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VEMPX vs. MIEIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

Performance

VEMPX vs. MIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and MFS International Equity Fund Class R6 (MIEIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
11.65%
3.19%
VEMPX
MIEIX

Key characteristics

Sharpe Ratio

VEMPX:

1.32

MIEIX:

0.93

Sortino Ratio

VEMPX:

1.86

MIEIX:

1.35

Omega Ratio

VEMPX:

1.23

MIEIX:

1.16

Calmar Ratio

VEMPX:

1.39

MIEIX:

1.13

Martin Ratio

VEMPX:

6.58

MIEIX:

2.75

Ulcer Index

VEMPX:

3.63%

MIEIX:

4.00%

Daily Std Dev

VEMPX:

18.18%

MIEIX:

11.82%

Max Drawdown

VEMPX:

-41.62%

MIEIX:

-50.56%

Current Drawdown

VEMPX:

-4.34%

MIEIX:

-4.15%

Returns By Period

In the year-to-date period, VEMPX achieves a 3.97% return, which is significantly lower than MIEIX's 5.29% return. Over the past 10 years, VEMPX has outperformed MIEIX with an annualized return of 10.15%, while MIEIX has yielded a comparatively lower 7.01% annualized return.


VEMPX

YTD

3.97%

1M

2.83%

6M

11.65%

1Y

23.10%

5Y*

10.60%

10Y*

10.15%

MIEIX

YTD

5.29%

1M

4.34%

6M

3.19%

1Y

9.95%

5Y*

6.50%

10Y*

7.01%

*Annualized

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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.


MIEIX
MFS International Equity Fund Class R6
Expense ratio chart for MIEIX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for VEMPX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VEMPX vs. MIEIX — Risk-Adjusted Performance Rank

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

VEMPX
The Risk-Adjusted Performance Rank of VEMPX is 6868
Overall Rank
The Sharpe Ratio Rank of VEMPX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMPX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VEMPX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VEMPX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEMPX is 7070
Martin Ratio Rank

MIEIX
The Risk-Adjusted Performance Rank of MIEIX is 4747
Overall Rank
The Sharpe Ratio Rank of MIEIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of MIEIX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of MIEIX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MIEIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MIEIX is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEMPX vs. MIEIX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for VEMPX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.001.320.93
The chart of Sortino ratio for VEMPX, currently valued at 1.86, compared to the broader market0.005.0010.001.861.35
The chart of Omega ratio for VEMPX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.16
The chart of Calmar ratio for VEMPX, currently valued at 1.39, compared to the broader market0.005.0010.0015.0020.001.391.13
The chart of Martin ratio for VEMPX, currently valued at 6.58, compared to the broader market0.0020.0040.0060.0080.006.582.75
VEMPX
MIEIX

The current VEMPX Sharpe Ratio is 1.32, which is higher than the MIEIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VEMPX and MIEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.32
0.93
VEMPX
MIEIX

Dividends

VEMPX vs. MIEIX - Dividend Comparison

VEMPX's dividend yield for the trailing twelve months is around 1.07%, less than MIEIX's 1.39% yield.


TTM20242023202220212020201920182017201620152014
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
1.07%1.11%1.28%1.17%1.15%1.09%1.32%1.68%1.27%1.46%1.39%1.36%
MIEIX
MFS International Equity Fund Class R6
1.39%1.47%1.67%0.86%2.06%0.79%2.26%1.48%1.85%1.78%1.65%4.89%

Drawdowns

VEMPX vs. MIEIX - Drawdown Comparison

The maximum VEMPX drawdown since its inception was -41.62%, smaller than the maximum MIEIX drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for VEMPX and MIEIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.34%
-4.15%
VEMPX
MIEIX

Volatility

VEMPX vs. MIEIX - Volatility Comparison

Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a higher volatility of 4.81% compared to MFS International Equity Fund Class R6 (MIEIX) at 3.23%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.81%
3.23%
VEMPX
MIEIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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