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ISIN
US5527435441
CUSIP
552743544
Issuer
MFS
Inception Date
Oct 2, 2017
Min. Investment
$0
Index Tracked
MSCI All Country World (ex-US) Index (net div)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MDIZX Performance Chart

MFS International Diversification Fund R6 (MDIZX) is up 10.2% since the beginning of the year. MDIZX is currently trading at $31 per share. Investors who bought $1,000 worth of MDIZX shares 5 years ago would now be looking at an investment worth $1,447.


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S&P 500 Index

Returns By Period

MFS International Diversification Fund R6 (MDIZX) has returned 10.22% so far this year and 23.46% over the past 12 months.


MFS International Diversification Fund R6

1D
0.59%
1M
2.00%
YTD
10.22%
6M
10.59%
1Y
23.46%
3Y*
15.26%
5Y*
7.67%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDIZX Monthly Returns History

Based on dividend-adjusted daily data since Oct 19, 2017, MDIZX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +13.6%, while the worst month was Mar 2020 at -11.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MDIZX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +6.3%, while the worst single day was Mar 12, 2020 at -9.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.11%4.35%-8.99%6.53%3.05%0.59%10.22%
20254.07%1.81%-0.08%2.89%4.74%3.11%-0.93%2.93%2.88%0.96%0.77%1.94%27.99%
2024-1.62%2.47%3.39%-2.07%4.10%-0.72%3.67%2.92%2.40%-4.76%-0.66%-2.32%6.52%
20238.45%-3.83%3.17%2.20%-3.50%4.10%2.73%-3.35%-4.14%-3.10%7.42%4.61%14.48%
2022-4.39%-3.71%-1.13%-6.13%1.12%-7.66%4.80%-4.77%-9.17%2.98%13.55%-1.90%-17.04%
2021-1.09%0.80%2.14%2.63%3.64%-1.27%-0.12%1.88%-4.07%3.25%-3.73%3.88%7.79%

Benchmark Metrics

MFS International Diversification Fund R6 has an annualized alpha of 0.26%, beta of 0.66, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since October 19, 2017.

  • This fund participated in 84.29% of S&P 500 Index downside but only 71.22% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.66 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
0.26%
Beta
0.66
0.68
Upside Capture
71.22%
Downside Capture
84.29%

Expense Ratio

MDIZX has an expense ratio of 0.73%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MDIZX ranks 38 for risk / return — below 38% 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.


MDIZX Risk / Return Rank: 3838
Overall Rank
MDIZX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MDIZX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MDIZX Omega Ratio Rank: 4242
Omega Ratio Rank
MDIZX Calmar Ratio Rank: 3232
Calmar Ratio Rank
MDIZX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MDIZXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.00

2.78

-0.78

Martin ratioReturn relative to average drawdown

7.54

12.44

-4.90

Dividends

Dividend History

MFS International Diversification Fund R6 provided a 4.77% dividend yield over the last twelve months, with an annual payout of $1.46 per share.


2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.46$1.46$0.82$0.94$0.56$0.70$0.41$0.54$0.55$0.33

Dividend yield

4.77%5.26%3.61%4.24%2.76%2.79%1.72%2.57%3.23%1.66%

Monthly Dividends

The table displays the monthly dividend distributions for MFS International Diversification Fund R6. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$1.46$1.46
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70

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 R6. 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 R6 was 30.09%, occurring on Oct 12, 2022. Recovery took 402 trading sessions.

The current MFS International Diversification Fund R6 drawdown is 0.07%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-30.09%Oct 2022
1y 1mo1y 7mo
2y 8moSep 2021 - May 2024
COVID crash2020
-30.07%Mar 2020
2mo 2d4mo 22d
6mo 24dJan 2020 - Aug 2020
Rate-hike selloffLate 2018
-18.44%Dec 2018
10mo 29d10mo 10d
1y 9moJan 2018 - Oct 2019
2025 selloff2025
-12.59%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025
2026 correction2026
-11.36%Mar 2026
25d2mo 7d
3mo 2dMar 2026 - Jun 2026

Drawdown Indicators


MDIZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-56.78%

+26.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-9.10%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-12.59%

-18.90%

+6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-30.09%

-25.43%

-4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.07%

-1.80%

+1.73%

Average Drawdown

Average peak-to-trough decline

-6.67%

-10.71%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.03%

+0.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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