WCMIX vs. MIEIX
Compare and contrast key facts about WCM Focused International Growth Fund (WCMIX) and MFS International Equity Fund Class R6 (MIEIX).
WCMIX is managed by WCM Investment Management. It was launched on May 30, 2011. 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: WCMIX or MIEIX.
Performance
WCMIX vs. MIEIX - Performance Comparison
Returns By Period
In the year-to-date period, WCMIX achieves a 12.83% return, which is significantly higher than MIEIX's 5.16% return. Over the past 10 years, WCMIX has outperformed MIEIX with an annualized return of 8.07%, while MIEIX has yielded a comparatively lower 7.02% annualized return.
WCMIX
12.83%
-1.23%
1.42%
18.34%
7.56%
8.07%
MIEIX
5.16%
-3.83%
-1.87%
10.44%
7.27%
7.02%
Key characteristics
| WCMIX | MIEIX | |
|---|---|---|
| Sharpe Ratio | 1.27 | 0.90 |
| Sortino Ratio | 1.86 | 1.31 |
| Omega Ratio | 1.22 | 1.16 |
| Calmar Ratio | 0.67 | 1.23 |
| Martin Ratio | 6.50 | 3.83 |
| Ulcer Index | 2.82% | 2.72% |
| Daily Std Dev | 14.41% | 11.61% |
| Max Drawdown | -42.39% | -50.56% |
| Current Drawdown | -13.74% | -8.07% |
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WCMIX vs. MIEIX - Expense Ratio Comparison
WCMIX has a 1.04% expense ratio, which is higher than MIEIX's 0.68% expense ratio.
Correlation
The correlation between WCMIX and MIEIX is 0.87, 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
WCMIX vs. MIEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) 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
WCMIX vs. MIEIX - Dividend Comparison
WCMIX has not paid dividends to shareholders, while MIEIX's dividend yield for the trailing twelve months is around 1.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCMIX WCM Focused International Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.06% | 0.22% | 0.38% | 0.45% | 0.51% | 0.32% | 0.23% | 0.27% |
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
WCMIX vs. MIEIX - Drawdown Comparison
The maximum WCMIX drawdown since its inception was -42.39%, smaller than the maximum MIEIX drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for WCMIX and MIEIX. For additional features, visit the drawdowns tool.
Volatility
WCMIX vs. MIEIX - Volatility Comparison
WCM Focused International Growth Fund (WCMIX) and MFS International Equity Fund Class R6 (MIEIX) have volatilities of 3.70% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.