DMXF vs. MDIJX
Compare and contrast key facts about iShares ESG Advanced MSCI EAFE ETF (DMXF) and MFS International Diversification Fund (MDIJX).
DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Performance
DMXF vs. MDIJX - Performance Comparison
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DMXF vs. MDIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 0.39% | 22.07% | 3.99% | 20.52% | -19.25% | 10.90% | 23.13% |
MDIJX MFS International Diversification Fund | -2.70% | 27.84% | 6.41% | 14.37% | -17.12% | 7.69% | 22.78% |
Returns By Period
In the year-to-date period, DMXF achieves a 0.39% return, which is significantly higher than MDIJX's -2.70% return.
DMXF
- 1D
- 3.51%
- 1M
- -8.10%
- YTD
- 0.39%
- 6M
- 2.94%
- 1Y
- 17.59%
- 3Y*
- 11.83%
- 5Y*
- 5.70%
- 10Y*
- —
MDIJX
- 1D
- 0.11%
- 1M
- -11.30%
- YTD
- -2.70%
- 6M
- 0.89%
- 1Y
- 17.54%
- 3Y*
- 12.07%
- 5Y*
- 5.82%
- 10Y*
- 8.91%
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DMXF vs. MDIJX - Expense Ratio Comparison
DMXF has a 0.12% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Return for Risk
DMXF vs. MDIJX — Risk / Return Rank
DMXF
MDIJX
DMXF vs. MDIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) 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.
| DMXF | MDIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.20 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.60 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.34 | +0.10 |
Martin ratioReturn relative to average drawdown | 5.43 | 5.33 | +0.10 |
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
| DMXF | MDIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.20 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.42 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.44 | +0.12 |
Correlation
The correlation between DMXF and MDIJX is 0.89, 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
DMXF vs. MDIJX - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 4.83%, less than MDIJX's 5.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 4.83% | 4.85% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDIJX MFS International Diversification Fund | 5.31% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
Drawdowns
DMXF vs. MDIJX - Drawdown Comparison
The maximum DMXF drawdown since its inception was -34.52%, smaller than the maximum MDIJX drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for DMXF and MDIJX.
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Drawdown Indicators
| DMXF | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -56.60% | +22.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -11.40% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -34.52% | -30.19% | -4.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.19% | — |
Current DrawdownCurrent decline from peak | -8.42% | -11.30% | +2.88% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -9.14% | +1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.87% | +0.28% |
Volatility
DMXF vs. MDIJX - Volatility Comparison
iShares ESG Advanced MSCI EAFE ETF (DMXF) has a higher volatility of 8.07% compared to MFS International Diversification Fund (MDIJX) at 5.67%. This indicates that DMXF's price experiences larger fluctuations and is considered to be riskier than MDIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMXF | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 5.67% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 9.05% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 13.79% | +5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 14.04% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 14.62% | +2.55% |