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SSIFX vs. MINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSIFX vs. MINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant International Fund (SSIFX) and MFS International Intrinsic Value Fund Class I (MINIX). The values are adjusted to include any dividend payments, if applicable.

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SSIFX vs. MINIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSIFX
Sextant International Fund
-0.21%22.73%1.26%24.82%-22.62%17.45%15.09%26.86%-3.92%25.45%
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, SSIFX achieves a -0.21% return, which is significantly higher than MINIX's -3.26% return. Both investments have delivered pretty close results over the past 10 years, with SSIFX having a 10.07% annualized return and MINIX not far behind at 9.57%.


SSIFX

1D
-0.73%
1M
-11.84%
YTD
-0.21%
6M
0.08%
1Y
26.74%
3Y*
11.54%
5Y*
7.42%
10Y*
10.07%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSIFX vs. MINIX - Expense Ratio Comparison

SSIFX has a 1.27% expense ratio, which is higher than MINIX's 0.72% expense ratio.


Return for Risk

SSIFX vs. MINIX — Risk / Return Rank

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

SSIFX
SSIFX Risk / Return Rank: 6969
Overall Rank
SSIFX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SSIFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SSIFX Omega Ratio Rank: 6060
Omega Ratio Rank
SSIFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SSIFX Martin Ratio Rank: 6969
Martin Ratio Rank

MINIX
MINIX Risk / Return Rank: 5959
Overall Rank
MINIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MINIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MINIX Omega Ratio Rank: 5959
Omega Ratio Rank
MINIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MINIX Martin Ratio Rank: 5555
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.

SSIFX vs. MINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant International Fund (SSIFX) 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.


SSIFXMINIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.12

+0.05

Sortino ratio

Return per unit of downside risk

1.76

1.52

+0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.87

1.33

+0.54

Martin ratio

Return relative to average drawdown

6.52

5.28

+1.24

SSIFX vs. MINIX - Sharpe Ratio Comparison

The current SSIFX Sharpe Ratio is 1.17, which is comparable to the MINIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SSIFX and MINIX, 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


SSIFXMINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.12

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.44

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.62

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.55

-0.10

Correlation

The correlation between SSIFX and MINIX is 0.79, 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

SSIFX vs. MINIX - Dividend Comparison

SSIFX's dividend yield for the trailing twelve months is around 16.14%, more than MINIX's 8.03% yield.


TTM20252024202320222021202020192018201720162015
SSIFX
Sextant International Fund
16.14%15.83%0.54%0.34%0.00%8.32%0.36%3.57%8.03%8.94%1.30%1.86%
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

SSIFX vs. MINIX - Drawdown Comparison

The maximum SSIFX drawdown since its inception was -56.24%, which is greater than MINIX's maximum drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for SSIFX and MINIX.


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Drawdown Indicators


SSIFXMINIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.24%

-51.72%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-12.42%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-34.21%

-36.78%

+2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-34.21%

-36.78%

+2.57%

Current Drawdown

Current decline from peak

-12.38%

-11.89%

-0.49%

Average Drawdown

Average peak-to-trough decline

-11.88%

-8.64%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

3.13%

+0.42%

Volatility

SSIFX vs. MINIX - Volatility Comparison

Sextant International Fund (SSIFX) has a higher volatility of 7.16% compared to MFS International Intrinsic Value Fund Class I (MINIX) at 5.98%. This indicates that SSIFX's price experiences larger fluctuations and is considered to be riskier 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


SSIFXMINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

5.98%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.89%

10.11%

+4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.88%

15.74%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

16.45%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

15.52%

+2.26%