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MCSIX vs. MDIJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCSIX vs. MDIJX - Performance Comparison

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

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MCSIX vs. MDIJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCSIX
MFS Commodity Strategy Fund
20.44%18.47%5.08%-6.13%13.40%27.55%-0.02%7.79%-12.79%3.65%
MDIJX
MFS International Diversification Fund
-2.70%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, MCSIX achieves a 20.44% return, which is significantly higher than MDIJX's -2.70% return. Over the past 10 years, MCSIX has underperformed MDIJX with an annualized return of 8.18%, while MDIJX has yielded a comparatively higher 8.91% annualized return.


MCSIX

1D
0.46%
1M
7.13%
YTD
20.44%
6M
27.27%
1Y
30.89%
3Y*
13.89%
5Y*
13.85%
10Y*
8.18%

MDIJX

1D
0.11%
1M
-11.30%
YTD
-2.70%
6M
0.89%
1Y
17.54%
3Y*
12.07%
5Y*
5.82%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCSIX vs. MDIJX - Expense Ratio Comparison

MCSIX has a 0.90% expense ratio, which is higher than MDIJX's 0.82% expense ratio.


Return for Risk

MCSIX vs. MDIJX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MCSIX
MCSIX Risk / Return Rank: 9090
Overall Rank
MCSIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MCSIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
MCSIX Omega Ratio Rank: 8686
Omega Ratio Rank
MCSIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
MCSIX Martin Ratio Rank: 8989
Martin Ratio Rank

MDIJX
MDIJX Risk / Return Rank: 6262
Overall Rank
MDIJX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MDIJX Sortino Ratio Rank: 6565
Sortino Ratio Rank
MDIJX Omega Ratio Rank: 6464
Omega Ratio Rank
MDIJX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MDIJX Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MCSIX vs. MDIJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Commodity Strategy Fund (MCSIX) 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.


MCSIXMDIJXDifference

Sharpe ratio

Return per unit of total volatility

1.90

1.20

+0.70

Sortino ratio

Return per unit of downside risk

2.41

1.60

+0.81

Omega ratio

Gain probability vs. loss probability

1.35

1.24

+0.12

Calmar ratio

Return relative to maximum drawdown

3.27

1.34

+1.93

Martin ratio

Return relative to average drawdown

9.88

5.33

+4.55

MCSIX vs. MDIJX - Sharpe Ratio Comparison

The current MCSIX Sharpe Ratio is 1.90, which is higher than the MDIJX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of MCSIX 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.


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Sharpe Ratios by Period


MCSIXMDIJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.20

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.42

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.61

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.44

-0.33

Correlation

The correlation between MCSIX and MDIJX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MCSIX vs. MDIJX - Dividend Comparison

MCSIX's dividend yield for the trailing twelve months is around 13.32%, more than MDIJX's 5.31% yield.


TTM20252024202320222021202020192018201720162015
MCSIX
MFS Commodity Strategy Fund
13.32%16.04%3.30%2.21%27.42%56.01%0.88%1.87%3.50%3.14%0.61%0.47%
MDIJX
MFS International Diversification Fund
5.31%5.17%3.50%4.14%2.64%2.70%1.64%2.50%3.14%1.63%2.18%1.69%

Drawdowns

MCSIX vs. MDIJX - Drawdown Comparison

The maximum MCSIX drawdown since its inception was -64.20%, which is greater than MDIJX's maximum drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for MCSIX and MDIJX.


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Drawdown Indicators


MCSIXMDIJXDifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-56.60%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.74%

-11.40%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-37.61%

-30.19%

-7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

-30.19%

-7.42%

Current Drawdown

Current decline from peak

-1.58%

-11.30%

+9.72%

Average Drawdown

Average peak-to-trough decline

-33.63%

-9.14%

-24.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.87%

+0.36%

Volatility

MCSIX vs. MDIJX - Volatility Comparison

MFS Commodity Strategy Fund (MCSIX) has a higher volatility of 6.29% compared to MFS International Diversification Fund (MDIJX) at 5.67%. This indicates that MCSIX'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


MCSIXMDIJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

5.67%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

9.05%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

13.79%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.64%

14.04%

+20.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

14.62%

+11.41%