DIFIX vs. MEIIX
Compare and contrast key facts about MFS Diversified Income Fund (DIFIX) and MFS Value Fund Class I (MEIIX).
DIFIX is managed by MFS. It was launched on May 25, 2006. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
DIFIX vs. MEIIX - Performance Comparison
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DIFIX vs. MEIIX - 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% |
MEIIX MFS Value Fund Class I | -0.56% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, DIFIX achieves a 0.06% return, which is significantly higher than MEIIX's -0.56% return. Over the past 10 years, DIFIX has underperformed MEIIX with an annualized return of 4.63%, while MEIIX has yielded a comparatively higher 9.72% 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%
MEIIX
- 1D
- 0.22%
- 1M
- -6.34%
- YTD
- -0.56%
- 6M
- 1.67%
- 1Y
- 8.35%
- 3Y*
- 11.42%
- 5Y*
- 8.14%
- 10Y*
- 9.72%
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DIFIX vs. MEIIX - Expense Ratio Comparison
DIFIX has a 0.73% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
DIFIX vs. MEIIX — Risk / Return Rank
DIFIX
MEIIX
DIFIX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Diversified Income Fund (DIFIX) and MFS Value Fund Class I (MEIIX). 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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.65 | +0.77 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.97 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.14 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 0.77 | +0.85 |
Martin ratioReturn relative to average drawdown | 6.53 | 3.43 | +3.10 |
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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.65 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.59 | -0.13 |
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 | 0.56 | +0.08 |
Correlation
The correlation between DIFIX and MEIIX is 0.77, 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. MEIIX - Dividend Comparison
DIFIX's dividend yield for the trailing twelve months is around 5.40%, less than MEIIX's 9.77% 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% |
MEIIX MFS Value Fund Class I | 9.77% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
DIFIX vs. MEIIX - Drawdown Comparison
The maximum DIFIX drawdown since its inception was -35.04%, smaller than the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for DIFIX and MEIIX.
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Drawdown Indicators
| DIFIX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -52.64% | +17.60% |
Max Drawdown (1Y)Largest decline over 1 year | -4.91% | -11.10% | +6.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -17.58% | -2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -36.70% | +13.01% |
Current DrawdownCurrent decline from peak | -4.25% | -6.55% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -6.58% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 2.51% | -1.29% |
Volatility
DIFIX vs. MEIIX - Volatility Comparison
The current volatility for MFS Diversified Income Fund (DIFIX) is 2.02%, while MFS Value Fund Class I (MEIIX) has a volatility of 3.11%. This indicates that DIFIX experiences smaller price fluctuations and is considered to be less risky than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIFIX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 3.11% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 7.68% | -4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.73% | 14.78% | -9.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.79% | 13.90% | -7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.49% | 16.55% | -9.06% |