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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDLV or MDIJX.
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.
Performance
IDLV vs. MDIJX - Performance Comparison
Key characteristics
IDLV:
1.16
MDIJX:
1.28
IDLV:
1.63
MDIJX:
1.81
IDLV:
1.20
MDIJX:
1.22
IDLV:
1.10
MDIJX:
1.24
IDLV:
3.00
MDIJX:
3.64
IDLV:
3.89%
MDIJX:
4.05%
IDLV:
10.10%
MDIJX:
11.49%
IDLV:
-34.65%
MDIJX:
-54.94%
IDLV:
-2.74%
MDIJX:
-2.57%
Returns By Period
In the year-to-date period, IDLV achieves a 6.36% return, which is significantly lower than MDIJX's 7.36% return. Over the past 10 years, IDLV has underperformed MDIJX with an annualized return of 3.08%, while MDIJX has yielded a comparatively higher 5.80% annualized return.
IDLV
6.36%
5.75%
1.96%
10.79%
0.47%
3.08%
MDIJX
7.36%
6.24%
2.40%
13.04%
4.94%
5.80%
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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.
Risk-Adjusted Performance
IDLV vs. MDIJX — Risk-Adjusted Performance Rank
IDLV
MDIJX
IDLV vs. MDIJX - Risk-Adjusted Performance 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.
Dividends
IDLV vs. MDIJX - Dividend Comparison
IDLV's dividend yield for the trailing twelve months is around 3.20%, more than MDIJX's 2.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDLV Invesco S&P International Developed Low Volatility ETF | 3.20% | 3.41% | 3.59% | 4.69% | 2.99% | 2.31% | 5.48% | 3.94% | 3.05% | 3.92% | 3.93% | 3.25% |
MDIJX MFS International Diversification Fund | 2.35% | 2.52% | 2.58% | 0.66% | 1.88% | 0.69% | 1.43% | 2.45% | 1.63% | 2.19% | 1.69% | 1.48% |
Drawdowns
IDLV vs. MDIJX - Drawdown Comparison
The maximum IDLV drawdown since its inception was -34.65%, smaller than the maximum MDIJX drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for IDLV and MDIJX. For additional features, visit the drawdowns tool.
Volatility
IDLV vs. MDIJX - Volatility Comparison
The current volatility for Invesco S&P International Developed Low Volatility ETF (IDLV) is 2.68%, while MFS International Diversification Fund (MDIJX) has a volatility of 3.20%. 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.