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MAILX vs. MDIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAILX 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.


-0.50.00.51.00.9

Performance

MAILX vs. MDIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock International Fund of BlackRock Series, Inc. (MAILX) and MFS International Diversification Fund (MDIJX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.58%
0.81%
MAILX
MDIJX

Key characteristics

Sharpe Ratio

MAILX:

0.21

MDIJX:

0.79

Sortino Ratio

MAILX:

0.40

MDIJX:

1.14

Omega Ratio

MAILX:

1.05

MDIJX:

1.14

Calmar Ratio

MAILX:

0.16

MDIJX:

0.80

Martin Ratio

MAILX:

0.87

MDIJX:

3.03

Ulcer Index

MAILX:

3.45%

MDIJX:

2.99%

Daily Std Dev

MAILX:

14.04%

MDIJX:

11.44%

Max Drawdown

MAILX:

-59.57%

MDIJX:

-54.94%

Current Drawdown

MAILX:

-15.69%

MDIJX:

-8.45%

Returns By Period

In the year-to-date period, MAILX achieves a 0.17% return, which is significantly lower than MDIJX's 6.30% return. Over the past 10 years, MAILX has underperformed MDIJX with an annualized return of 4.80%, while MDIJX has yielded a comparatively higher 6.39% annualized return.


MAILX

YTD

0.17%

1M

0.93%

6M

-1.58%

1Y

1.36%

5Y*

4.00%

10Y*

4.80%

MDIJX

YTD

6.30%

1M

-1.25%

6M

0.81%

1Y

7.69%

5Y*

4.71%

10Y*

6.39%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAILX vs. MDIJX - Expense Ratio Comparison

MAILX has a 0.65% expense ratio, which is lower than MDIJX's 0.82% expense ratio.


MDIJX
MFS International Diversification Fund
Expense ratio chart for MDIJX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for MAILX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

MAILX vs. MDIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock International Fund of BlackRock Series, Inc. (MAILX) 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.


Sharpe ratio
The chart of Sharpe ratio for MAILX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.004.000.210.79
The chart of Sortino ratio for MAILX, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.000.401.14
The chart of Omega ratio for MAILX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.14
The chart of Calmar ratio for MAILX, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.000.160.80
The chart of Martin ratio for MAILX, currently valued at 0.87, compared to the broader market0.0020.0040.0060.000.873.03
MAILX
MDIJX

The current MAILX Sharpe Ratio is 0.21, which is lower than the MDIJX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of MAILX and MDIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.21
0.79
MAILX
MDIJX

Dividends

MAILX vs. MDIJX - Dividend Comparison

MAILX's dividend yield for the trailing twelve months is around 0.61%, less than MDIJX's 2.43% yield.


TTM20232022202120202019201820172016201520142013
MAILX
BlackRock International Fund of BlackRock Series, Inc.
0.61%1.08%1.13%0.77%0.33%1.11%1.84%1.39%1.63%0.65%2.24%1.81%
MDIJX
MFS International Diversification Fund
2.43%2.58%0.66%1.88%0.69%1.43%2.45%1.63%2.19%1.69%1.48%1.06%

Drawdowns

MAILX vs. MDIJX - Drawdown Comparison

The maximum MAILX drawdown since its inception was -59.57%, which is greater than MDIJX's maximum drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for MAILX and MDIJX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.69%
-8.45%
MAILX
MDIJX

Volatility

MAILX vs. MDIJX - Volatility Comparison

BlackRock International Fund of BlackRock Series, Inc. (MAILX) has a higher volatility of 3.98% compared to MFS International Diversification Fund (MDIJX) at 2.79%. This indicates that MAILX'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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.98%
2.79%
MAILX
MDIJX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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