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DIFIX vs. MINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIFIX vs. MINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Diversified Income Fund (DIFIX) and MFS International Intrinsic Value Fund Class I (MINIX). The values are adjusted to include any dividend payments, if applicable.

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DIFIX vs. MINIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MINIX
MFS International Intrinsic Value Fund Class I
-3.26%33.06%7.35%18.04%-23.05%10.55%20.45%25.90%-9.02%27.14%

Returns By Period

In the year-to-date period, DIFIX achieves a 0.06% return, which is significantly higher than MINIX's -3.26% return. Over the past 10 years, DIFIX has underperformed MINIX with an annualized return of 4.63%, while MINIX has yielded a comparatively higher 9.57% 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%

MINIX

1D
0.33%
1M
-11.89%
YTD
-3.26%
6M
0.71%
1Y
18.67%
3Y*
14.36%
5Y*
7.15%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIFIX vs. MINIX - Expense Ratio Comparison

DIFIX has a 0.73% expense ratio, which is higher than MINIX's 0.72% expense ratio.


Return for Risk

DIFIX vs. MINIX — Risk / Return Rank

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

DIFIX
DIFIX Risk / Return Rank: 7373
Overall Rank
DIFIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DIFIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
DIFIX Omega Ratio Rank: 7272
Omega Ratio Rank
DIFIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DIFIX Martin Ratio Rank: 6969
Martin Ratio Rank

MINIX
MINIX Risk / Return Rank: 5959
Overall Rank
MINIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MINIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MINIX Omega Ratio Rank: 5959
Omega Ratio Rank
MINIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MINIX Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DIFIX vs. MINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Diversified Income Fund (DIFIX) and MFS International Intrinsic Value Fund Class I (MINIX). 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.


DIFIXMINIXDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.12

+0.29

Sortino ratio

Return per unit of downside risk

1.89

1.52

+0.37

Omega ratio

Gain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratio

Return relative to maximum drawdown

1.63

1.33

+0.30

Martin ratio

Return relative to average drawdown

6.53

5.28

+1.25

DIFIX vs. MINIX - Sharpe Ratio Comparison

The current DIFIX Sharpe Ratio is 1.42, which is comparable to the MINIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of DIFIX and MINIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DIFIXMINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.12

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.44

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.62

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.55

+0.09

Correlation

The correlation between DIFIX and MINIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DIFIX vs. MINIX - Dividend Comparison

DIFIX's dividend yield for the trailing twelve months is around 5.40%, less than MINIX's 8.03% yield.


TTM20252024202320222021202020192018201720162015
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%
MINIX
MFS International Intrinsic Value Fund Class I
8.03%7.77%12.02%11.21%13.90%7.25%5.25%3.94%4.49%2.62%1.82%3.20%

Drawdowns

DIFIX vs. MINIX - Drawdown Comparison

The maximum DIFIX drawdown since its inception was -35.04%, smaller than the maximum MINIX drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for DIFIX and MINIX.


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Drawdown Indicators


DIFIXMINIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.04%

-51.72%

+16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.91%

-12.42%

+7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-19.70%

-36.78%

+17.08%

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

-36.78%

+13.09%

Current Drawdown

Current decline from peak

-4.25%

-11.89%

+7.64%

Average Drawdown

Average peak-to-trough decline

-3.89%

-8.64%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

3.13%

-1.91%

Volatility

DIFIX vs. MINIX - Volatility Comparison

The current volatility for MFS Diversified Income Fund (DIFIX) is 2.02%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 5.98%. This indicates that DIFIX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIFIXMINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

5.98%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

10.11%

-6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

5.73%

15.74%

-10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.79%

16.45%

-9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

15.52%

-8.03%