DIFIX vs. BIL
Compare and contrast key facts about MFS Diversified Income Fund (DIFIX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL).
DIFIX is managed by MFS. It was launched on May 25, 2006. BIL is a passively managed fund by State Street that tracks the performance of the Barclays Capital U.S. 1-3 Month Treasury Bill Index. It was launched on May 25, 2007.
Performance
DIFIX vs. BIL - Performance Comparison
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DIFIX vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIFIX MFS Diversified Income Fund | 0.86% | 9.73% | 4.60% | 8.84% | -13.55% | 9.26% | 2.17% | 17.69% | -3.41% | 8.94% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.88% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.40% | 2.03% | 1.74% | 0.69% |
Returns By Period
The year-to-date returns for both investments are quite close, with DIFIX having a 0.86% return and BIL slightly higher at 0.88%. Over the past 10 years, DIFIX has outperformed BIL with an annualized return of 4.71%, while BIL has yielded a comparatively lower 2.13% annualized return.
DIFIX
- 1D
- 0.81%
- 1M
- -3.18%
- YTD
- 0.86%
- 6M
- 2.35%
- 1Y
- 8.13%
- 3Y*
- 7.02%
- 5Y*
- 3.12%
- 10Y*
- 4.71%
BIL
- 1D
- 0.03%
- 1M
- 0.30%
- YTD
- 0.88%
- 6M
- 1.84%
- 1Y
- 4.00%
- 3Y*
- 4.71%
- 5Y*
- 3.28%
- 10Y*
- 2.13%
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DIFIX vs. BIL - Expense Ratio Comparison
DIFIX has a 0.73% expense ratio, which is higher than BIL's 0.14% expense ratio.
Return for Risk
DIFIX vs. BIL — Risk / Return Rank
DIFIX
BIL
DIFIX vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Diversified Income Fund (DIFIX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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 | BIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 19.52 | -18.06 |
Sortino ratioReturn per unit of downside risk | 1.94 | 254.20 | -252.26 |
Omega ratioGain probability vs. loss probability | 1.28 | 180.39 | -179.11 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 368.00 | -366.18 |
Martin ratioReturn relative to average drawdown | 7.20 | 4,131.71 | -4,124.52 |
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 | BIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 19.52 | -18.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 12.55 | -12.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 8.23 | -7.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 2.73 | -2.09 |
Correlation
The correlation between DIFIX and BIL is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DIFIX vs. BIL - Dividend Comparison
DIFIX's dividend yield for the trailing twelve months is around 5.36%, more than BIL's 3.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIFIX MFS Diversified Income Fund | 5.36% | 5.62% | 3.86% | 3.12% | 3.99% | 4.95% | 2.83% | 3.13% | 4.39% | 3.79% | 3.76% | 7.57% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.96% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
Drawdowns
DIFIX vs. BIL - Drawdown Comparison
The maximum DIFIX drawdown since its inception was -35.04%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for DIFIX and BIL.
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Drawdown Indicators
| DIFIX | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -0.78% | -34.26% |
Max Drawdown (1Y)Largest decline over 1 year | -4.91% | -0.01% | -4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -0.12% | -19.58% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -0.21% | -23.48% |
Current DrawdownCurrent decline from peak | -3.47% | 0.00% | -3.47% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -0.26% | -3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.00% | +1.24% |
Volatility
DIFIX vs. BIL - Volatility Comparison
MFS Diversified Income Fund (DIFIX) has a higher volatility of 2.25% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that DIFIX's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIFIX | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 0.06% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.45% | 0.14% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 0.21% | +5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.80% | 0.26% | +6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.49% | 0.26% | +7.23% |