MDIDX vs. DFWVX

Last updated Jun 24, 2026

MDIDX (MFS International Diversification Fund Class A) and DFWVX (DFA World ex U.S. Value Portfolio Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, MDIDX returned 10.14%/yr vs 30.05%/yr for DFWVX. Their correlation of 0.89 suggests significant overlap in exposure. MDIDX charges 1.08%/yr vs 0.40%/yr for DFWVX.

Performance

MDIDX vs. DFWVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Diversification Fund Class A (MDIDX) and DFA World ex U.S. Value Portfolio Fund (DFWVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MDIDX achieves a 9.89% return, which is significantly lower than DFWVX's 16.20% return. Over the past 10 years, MDIDX has underperformed DFWVX with an annualized return of 10.14%, while DFWVX has yielded a comparatively higher 30.05% annualized return.

MDIDX

• 1D: -0.13%
• 1M: 1.83%
• YTD: 9.89%
• 6M: 9.65%
• 1Y: 22.73%
• 3Y*: 16.00%
• 5Y*: 7.10%
• 10Y*: 10.14%

DFWVX

• 1D: 0.10%
• 1M: 1.88%
• YTD: 16.20%
• 6M: 16.06%
• 1Y: 39.20%
• 3Y*: 23.89%
• 5Y*: 16.88%
• 10Y*: 30.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MDIDX vs. DFWVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MDIDX MFS International Diversification Fund Class A	9.89%	27.58%	6.12%	14.05%	-17.31%	7.42%	14.99%	25.68%	-11.25%	29.94%
DFWVX DFA World ex U.S. Value Portfolio Fund	16.20%	40.30%	6.66%	17.37%	-6.41%	32.65%	-0.40%	344.89%	-16.69%	28.21%

Correlation

The correlation between MDIDX and DFWVX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012	0.89

The correlation between MDIDX and DFWVX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

Return for Risk

MDIDX vs. DFWVX — Risk / Return Rank

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

MDIDX

MDIDX Risk / Return Rank: 39
MDIDX Sharpe Ratio Rank: 42
MDIDX Sortino Ratio Rank: 40
MDIDX Omega Ratio Rank: 43
MDIDX Calmar Ratio Rank: 33
MDIDX Martin Ratio Rank: 36

DFWVX

DFWVX Risk / Return Rank: 89
DFWVX Sharpe Ratio Rank: 94
DFWVX Sortino Ratio Rank: 89
DFWVX Omega Ratio Rank: 87
DFWVX Calmar Ratio Rank: 88
DFWVX Martin Ratio Rank: 86

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.

MDIDX vs. DFWVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund Class A (MDIDX) and DFA World ex U.S. Value Portfolio Fund (DFWVX). 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.

	MDIDX	DFWVX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	3.00	-1.25
Sortino ratio: Return per unit of downside risk	2.45	3.98	-1.53
Omega ratio: Gain probability vs. loss probability	1.33	1.56	-0.24
Calmar ratio: Return relative to maximum drawdown	2.01	4.06	-2.05
Martin ratio: Return relative to average drawdown	7.56	15.06	-7.50

MDIDX vs. DFWVX - Sharpe Ratio Comparison

The current MDIDX Sharpe Ratio is 1.76, which is lower than the DFWVX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of MDIDX and DFWVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MDIDX vs. DFWVX - Drawdown Comparison

The maximum MDIDX drawdown since its inception was -56.80%, which is greater than DFWVX's maximum drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for MDIDX and DFWVX.

Drawdown Indicators

	MDIDX	DFWVX	Difference
Max Drawdown Largest peak-to-trough decline	-56.80%	-41.32%	-15.48%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-9.91%	-1.50%
Max Drawdown (3Y) Largest decline over 3 years	-12.60%	-14.11%	+1.51%
Max Drawdown (5Y) Largest decline over 5 years	-30.40%	-24.59%	-5.81%
Max Drawdown (10Y) Largest decline over 10 years	-30.40%	-41.32%	+10.92%
Current Drawdown Current decline from peak	-0.23%	-0.94%	+0.71%
Average Drawdown Average peak-to-trough decline	-9.33%	-7.06%	-2.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	2.66%	+0.37%

Volatility

MDIDX vs. DFWVX - Volatility Comparison

MFS International Diversification Fund Class A (MDIDX) and DFA World ex U.S. Value Portfolio Fund (DFWVX) have volatilities of 4.87% and 5.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MDIDX	DFWVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	5.12%	-0.25%
Volatility (6M) Calculated over the trailing 6-month period	11.00%	11.38%	-0.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.11%	13.42%	-0.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.35%	16.13%	-1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.71%	34.90%	-20.19%

MDIDX vs. DFWVX - Expense Ratio Comparison

MDIDX has a 1.08% expense ratio, which is higher than DFWVX's 0.40% expense ratio.

Dividends

MDIDX vs. DFWVX - Dividend Comparison

MDIDX's dividend yield for the trailing twelve months is around 4.54%, more than DFWVX's 3.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFWVX DFA World ex U.S. Value Portfolio Fund	3.40%	3.66%	4.28%	4.30%	3.75%	15.97%	2.43%	110.54%	5.26%	2.70%	2.92%	2.77%
MDIDX MFS International Diversification Fund Class A	4.54%	4.99%	3.27%	3.94%	2.41%	2.47%	1.45%	2.30%	2.89%	1.42%	1.94%	1.60%

Frequently Asked Questions

Can I hold both MDIDX and DFWVX in my portfolio?

MDIDX and DFWVX 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.

Which is riskier, MDIDX or DFWVX?

DFWVX has higher volatility (5.12%) compared to MDIDX (4.87%). In terms of maximum drawdown, MDIDX dropped -56.80% vs DFWVX's -41.32%.

Which has better risk-adjusted returns?

DFWVX currently has the higher Sharpe Ratio (3.00 vs 1.76), 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.