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

Correlation

The correlation between VTPSX and MIEIX is 0.75, 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.


-0.50.00.51.0
Correlation: 0.7

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.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
111.78%
186.13%
VTPSX
MIEIX

Key characteristics

Sharpe Ratio

VTPSX:

0.76

MIEIX:

0.78

Sortino Ratio

VTPSX:

1.13

MIEIX:

1.13

Omega Ratio

VTPSX:

1.15

MIEIX:

1.15

Calmar Ratio

VTPSX:

0.90

MIEIX:

0.88

Martin Ratio

VTPSX:

2.80

MIEIX:

2.66

Ulcer Index

VTPSX:

4.22%

MIEIX:

4.43%

Daily Std Dev

VTPSX:

15.63%

MIEIX:

15.01%

Max Drawdown

VTPSX:

-35.77%

MIEIX:

-50.56%

Current Drawdown

VTPSX:

-1.46%

MIEIX:

-2.13%

Returns By Period

In the year-to-date period, VTPSX achieves a 7.61% return, which is significantly lower than MIEIX's 8.57% return. Over the past 10 years, VTPSX has underperformed MIEIX with an annualized return of 4.78%, while MIEIX has yielded a comparatively higher 6.24% annualized return.


VTPSX

YTD

7.61%

1M

-0.57%

6M

3.24%

1Y

10.76%

5Y*

10.96%

10Y*

4.78%

MIEIX

YTD

8.57%

1M

-0.81%

6M

3.08%

1Y

10.91%

5Y*

11.60%

10Y*

6.24%

*Annualized

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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.


Expense ratio chart for MIEIX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MIEIX: 0.68%
Expense ratio chart for VTPSX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTPSX: 0.07%

Risk-Adjusted Performance

VTPSX vs. MIEIX — Risk-Adjusted Performance Rank

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

VTPSX
The Risk-Adjusted Performance Rank of VTPSX is 7373
Overall Rank
The Sharpe Ratio Rank of VTPSX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VTPSX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VTPSX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VTPSX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VTPSX is 7171
Martin Ratio Rank

MIEIX
The Risk-Adjusted Performance Rank of MIEIX is 7272
Overall Rank
The Sharpe Ratio Rank of MIEIX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of MIEIX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of MIEIX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of MIEIX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of MIEIX is 6969
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.

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.


The chart of Sharpe ratio for VTPSX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.00
VTPSX: 0.76
MIEIX: 0.78
The chart of Sortino ratio for VTPSX, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.00
VTPSX: 1.13
MIEIX: 1.13
The chart of Omega ratio for VTPSX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
VTPSX: 1.15
MIEIX: 1.15
The chart of Calmar ratio for VTPSX, currently valued at 0.90, compared to the broader market0.002.004.006.008.0010.00
VTPSX: 0.90
MIEIX: 0.88
The chart of Martin ratio for VTPSX, currently valued at 2.80, compared to the broader market0.0010.0020.0030.0040.0050.00
VTPSX: 2.80
MIEIX: 2.66

The current VTPSX Sharpe Ratio is 0.76, which is comparable to the MIEIX Sharpe Ratio of 0.78. 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.76
0.78
VTPSX
MIEIX

Dividends

VTPSX vs. MIEIX - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 3.09%, more than MIEIX's 1.35% yield.


TTM20242023202220212020201920182017201620152014
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
3.09%3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%
MIEIX
MFS International Equity Fund Class R6
1.35%1.47%1.67%0.86%2.06%0.79%2.26%1.48%1.85%1.78%1.65%4.89%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.46%
-2.13%
VTPSX
MIEIX

Volatility

VTPSX vs. MIEIX - Volatility Comparison

Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) has a higher volatility of 9.89% compared to MFS International Equity Fund Class R6 (MIEIX) at 9.29%. 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.89%
9.29%
VTPSX
MIEIX