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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DMXF or MDIJX.
Key characteristics
| DMXF | MDIJX | |
|---|---|---|
| YTD Return | 8.12% | 7.74% |
| 1Y Return | 15.73% | 12.65% |
| 3Y Return (Ann) | 3.10% | 1.42% |
| Sharpe Ratio | 1.21 | 1.17 |
| Daily Std Dev | 13.47% | 10.91% |
| Max Drawdown | -34.52% | -54.94% |
| Current Drawdown | -0.63% | -0.50% |
Correlation
The correlation between DMXF and MDIJX is 0.91, 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.
Performance
DMXF vs. MDIJX - Performance Comparison
The year-to-date returns for both stocks are quite close, with DMXF having a 8.12% return and MDIJX slightly lower at 7.74%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
DMXF vs. MDIJX - Risk-Adjusted Performance 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.
Dividends
DMXF vs. MDIJX - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 2.12%, less than MDIJX's 3.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 2.12% | 2.29% | 2.37% | 1.91% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDIJX MFS International Diversification Fund | 3.84% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% | 1.48% | 1.06% |
Drawdowns
DMXF vs. MDIJX - Drawdown Comparison
The maximum DMXF drawdown since its inception was -34.52%, smaller than the maximum MDIJX drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for DMXF and MDIJX. For additional features, visit the drawdowns tool.
Volatility
DMXF vs. MDIJX - Volatility Comparison
iShares ESG Advanced MSCI EAFE ETF (DMXF) has a higher volatility of 3.71% compared to MFS International Diversification Fund (MDIJX) at 2.60%. 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.