FOSFX vs. MDIJX
Compare and contrast key facts about Fidelity Overseas Fund (FOSFX) and MFS International Diversification Fund (MDIJX).
FOSFX is managed by Fidelity. It was launched on Dec 4, 1984. 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: FOSFX or MDIJX.
Performance
FOSFX vs. MDIJX - Performance Comparison
Returns By Period
In the year-to-date period, FOSFX achieves a 6.05% return, which is significantly lower than MDIJX's 7.07% return. Over the past 10 years, FOSFX has outperformed MDIJX with an annualized return of 7.12%, while MDIJX has yielded a comparatively lower 6.28% annualized return.
FOSFX
6.05%
-5.47%
-2.16%
15.04%
6.76%
7.12%
MDIJX
7.07%
-4.99%
-0.79%
13.69%
5.60%
6.28%
Key characteristics
| FOSFX | MDIJX | |
|---|---|---|
| Sharpe Ratio | 1.14 | 1.17 |
| Sortino Ratio | 1.65 | 1.65 |
| Omega Ratio | 1.20 | 1.20 |
| Calmar Ratio | 0.89 | 1.02 |
| Martin Ratio | 5.40 | 5.93 |
| Ulcer Index | 2.83% | 2.24% |
| Daily Std Dev | 13.37% | 11.36% |
| Max Drawdown | -62.54% | -54.94% |
| Current Drawdown | -8.99% | -7.79% |
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FOSFX vs. MDIJX - Expense Ratio Comparison
FOSFX has a 0.99% expense ratio, which is higher than MDIJX's 0.82% expense ratio.
Correlation
The correlation between FOSFX and MDIJX is 0.94, 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.
Risk-Adjusted Performance
FOSFX vs. MDIJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Overseas Fund (FOSFX) 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
FOSFX vs. MDIJX - Dividend Comparison
FOSFX's dividend yield for the trailing twelve months is around 0.96%, less than MDIJX's 2.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOSFX Fidelity Overseas Fund | 0.96% | 1.02% | 0.77% | 0.30% | 0.18% | 1.35% | 1.66% | 1.02% | 1.83% | 1.06% | 1.76% | 2.98% |
MDIJX MFS International Diversification Fund | 2.41% | 2.58% | 0.66% | 1.88% | 0.69% | 1.43% | 2.45% | 1.63% | 2.19% | 1.69% | 1.48% | 1.06% |
Drawdowns
FOSFX vs. MDIJX - Drawdown Comparison
The maximum FOSFX drawdown since its inception was -62.54%, which is greater than MDIJX's maximum drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for FOSFX and MDIJX. For additional features, visit the drawdowns tool.
Volatility
FOSFX vs. MDIJX - Volatility Comparison
Fidelity Overseas Fund (FOSFX) has a higher volatility of 3.77% compared to MFS International Diversification Fund (MDIJX) at 3.39%. This indicates that FOSFX'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.