IDLV vs. MDIJX
Compare and contrast key facts about Invesco S&P International Developed Low Volatility ETF (IDLV) and MFS International Diversification Fund (MDIJX).
IDLV is a passively managed fund by Invesco that tracks the performance of the S&P BMI International Developed Low Volatility Index. It was launched on Jan 13, 2012. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Performance
IDLV vs. MDIJX - Performance Comparison
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IDLV vs. MDIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDLV Invesco S&P International Developed Low Volatility ETF | 3.33% | 27.77% | 2.15% | 9.18% | -12.21% | 9.76% | -9.78% | 20.09% | -8.02% | 22.01% |
MDIJX MFS International Diversification Fund | -0.22% | 27.84% | 6.41% | 14.37% | -17.12% | 7.69% | 15.26% | 26.00% | -11.05% | 30.29% |
Returns By Period
In the year-to-date period, IDLV achieves a 3.33% return, which is significantly higher than MDIJX's -0.22% return. Over the past 10 years, IDLV has underperformed MDIJX with an annualized return of 5.50%, while MDIJX has yielded a comparatively higher 9.18% annualized return.
IDLV
- 1D
- 0.83%
- 1M
- -3.85%
- YTD
- 3.33%
- 6M
- 6.50%
- 1Y
- 19.67%
- 3Y*
- 12.50%
- 5Y*
- 6.65%
- 10Y*
- 5.50%
MDIJX
- 1D
- 2.55%
- 1M
- -7.39%
- YTD
- -0.22%
- 6M
- 2.92%
- 1Y
- 19.95%
- 3Y*
- 13.01%
- 5Y*
- 6.11%
- 10Y*
- 9.18%
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IDLV vs. MDIJX - Expense Ratio Comparison
IDLV has a 0.25% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Return for Risk
IDLV vs. MDIJX — Risk / Return Rank
IDLV
MDIJX
IDLV vs. MDIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Low Volatility ETF (IDLV) 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.
| IDLV | MDIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.48 | +0.10 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.96 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.29 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.70 | +0.75 |
Martin ratioReturn relative to average drawdown | 9.22 | 6.69 | +2.53 |
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
| IDLV | MDIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.48 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.44 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.63 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.45 | +0.01 |
Correlation
The correlation between IDLV and MDIJX is 0.82, 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
IDLV vs. MDIJX - Dividend Comparison
IDLV's dividend yield for the trailing twelve months is around 4.66%, less than MDIJX's 5.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDLV Invesco S&P International Developed Low Volatility ETF | 4.66% | 4.63% | 3.41% | 3.59% | 4.69% | 2.99% | 2.30% | 4.92% | 3.94% | 3.05% | 3.92% | 3.93% |
MDIJX MFS International Diversification Fund | 5.18% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
Drawdowns
IDLV vs. MDIJX - Drawdown Comparison
The maximum IDLV drawdown since its inception was -34.65%, smaller than the maximum MDIJX drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for IDLV and MDIJX.
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Drawdown Indicators
| IDLV | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.65% | -56.60% | +21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -11.40% | +3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.52% | -30.19% | +7.67% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | -30.19% | -4.46% |
Current DrawdownCurrent decline from peak | -5.05% | -9.03% | +3.98% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -9.14% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.90% | -0.71% |
Volatility
IDLV vs. MDIJX - Volatility Comparison
The current volatility for Invesco S&P International Developed Low Volatility ETF (IDLV) is 4.21%, while MFS International Diversification Fund (MDIJX) has a volatility of 6.30%. This indicates that IDLV experiences smaller price fluctuations and is considered to be less risky 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
| IDLV | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 6.30% | -2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 9.37% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 13.99% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.73% | 14.09% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 14.64% | -1.26% |