Correlation
The correlation between EIISX and MDIJX 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.
EIISX vs. MDIJX
Compare and contrast key facts about Parametric International Equity Fund (EIISX) and MFS International Diversification Fund (MDIJX).
EIISX is managed by Eaton Vance. It was launched on Apr 1, 2010. 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: EIISX or MDIJX.
Performance
EIISX vs. MDIJX - Performance Comparison
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Key characteristics
EIISX:
0.98
MDIJX:
1.07
EIISX:
1.30
MDIJX:
1.34
EIISX:
1.18
MDIJX:
1.19
EIISX:
1.04
MDIJX:
1.07
EIISX:
2.47
MDIJX:
3.24
EIISX:
5.21%
MDIJX:
4.17%
EIISX:
13.83%
MDIJX:
14.27%
EIISX:
-33.36%
MDIJX:
-55.98%
EIISX:
-0.31%
MDIJX:
-0.57%
Returns By Period
In the year-to-date period, EIISX achieves a 18.14% return, which is significantly higher than MDIJX's 14.05% return. Over the past 10 years, EIISX has underperformed MDIJX with an annualized return of 5.41%, while MDIJX has yielded a comparatively higher 7.00% annualized return.
EIISX
18.14%
4.38%
13.01%
12.33%
8.49%
8.73%
5.41%
MDIJX
14.05%
4.83%
11.43%
14.27%
10.04%
9.62%
7.00%
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EIISX vs. MDIJX - Expense Ratio Comparison
EIISX has a 0.50% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Risk-Adjusted Performance
EIISX vs. MDIJX — Risk-Adjusted Performance Rank
EIISX
MDIJX
EIISX vs. MDIJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric International Equity Fund (EIISX) 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.
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Dividends
EIISX vs. MDIJX - Dividend Comparison
EIISX's dividend yield for the trailing twelve months is around 4.38%, more than MDIJX's 3.07% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIISX Parametric International Equity Fund | 4.38% | 5.17% | 3.29% | 4.36% | 4.77% | 1.55% | 3.28% | 3.56% | 2.80% | 1.82% | 2.59% | 6.26% |
MDIJX MFS International Diversification Fund | 3.07% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.19% | 1.69% | 1.48% |
Drawdowns
EIISX vs. MDIJX - Drawdown Comparison
The maximum EIISX drawdown since its inception was -33.36%, smaller than the maximum MDIJX drawdown of -55.98%. Use the drawdown chart below to compare losses from any high point for EIISX and MDIJX.
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Volatility
EIISX vs. MDIJX - Volatility Comparison
Parametric International Equity Fund (EIISX) has a higher volatility of 2.88% compared to MFS International Diversification Fund (MDIJX) at 2.31%. This indicates that EIISX'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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