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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MFS International Diversification Fund R6, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
MFS International Diversification Fund R6 (MDIZX) has returned -2.70% so far this year and 17.64% over the past 12 months.
MFS International Diversification Fund R6
- 1D
- 0.07%
- 1M
- -11.29%
- YTD
- -2.70%
- 6M
- 0.91%
- 1Y
- 17.64%
- 3Y*
- 12.17%
- 5Y*
- 5.92%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 19, 2017, MDIZX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.
Historically, 58% of months were positive and 42% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.11% | 4.35% | -11.29% | -2.70% | |||||||||
| 2025 | 4.07% | 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% |
| 2023 | 8.45% | -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 0.15%, beta of 0.65, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since October 20, 2017.
- This fund participated in 85.37% of S&P 500 Index downside but only 72.26% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.65 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
- 0.15%
- Beta
- 0.65
- R²
- 0.68
- Upside Capture
- 72.26%
- Downside Capture
- 85.37%
Expense Ratio
MDIZX has an expense ratio of 0.73%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MDIZX ranks 60 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 International Diversification Fund R6 (MDIZX) and compare them to a chosen benchmark (S&P 500 Index).
| MDIZX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.90 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.39 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.40 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.37 | 6.61 | -1.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MDIZX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
MFS International Diversification Fund R6 provided a 5.41% dividend yield over the last twelve months, with an annual payout of $1.46 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.46 | $1.46 | $0.82 | $0.94 | $0.56 | $0.70 | $0.41 | $0.54 | $0.55 | $0.33 |
Dividend yield | 5.41% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 11.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.09% | Sep 8, 2021 | 277 | Oct 12, 2022 | 402 | May 20, 2024 | 679 |
| -30.07% | Jan 21, 2020 | 44 | Mar 23, 2020 | 99 | Aug 12, 2020 | 143 |
| -18.44% | Jan 29, 2018 | 229 | Dec 24, 2018 | 213 | Oct 30, 2019 | 442 |
| -12.59% | Mar 20, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
| -11.36% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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