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

Correlation

The correlation between BROIX 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.


-0.50.00.51.00.9

Performance

BROIX vs. MDIJX - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-4.89%
-7.35%
BROIX
MDIJX

Key characteristics

Sharpe Ratio

BROIX:

0.54

MDIJX:

0.30

Sortino Ratio

BROIX:

0.82

MDIJX:

0.47

Omega Ratio

BROIX:

1.10

MDIJX:

1.06

Calmar Ratio

BROIX:

0.75

MDIJX:

0.28

Martin Ratio

BROIX:

1.82

MDIJX:

0.90

Ulcer Index

BROIX:

3.80%

MDIJX:

3.93%

Daily Std Dev

BROIX:

12.86%

MDIJX:

11.89%

Max Drawdown

BROIX:

-56.21%

MDIJX:

-54.94%

Current Drawdown

BROIX:

-8.55%

MDIJX:

-12.45%

Returns By Period

In the year-to-date period, BROIX achieves a -0.11% return, which is significantly higher than MDIJX's -1.14% return. Over the past 10 years, BROIX has underperformed MDIJX with an annualized return of 5.42%, while MDIJX has yielded a comparatively higher 6.02% annualized return.


BROIX

YTD

-0.11%

1M

-2.92%

6M

-4.89%

1Y

6.45%

5Y*

4.54%

10Y*

5.42%

MDIJX

YTD

-1.14%

1M

-7.04%

6M

-7.35%

1Y

3.11%

5Y*

3.32%

10Y*

6.02%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BROIX vs. MDIJX - Expense Ratio Comparison

BROIX has a 0.50% expense ratio, which is lower than MDIJX's 0.82% expense ratio.


MDIJX
MFS International Diversification Fund
Expense ratio chart for MDIJX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for BROIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

BROIX vs. MDIJX — Risk-Adjusted Performance Rank

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

BROIX
The Risk-Adjusted Performance Rank of BROIX is 4848
Overall Rank
The Sharpe Ratio Rank of BROIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BROIX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of BROIX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BROIX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BROIX is 4242
Martin Ratio Rank

MDIJX
The Risk-Adjusted Performance Rank of MDIJX is 2929
Overall Rank
The Sharpe Ratio Rank of MDIJX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of MDIJX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of MDIJX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of MDIJX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of MDIJX is 2626
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.

BROIX vs. MDIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) 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.


Sharpe ratio
The chart of Sharpe ratio for BROIX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.000.540.30
The chart of Sortino ratio for BROIX, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.000.820.47
The chart of Omega ratio for BROIX, currently valued at 1.10, compared to the broader market1.002.003.001.101.06
The chart of Calmar ratio for BROIX, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.750.28
The chart of Martin ratio for BROIX, currently valued at 1.82, compared to the broader market0.0020.0040.0060.001.820.90
BROIX
MDIJX

The current BROIX Sharpe Ratio is 0.54, which is higher than the MDIJX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of BROIX and MDIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.54
0.30
BROIX
MDIJX

Dividends

BROIX vs. MDIJX - Dividend Comparison

BROIX's dividend yield for the trailing twelve months is around 2.84%, while MDIJX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BROIX
BlackRock Advantage International Fund
2.84%2.84%2.71%3.37%3.31%1.72%2.67%2.69%0.72%2.09%0.79%1.80%
MDIJX
MFS International Diversification Fund
0.00%0.00%2.58%0.66%1.88%0.69%1.43%2.45%1.63%2.19%1.69%1.48%

Drawdowns

BROIX vs. MDIJX - Drawdown Comparison

The maximum BROIX drawdown since its inception was -56.21%, roughly equal to the maximum MDIJX drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for BROIX and MDIJX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.55%
-12.45%
BROIX
MDIJX

Volatility

BROIX vs. MDIJX - Volatility Comparison

The current volatility for BlackRock Advantage International Fund (BROIX) is 3.54%, while MFS International Diversification Fund (MDIJX) has a volatility of 4.35%. This indicates that BROIX experiences smaller price fluctuations and is considered to be less risky than MDIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.54%
4.35%
BROIX
MDIJX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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