MINIX - Drawdown Comparison
The maximum NDVIX drawdown since its inception was -44.03%, smaller than the maximum MINIX drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for NDVIX and MINIX.
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Drawdown Indicators
| NDVIX | MINIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -51.72% | +7.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -12.42% | -2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -36.78% | +11.19% |
Max Drawdown (10Y)Largest decline over 10 years | -44.03% | -36.78% | -7.25% |
Current DrawdownCurrent decline from peak | -10.44% | -11.89% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -8.64% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 3.13% | +1.08% |
Volatility
NDVIX vs. MINIX - Volatility Comparison
The current volatility for MFS New Discovery Value Fund (NDVIX) is 5.66%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 5.98%. This indicates that NDVIX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDVIX | MINIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 5.98% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 10.11% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 15.74% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 16.45% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 15.52% | +6.27% |