BISIX vs. MDIJX
Compare and contrast key facts about BlackRock International Dividend Fund (BISIX) and MFS International Diversification Fund (MDIJX).
BISIX is managed by Blackrock. It was launched on Sep 26, 1997. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BISIX or MDIJX.
Performance
BISIX vs. MDIJX - Performance Comparison
Returns By Period
In the year-to-date period, BISIX achieves a 1.23% return, which is significantly lower than MDIJX's 7.07% return. Over the past 10 years, BISIX has underperformed MDIJX with an annualized return of 1.39%, while MDIJX has yielded a comparatively higher 6.28% annualized return.
BISIX
1.23%
-7.91%
-5.71%
7.42%
5.15%
1.39%
MDIJX
7.07%
-4.99%
-0.79%
13.69%
5.60%
6.28%
Key characteristics
| BISIX | MDIJX | |
|---|---|---|
| Sharpe Ratio | 0.68 | 1.17 |
| Sortino Ratio | 1.01 | 1.65 |
| Omega Ratio | 1.12 | 1.20 |
| Calmar Ratio | 0.43 | 1.02 |
| Martin Ratio | 2.98 | 5.93 |
| Ulcer Index | 2.81% | 2.24% |
| Daily Std Dev | 12.25% | 11.36% |
| Max Drawdown | -66.03% | -54.94% |
| Current Drawdown | -12.61% | -7.79% |
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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.
Correlation
The correlation between BISIX and MDIJX is 0.91, 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.
Risk-Adjusted Performance
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.
Dividends
BISIX vs. MDIJX - Dividend Comparison
BISIX's dividend yield for the trailing twelve months is around 1.69%, less than MDIJX's 2.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BISIX BlackRock International Dividend Fund | 1.69% | 1.72% | 1.45% | 2.30% | 2.26% | 2.39% | 2.88% | 1.37% | 4.75% | 0.20% | 2.84% | 0.18% |
MDIJX MFS International Diversification Fund | 2.41% | 2.58% | 0.66% | 1.88% | 0.69% | 1.43% | 2.45% | 1.63% | 2.19% | 1.69% | 1.48% | 1.06% |
Drawdowns
BISIX vs. MDIJX - Drawdown Comparison
The maximum BISIX drawdown since its inception was -66.03%, which is greater than MDIJX's maximum drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for BISIX and MDIJX. For additional features, visit the drawdowns tool.
Volatility
BISIX vs. MDIJX - Volatility Comparison
BlackRock International Dividend Fund (BISIX) has a higher volatility of 4.27% compared to MFS International Diversification Fund (MDIJX) at 3.39%. This indicates that BISIX's price experiences larger fluctuations and is considered to be riskier than MDIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.