- ISIN
- US5529828114
- Issuer
- MFS
- Inception Date
- May 25, 2006
- Category
- Diversified Portfolio
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
DIFIX Performance Chart
MFS Diversified Income Fund (DIFIX) is up 4.7% since the beginning of the year. DIFIX is currently trading at $13 per share. Investors who bought $1,000 worth of DIFIX shares 5 years ago would now be looking at an investment worth $1,171.
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Returns By Period
MFS Diversified Income Fund (DIFIX) has returned 4.69% so far this year and 11.44% over the past 12 months. Over the last ten years, DIFIX has returned 4.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
MFS Diversified Income Fund
- 1D
- -0.23%
- 1M
- 0.43%
- YTD
- 4.69%
- 6M
- 5.34%
- 1Y
- 11.44%
- 3Y*
- 8.49%
- 5Y*
- 3.21%
- 10Y*
- 4.88%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
DIFIX Monthly Returns History
Based on dividend-adjusted daily data since May 26, 2006, DIFIX's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2009 with a return of +10.8%, while the worst month was Oct 2008 at -16.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DIFIX closed higher 50% of trading days. The best single day was Mar 23, 2009 with a return of +4.3%, while the worst single day was Mar 16, 2020 at -6.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.78% | 2.67% | -3.02% | 2.78% | 0.74% | -0.23% | 4.69% | ||||||
| 2025 | 1.18% | 1.82% | -0.80% | -0.24% | 1.11% | 1.76% | -0.18% | 2.14% | 0.95% | 0.22% | 1.19% | 0.22% | 9.73% |
| 2024 | -0.60% | 0.32% | 1.85% | -2.74% | 2.41% | 0.25% | 2.80% | 2.27% | 1.44% | -2.11% | 1.42% | -2.61% | 4.60% |
| 2023 | 4.54% | -2.90% | 1.28% | 1.11% | -2.33% | 2.18% | 1.37% | -1.79% | -2.71% | -2.33% | 5.68% | 4.96% | 8.84% |
| 2022 | -2.69% | -2.47% | 0.79% | -3.84% | -0.46% | -6.23% | 3.84% | -2.75% | -6.42% | 2.08% | 5.53% | -1.07% | -13.55% |
| 2021 | -0.13% | 0.55% | 1.09% | 2.21% | 0.99% | 0.98% | 1.09% | 0.95% | -2.42% | 1.56% | -1.37% | 3.52% | 9.26% |
Benchmark Metrics
MFS Diversified Income Fund has an annualized alpha of 1.93%, beta of 0.39, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since May 30, 2006.
- This fund participated in 55.11% of S&P 500 Index downside but only 49.72% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.39 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.93%
- Beta
- 0.39
- R²
- 0.72
- Upside Capture
- 49.72%
- Downside Capture
- 55.11%
Expense Ratio
DIFIX has an expense ratio of 0.73%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DIFIX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MFS Diversified Income Fund (DIFIX) and compare them to S&P 500 Index.
| DIFIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 2.39 | -0.08 |
Sortino ratioReturn per unit of downside risk | 3.40 | 3.25 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.43 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.11 | -0.55 |
Martin ratioReturn relative to average drawdown | 10.96 | 14.38 | -3.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
MFS Diversified Income Fund provided a 5.75% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.70 | $0.47 | $0.37 | $0.45 | $0.68 | $0.37 | $0.41 | $0.51 | $0.48 | $0.45 | $0.87 |
Dividend yield | 5.75% | 5.62% | 3.86% | 3.12% | 3.99% | 4.95% | 2.83% | 3.13% | 4.39% | 3.79% | 3.76% | 7.57% |
Monthly Dividends
The table displays the monthly dividend distributions for MFS Diversified Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.00 | $0.29 | ||||||
| 2025 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.06 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 | $0.70 |
| 2024 | $0.04 | $0.04 | $0.00 | $0.04 | $0.04 | $0.00 | $0.05 | $0.05 | $0.05 | $0.05 | $0.06 | $0.06 | $0.47 |
| 2023 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.00 | $0.04 | $0.00 | $0.04 | $0.04 | $0.37 |
| 2022 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.00 | $0.15 | $0.03 | $0.00 | $0.03 | $0.04 | $0.04 | $0.45 |
| 2021 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.01 | $0.03 | $0.03 | $0.03 | $0.03 | $0.34 | $0.68 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the MFS Diversified Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the MFS Diversified Income Fund was 35.04%, occurring on Mar 9, 2009. Recovery took 203 trading sessions.
The current MFS Diversified Income Fund drawdown is 0.27%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -35.04%Mar 2009 | 1y 5mo | 9mo 20d | 2y 2moOct 2007 - Dec 2009 |
COVID crash2020 | -23.69%Mar 2020 | 28d | 10mo 3d | 11mo 1dFeb 2020 - Jan 2021 |
Bear market2022 | -19.70%Oct 2022 | 9mo 14d | 1y 10mo | 2y 8moJan 2022 - Aug 2024 |
2011 correction2011 | -10.49%Oct 2011 | 2mo 27d | 3mo 19d | 6mo 16dJul 2011 - Jan 2012 |
2016 pullback2016 | -9.14%Feb 2016 | 10mo | 2mo 8d | 1y 3dApr 2015 - Apr 2016 |
Drawdown Indicators
| DIFIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -56.78% | +21.74% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -9.10% | +4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -7.29% | -18.90% | +11.61% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -25.43% | +5.73% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -33.92% | +10.23% |
Current DrawdownCurrent decline from peak | -0.27% | 0.00% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -10.72% | +6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.97% | -0.92% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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