MAILX vs. MDIJX
MAILX (BlackRock International Fund of BlackRock Series, Inc.) and MDIJX (MFS International Diversification Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, MAILX returned 7.88%/yr vs 9.74%/yr for MDIJX. Their correlation of 0.92 means they have usually moved in the same direction. MAILX charges 0.65%/yr vs 0.82%/yr for MDIJX.
Performance
MAILX vs. MDIJX - Performance Comparison
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Returns By Period
In the year-to-date period, MAILX achieves a 9.99% return, which is significantly lower than MDIJX's 11.35% return. Over the past 10 years, MAILX has underperformed MDIJX with an annualized return of 7.88%, while MDIJX has yielded a comparatively higher 9.74% annualized return.
MAILX
- 1D
- 2.96%
- 1M
- 0.71%
- 6M
- 4.60%
- YTD
- 9.99%
- 1Y
- 23.33%
- 3Y*
- 9.20%
- 5Y*
- 2.38%
- 10Y*
- 7.88%
- ALL TIME*
- 4.60%
MDIJX
- 1D
- 2.59%
- 1M
- 1.88%
- 6M
- 5.93%
- YTD
- 11.35%
- 1Y
- 22.92%
- 3Y*
- 15.16%
- 5Y*
- 7.69%
- 10Y*
- 9.74%
- ALL TIME*
- 8.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MAILX vs. MDIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAILX BlackRock International Fund of BlackRock Series, Inc. | 9.99% | 15.60% | 0.46% | 19.67% | -24.24% | 9.32% | 21.82% | 31.77% | -21.45% | 31.87% |
MDIJX MFS International Diversification Fund | 11.35% | 27.84% | 6.41% | 14.37% | -17.12% | 7.69% | 15.26% | 26.00% | -11.05% | 30.29% |
Correlation
The correlation between MAILX and MDIJX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2004 | 0.92 |
The correlation between MAILX and MDIJX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
MAILX vs. MDIJX — Risk / Return Rank
MAILX
MDIJX
MAILX vs. MDIJX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MAILX | MDIJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.85 | -0.08 |
| Martin ratioReturn relative to average drawdown | 6.51 | 6.94 | -0.42 |
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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 -56.60%. Use the drawdown chart below to compare losses from any high point for MAILX and MDIJX.
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Drawdown Indicators
| MAILX | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.57% | -56.60% | -2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -11.40% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -12.57% | -4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -41.68% | -30.19% | -11.49% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -30.19% | -11.49% |
Current DrawdownCurrent decline from peak | -2.47% | 0.00% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -16.06% | -9.04% | -7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.04% | +0.32% |
Volatility
MAILX vs. MDIJX - Volatility Comparison
BlackRock International Fund of BlackRock Series, Inc. (MAILX) has a higher volatility of 5.51% compared to MFS International Diversification Fund (MDIJX) at 4.13%. 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.
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Volatility by Period
| MAILX | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 4.13% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.65% | 11.70% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 13.59% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 14.42% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 14.54% | +3.63% |
MAILX vs. MDIJX - Expense Ratio Comparison
MAILX has a 0.65% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Dividends
MAILX vs. MDIJX - Dividend Comparison
MAILX's dividend yield for the trailing twelve months is around 2.29%, less than MDIJX's 4.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAILX BlackRock International Fund of BlackRock Series, Inc. | 2.29% | 1.79% | 0.90% | 1.08% | 1.13% | 7.30% | 0.33% | 1.11% | 1.83% | 1.39% | 1.62% | 0.65% |
MDIJX MFS International Diversification Fund | 4.64% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
Frequently Asked Questions
MAILX and MDIJX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MAILX has higher volatility (5.51%) compared to MDIJX (4.13%). In terms of maximum drawdown, MAILX dropped -59.57% vs MDIJX's -56.60%.
MDIJX currently has the higher Sharpe Ratio (1.56 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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