DIFIX vs. AAAAX
Compare and contrast key facts about MFS Diversified Income Fund (DIFIX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
DIFIX is managed by MFS. It was launched on May 25, 2006. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
DIFIX vs. AAAAX - Performance Comparison
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DIFIX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIFIX MFS Diversified Income Fund | 0.06% | 9.73% | 4.60% | 8.84% | -13.55% | 9.26% | 2.17% | 17.69% | -3.41% | 8.94% |
AAAAX DWS RREEF Real Assets Fund - Class A | 9.77% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, DIFIX achieves a 0.06% return, which is significantly lower than AAAAX's 9.77% return. Over the past 10 years, DIFIX has underperformed AAAAX with an annualized return of 4.63%, while AAAAX has yielded a comparatively higher 7.40% annualized return.
DIFIX
- 1D
- 0.24%
- 1M
- -4.25%
- YTD
- 0.06%
- 6M
- 1.69%
- 1Y
- 7.44%
- 3Y*
- 6.73%
- 5Y*
- 3.07%
- 10Y*
- 4.63%
AAAAX
- 1D
- 1.09%
- 1M
- -3.53%
- YTD
- 9.77%
- 6M
- 11.84%
- 1Y
- 17.50%
- 3Y*
- 10.19%
- 5Y*
- 6.78%
- 10Y*
- 7.40%
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DIFIX vs. AAAAX - Expense Ratio Comparison
DIFIX has a 0.73% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
DIFIX vs. AAAAX — Risk / Return Rank
DIFIX
AAAAX
DIFIX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Diversified Income Fund (DIFIX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| DIFIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.57 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.11 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.91 | -0.29 |
Martin ratioReturn relative to average drawdown | 6.53 | 10.22 | -3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIFIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.57 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.56 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.59 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.38 | +0.25 |
Correlation
The correlation between DIFIX and AAAAX is 0.79, 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.
Dividends
DIFIX vs. AAAAX - Dividend Comparison
DIFIX's dividend yield for the trailing twelve months is around 5.40%, more than AAAAX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIFIX MFS Diversified Income Fund | 5.40% | 5.62% | 3.86% | 3.12% | 3.99% | 4.95% | 2.83% | 3.13% | 4.39% | 3.79% | 3.76% | 7.57% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.23% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
DIFIX vs. AAAAX - Drawdown Comparison
The maximum DIFIX drawdown since its inception was -35.04%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for DIFIX and AAAAX.
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Drawdown Indicators
| DIFIX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -40.47% | +5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -4.91% | -9.55% | +4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -22.62% | +2.92% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -29.41% | +5.72% |
Current DrawdownCurrent decline from peak | -4.25% | -3.53% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -6.89% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.79% | -0.57% |
Volatility
DIFIX vs. AAAAX - Volatility Comparison
The current volatility for MFS Diversified Income Fund (DIFIX) is 2.02%, while DWS RREEF Real Assets Fund - Class A (AAAAX) has a volatility of 3.27%. This indicates that DIFIX experiences smaller price fluctuations and is considered to be less risky than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIFIX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 3.27% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 7.26% | -3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.73% | 11.62% | -5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.79% | 12.19% | -5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.49% | 12.66% | -5.17% |