VTWIX vs. MIEIX
Compare and contrast key facts about Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and MFS International Equity Fund Class R6 (MIEIX).
VTWIX is managed by Vanguard. It was launched on Oct 9, 2008. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Performance
VTWIX vs. MIEIX - Performance Comparison
Loading graphics...
VTWIX vs. MIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | -4.67% | 22.43% | 16.47% | 21.87% | -18.00% | 18.21% | 16.70% | 26.77% | -9.68% | 24.21% |
MIEIX MFS International Equity Fund Class R6 | -6.55% | 23.22% | 4.13% | 19.06% | -14.82% | 15.13% | 11.11% | 28.42% | -10.66% | 28.01% |
Returns By Period
In the year-to-date period, VTWIX achieves a -4.67% return, which is significantly higher than MIEIX's -6.55% return. Over the past 10 years, VTWIX has outperformed MIEIX with an annualized return of 11.19%, while MIEIX has yielded a comparatively lower 9.04% annualized return.
VTWIX
- 1D
- -0.35%
- 1M
- -9.09%
- YTD
- -4.67%
- 6M
- -1.71%
- 1Y
- 17.95%
- 3Y*
- 15.67%
- 5Y*
- 8.84%
- 10Y*
- 11.19%
MIEIX
- 1D
- 0.48%
- 1M
- -10.84%
- YTD
- -6.55%
- 6M
- -3.47%
- 1Y
- 8.02%
- 3Y*
- 9.09%
- 5Y*
- 6.72%
- 10Y*
- 9.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTWIX vs. MIEIX - Expense Ratio Comparison
VTWIX has a 0.08% expense ratio, which is lower than MIEIX's 0.68% expense ratio.
Return for Risk
VTWIX vs. MIEIX — Risk / Return Rank
VTWIX
MIEIX
VTWIX vs. MIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) 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.
| VTWIX | MIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.45 | +0.64 |
Sortino ratioReturn per unit of downside risk | 1.60 | 0.68 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.10 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.52 | +0.84 |
Martin ratioReturn relative to average drawdown | 6.40 | 1.93 | +4.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VTWIX | MIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.45 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.44 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.57 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.45 | -0.03 |
Correlation
The correlation between VTWIX and MIEIX is 0.88, 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.
Dividends
VTWIX vs. MIEIX - Dividend Comparison
VTWIX's dividend yield for the trailing twelve months is around 1.87%, less than MIEIX's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | 1.87% | 1.82% | 1.94% | 2.07% | 2.19% | 1.81% | 1.66% | 2.32% | 2.55% | 2.11% | 2.40% | 2.46% |
MIEIX MFS International Equity Fund Class R6 | 2.87% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
Drawdowns
VTWIX vs. MIEIX - Drawdown Comparison
The maximum VTWIX drawdown since its inception was -50.16%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for VTWIX and MIEIX.
Loading graphics...
Drawdown Indicators
| VTWIX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.16% | -53.13% | +2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -11.26% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -28.07% | +1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | -31.35% | -2.85% |
Current DrawdownCurrent decline from peak | -9.64% | -10.84% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -9.01% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.04% | -0.54% |
Volatility
VTWIX vs. MIEIX - Volatility Comparison
The current volatility for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) is 5.08%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.03%. This indicates that VTWIX 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.
Loading graphics...
Volatility by Period
| VTWIX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 6.03% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 9.42% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 14.88% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 15.24% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 15.90% | +0.80% |