- ISIN
- US55273G2984
- CUSIP
- 55273G298
- Issuer
- MFS
- Inception Date
- Sep 30, 2004
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
MDIJX Performance Chart
MFS International Diversification Fund (MDIJX) is up 9.3% since the beginning of the year. MDIJX is currently trading at $30 per share. Investors who bought $1,000 worth of MDIJX shares 5 years ago would now be looking at an investment worth $1,395.
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Returns By Period
MFS International Diversification Fund (MDIJX) has returned 9.29% so far this year and 21.07% over the past 12 months. Over the last ten years, MDIJX has returned 9.81% per year, falling short of the S&P 500 Index benchmark, which averaged 13.65% annually.
MFS International Diversification Fund
- 1D
- -0.88%
- 1M
- 3.09%
- YTD
- 9.29%
- 6M
- 10.89%
- 1Y
- 21.07%
- 3Y*
- 16.00%
- 5Y*
- 6.88%
- 10Y*
- 9.81%
Benchmark (S&P 500 Index)
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
MDIJX Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 2004, MDIJX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +13.6%, while the worst month was Oct 2008 at -19.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, MDIJX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.3%, while the worst single day was Oct 15, 2008 at -9.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.12% | 4.35% | -9.03% | 6.53% | 3.05% | -0.23% | 9.29% | ||||||
| 2025 | 4.07% | 1.77% | -0.08% | 2.90% | 4.74% | 3.07% | -0.93% | 2.93% | 2.85% | 0.96% | 0.77% | 1.92% | 27.84% |
| 2024 | -1.62% | 2.43% | 3.40% | -2.07% | 4.10% | -0.76% | 3.67% | 2.93% | 2.36% | -4.73% | -0.70% | -2.30% | 6.41% |
| 2023 | 8.45% | -3.87% | 3.18% | 2.21% | -3.51% | 4.05% | 2.78% | -3.40% | -4.15% | -3.06% | 7.38% | 4.60% | 14.37% |
| 2022 | -4.35% | -3.76% | -1.13% | -6.14% | 1.07% | -7.63% | 4.80% | -4.82% | -9.18% | 2.98% | 13.57% | -1.93% | -17.12% |
| 2021 | -1.09% | 0.85% | 2.10% | 2.63% | 3.60% | -1.24% | -0.16% | 1.88% | -4.08% | 3.25% | -3.73% | 3.83% | 7.69% |
Benchmark Metrics
MFS International Diversification Fund has an annualized alpha of 1.11%, beta of 0.79, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since October 01, 2004.
- This fund participated in 93.43% of S&P 500 Index downside but only 89.54% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.11%
- Beta
- 0.79
- R²
- 0.72
- Upside Capture
- 89.54%
- Downside Capture
- 93.43%
Expense Ratio
MDIJX has an expense ratio of 0.82%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MDIJX ranks 35 for risk / return — below 35% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and compare them to S&P 500 Index.
| MDIJX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.98 | -1.06 |
| Martin ratioReturn relative to average drawdown | 7.27 | 13.78 | -6.51 |
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 International Diversification Fund provided a 4.73% dividend yield over the last twelve months, with an annual payout of $1.43 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.43 | $1.43 | $0.80 | $0.92 | $0.53 | $0.68 | $0.39 | $0.53 | $0.54 | $0.32 | $0.34 | $0.26 |
Dividend yield | 4.73% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
Monthly Dividends
The table displays the monthly dividend distributions for MFS International Diversification 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.43 | $1.43 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.80 | $0.80 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.92 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $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 International Diversification 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 International Diversification Fund was 56.60%, occurring on Mar 9, 2009. Recovery took 1040 trading sessions.
The current MFS International Diversification Fund drawdown is 0.88%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.60%Mar 2009 | 1y 4mo | 4y 1mo | 5y 5moNov 2007 - Apr 2013 |
Bear market2022 | -30.19%Oct 2022 | 1y 1mo | 1y 9mo | 2y 10moSep 2021 - Jul 2024 |
COVID crash2020 | -30.09%Mar 2020 | 2mo 2d | 4mo 22d | 6mo 24dJan 2020 - Aug 2020 |
2016 correction2016 | -19.32%Feb 2016 | 8mo 25d | 1y 1mo | 1y 10moMay 2015 - Mar 2017 |
Rate-hike selloffLate 2018 | -18.54%Dec 2018 | 10mo 29d | 10mo 12d | 1y 9moJan 2018 - Nov 2019 |
Drawdown Indicators
| MDIJX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.60% | -56.78% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -9.10% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -12.57% | -18.90% | +6.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -25.43% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -33.92% | +3.73% |
Current DrawdownCurrent decline from peak | -0.88% | -0.33% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -10.72% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.97% | +1.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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