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

Performance

VTPSX vs. MIEIX - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
-0.22%
-1.74%
VTPSX
MIEIX

Returns By Period

In the year-to-date period, VTPSX achieves a 6.40% return, which is significantly higher than MIEIX's 4.92% return. Over the past 10 years, VTPSX has underperformed MIEIX with an annualized return of 4.81%, while MIEIX has yielded a comparatively higher 7.07% annualized return.


VTPSX

YTD

6.40%

1M

-4.10%

6M

-0.21%

1Y

12.67%

5Y (annualized)

5.48%

10Y (annualized)

4.81%

MIEIX

YTD

4.92%

1M

-5.26%

6M

-1.73%

1Y

10.50%

5Y (annualized)

7.23%

10Y (annualized)

7.07%

Key characteristics


VTPSXMIEIX
Sharpe Ratio1.010.89
Sortino Ratio1.461.30
Omega Ratio1.181.16
Calmar Ratio1.091.22
Martin Ratio4.993.93
Ulcer Index2.44%2.63%
Daily Std Dev12.02%11.61%
Max Drawdown-35.77%-50.56%
Current Drawdown-7.06%-8.28%

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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.


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 VTPSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for VTPSX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.005.001.010.89
The chart of Sortino ratio for VTPSX, currently valued at 1.46, compared to the broader market0.005.0010.001.461.30
The chart of Omega ratio for VTPSX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.16
The chart of Calmar ratio for VTPSX, currently valued at 1.09, compared to the broader market0.005.0010.0015.0020.0025.001.091.22
The chart of Martin ratio for VTPSX, currently valued at 4.99, compared to the broader market0.0020.0040.0060.0080.00100.004.993.93
VTPSX
MIEIX

The current VTPSX Sharpe Ratio is 1.01, which is comparable to the MIEIX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VTPSX 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.01
0.89
VTPSX
MIEIX

Dividends

VTPSX vs. MIEIX - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 3.01%, more than MIEIX's 1.59% yield.


TTM20232022202120202019201820172016201520142013
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
3.01%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
1.59%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.06%
-8.28%
VTPSX
MIEIX

Volatility

VTPSX vs. MIEIX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 3.53%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 3.84%. This indicates that VTPSX experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
3.53%
3.84%
VTPSX
MIEIX