VTPSX vs. MIEIX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and MFS International Equity Fund Class R6 (MIEIX).
VTPSX is managed by Vanguard. It was launched on Nov 30, 2010. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTPSX or MIEIX.
Key characteristics
| VTPSX | MIEIX | |
|---|---|---|
| YTD Return | 8.83% | 8.35% |
| 1Y Return | 19.50% | 18.55% |
| 3Y Return (Ann) | 1.14% | 3.02% |
| 5Y Return (Ann) | 5.94% | 7.90% |
| 10Y Return (Ann) | 5.15% | 7.56% |
| Sharpe Ratio | 1.65 | 1.62 |
| Sortino Ratio | 2.32 | 2.32 |
| Omega Ratio | 1.29 | 1.28 |
| Calmar Ratio | 1.40 | 2.30 |
| Martin Ratio | 9.34 | 8.30 |
| Ulcer Index | 2.14% | 2.27% |
| Daily Std Dev | 12.16% | 11.67% |
| Max Drawdown | -35.77% | -50.56% |
| Current Drawdown | -4.94% | -5.28% |
Correlation
The correlation between VTPSX and MIEIX 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.
Performance
VTPSX vs. MIEIX - Performance Comparison
In the year-to-date period, VTPSX achieves a 8.83% return, which is significantly higher than MIEIX's 8.35% return. Over the past 10 years, VTPSX has underperformed MIEIX with an annualized return of 5.15%, while MIEIX has yielded a comparatively higher 7.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTPSX vs. MIEIX - Expense Ratio Comparison
VTPSX has a 0.07% expense ratio, which is lower than MIEIX's 0.68% expense ratio.
Risk-Adjusted Performance
VTPSX vs. MIEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) 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.
Dividends
VTPSX vs. MIEIX - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 2.94%, more than MIEIX's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.94% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% | 3.44% | 2.74% |
MIEIX MFS International Equity Fund Class R6 | 1.54% | 1.67% | 0.86% | 2.06% | 0.79% | 2.26% | 1.48% | 1.85% | 1.78% | 1.65% | 4.89% | 3.04% |
Drawdowns
VTPSX vs. MIEIX - Drawdown Comparison
The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum MIEIX drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for VTPSX and MIEIX. For additional features, visit the drawdowns tool.
Volatility
VTPSX vs. MIEIX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) has a higher volatility of 3.66% compared to MFS International Equity Fund Class R6 (MIEIX) at 3.47%. This indicates that VTPSX'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.