VEMPX vs. MIEIX
Compare and contrast key facts about Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and MFS International Equity Fund Class R6 (MIEIX).
VEMPX is managed by Vanguard. It was launched on Jan 14, 2011. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Performance
VEMPX vs. MIEIX - Performance Comparison
Loading graphics...
VEMPX vs. MIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | -1.26% | 11.43% | 15.50% | 26.98% | -26.45% | 12.48% | 32.24% | 28.06% | -9.35% | 18.13% |
MIEIX MFS International Equity Fund Class R6 | -3.84% | 23.22% | 4.13% | 19.06% | -14.82% | 15.13% | 11.11% | 28.42% | -10.66% | 28.01% |
Returns By Period
In the year-to-date period, VEMPX achieves a -1.26% return, which is significantly higher than MIEIX's -3.84% return. Over the past 10 years, VEMPX has outperformed MIEIX with an annualized return of 10.95%, while MIEIX has yielded a comparatively lower 9.35% annualized return.
VEMPX
- 1D
- 3.43%
- 1M
- -5.35%
- YTD
- -1.26%
- 6M
- -1.36%
- 1Y
- 20.17%
- 3Y*
- 15.09%
- 5Y*
- 4.01%
- 10Y*
- 10.95%
MIEIX
- 1D
- 2.90%
- 1M
- -6.16%
- YTD
- -3.84%
- 6M
- -1.01%
- 1Y
- 10.82%
- 3Y*
- 10.14%
- 5Y*
- 7.09%
- 10Y*
- 9.35%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VEMPX vs. MIEIX - Expense Ratio Comparison
VEMPX has a 0.04% expense ratio, which is lower than MIEIX's 0.68% expense ratio.
Return for Risk
VEMPX vs. MIEIX — Risk / Return Rank
VEMPX
MIEIX
VEMPX vs. MIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and MFS International Equity Fund Class R6 (MIEIX). 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.
| VEMPX | MIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.74 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.05 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 0.87 | +0.52 |
Martin ratioReturn relative to average drawdown | 5.71 | 3.23 | +2.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VEMPX | MIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.74 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.47 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.59 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.45 | +0.05 |
Correlation
The correlation between VEMPX and MIEIX is 0.70, 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
VEMPX vs. MIEIX - Dividend Comparison
VEMPX's dividend yield for the trailing twelve months is around 1.19%, less than MIEIX's 2.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.19% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
MIEIX MFS International Equity Fund Class R6 | 2.79% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
Drawdowns
VEMPX vs. MIEIX - Drawdown Comparison
The maximum VEMPX drawdown since its inception was -41.62%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for VEMPX and MIEIX.
Loading graphics...
Drawdown Indicators
| VEMPX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -53.13% | +11.51% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -11.26% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -36.32% | -28.07% | -8.25% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | -31.35% | -10.27% |
Current DrawdownCurrent decline from peak | -7.17% | -8.25% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -9.01% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.04% | +0.53% |
Volatility
VEMPX vs. MIEIX - Volatility Comparison
Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a higher volatility of 7.02% compared to MFS International Equity Fund Class R6 (MIEIX) at 6.65%. This indicates that VEMPX's price experiences larger fluctuations and is considered to be riskier than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VEMPX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 6.65% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 9.84% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.99% | 15.13% | +7.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 15.29% | +7.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 15.92% | +6.41% |