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BISIX vs. MDIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BISIX and MDIJX is 0.74, 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.


Performance

BISIX vs. MDIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock International Dividend Fund (BISIX) and MFS International Diversification Fund (MDIJX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


BISIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MDIJX

YTD

11.69%

1M

9.25%

6M

6.53%

1Y

10.78%

5Y*

9.05%

10Y*

5.75%

*Annualized

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BISIX vs. MDIJX - Expense Ratio Comparison

BISIX has a 0.84% expense ratio, which is higher than MDIJX's 0.82% expense ratio.


Risk-Adjusted Performance

BISIX vs. MDIJX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BISIX
The Risk-Adjusted Performance Rank of BISIX is 1414
Overall Rank
The Sharpe Ratio Rank of BISIX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of BISIX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BISIX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of BISIX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of BISIX is 1212
Martin Ratio Rank

MDIJX
The Risk-Adjusted Performance Rank of MDIJX is 7676
Overall Rank
The Sharpe Ratio Rank of MDIJX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of MDIJX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MDIJX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of MDIJX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MDIJX is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BISIX vs. MDIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock International Dividend Fund (BISIX) and MFS International Diversification Fund (MDIJX). 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.



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Dividends

BISIX vs. MDIJX - Dividend Comparison

BISIX has not paid dividends to shareholders, while MDIJX's dividend yield for the trailing twelve months is around 2.26%.


TTM20242023202220212020201920182017201620152014
BISIX
BlackRock International Dividend Fund
1.16%1.50%1.72%1.45%2.30%2.26%2.39%2.88%1.37%4.75%0.20%2.84%
MDIJX
MFS International Diversification Fund
2.26%2.52%2.58%0.66%1.88%0.69%1.43%2.45%1.63%2.19%1.69%1.48%

Drawdowns

BISIX vs. MDIJX - Drawdown Comparison


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Volatility

BISIX vs. MDIJX - Volatility Comparison


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