VTPSX vs. MIEIX
VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares) and MIEIX (MFS International Equity Fund Class R6) are both Foreign Large Cap Equities funds. Over the past 10 years, VTPSX returned 9.42%/yr vs 10.24%/yr for MIEIX. Their correlation of 0.92 means they have usually moved in the same direction. VTPSX charges 0.05%/yr vs 0.64%/yr for MIEIX.
Performance
VTPSX vs. MIEIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VTPSX achieves a 12.79% return, which is significantly higher than MIEIX's 8.67% return. Over the past 10 years, VTPSX has underperformed MIEIX with an annualized return of 9.42%, while MIEIX has yielded a comparatively higher 10.24% annualized return.
VTPSX
- 1D
- 2.74%
- 1M
- 0.11%
- 6M
- 6.67%
- YTD
- 12.79%
- 1Y
- 27.73%
- 3Y*
- 16.83%
- 5Y*
- 8.85%
- 10Y*
- 9.42%
- ALL TIME*
- 7.01%
MIEIX
- 1D
- 2.06%
- 1M
- 3.67%
- 6M
- 7.12%
- YTD
- 8.67%
- 1Y
- 17.91%
- 3Y*
- 12.63%
- 5Y*
- 8.20%
- 10Y*
- 10.24%
- ALL TIME*
- 8.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VTPSX vs. MIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 12.79% | 32.25% | 5.39% | 15.31% | -15.99% | 8.64% | 11.29% | 21.57% | -14.40% | 27.56% |
MIEIX MFS International Equity Fund Class R6 | 8.67% | 23.22% | 4.13% | 19.06% | -14.82% | 15.13% | 11.11% | 28.42% | -10.66% | 28.01% |
Correlation
The correlation between VTPSX and MIEIX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2010 | 0.92 |
The correlation between VTPSX and MIEIX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VTPSX vs. MIEIX — Risk / Return Rank
VTPSX
MIEIX
VTPSX vs. MIEIX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTPSX | MIEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.42 | +0.91 |
| Martin ratioReturn relative to average drawdown | 8.66 | 5.14 | +3.52 |
Loading charts...
Drawdowns
VTPSX vs. MIEIX - Drawdown Comparison
The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for VTPSX and MIEIX.
Loading charts...
Drawdown Indicators
| VTPSX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -53.13% | +17.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -11.26% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.14% | -13.43% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -29.49% | -28.07% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.77% | -31.35% | -4.42% |
Current DrawdownCurrent decline from peak | -2.62% | 0.00% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -8.94% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 3.11% | -0.08% |
Volatility
VTPSX vs. MIEIX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) has a higher volatility of 5.43% compared to MFS International Equity Fund Class R6 (MIEIX) at 3.74%. 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.
Loading charts...
Volatility by Period
| VTPSX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 3.74% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 10.93% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 13.32% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 15.39% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 15.67% | +0.15% |
VTPSX vs. MIEIX - Expense Ratio Comparison
VTPSX has a 0.05% expense ratio, which is lower than MIEIX's 0.64% expense ratio.
Dividends
VTPSX vs. MIEIX - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 2.59%, more than MIEIX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIEIX MFS International Equity Fund Class R6 | 2.46% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.59% | 3.18% | 3.37% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% |
Frequently Asked Questions
VTPSX and MIEIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTPSX has higher volatility (5.43%) compared to MIEIX (3.74%). In terms of maximum drawdown, VTPSX dropped -35.77% vs MIEIX's -53.13%.
VTPSX currently has the higher Sharpe Ratio (1.65 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VTPSX and MIEIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer