MDIDX vs. SAHMX
MDIDX (MFS International Diversification Fund Class A) and SAHMX (SA International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, MDIDX returned 9.47%/yr vs 11.38%/yr for SAHMX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. MDIDX charges 1.08%/yr vs 1.11%/yr for SAHMX.
Performance
MDIDX vs. SAHMX - Performance Comparison
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Returns By Period
In the year-to-date period, MDIDX achieves a 11.20% return, which is significantly lower than SAHMX's 16.30% return. Over the past 10 years, MDIDX has underperformed SAHMX with an annualized return of 9.47%, while SAHMX has yielded a comparatively higher 11.38% annualized return.
MDIDX
- 1D
- 2.59%
- 1M
- 1.91%
- 6M
- 5.80%
- YTD
- 11.20%
- 1Y
- 22.67%
- 3Y*
- 14.88%
- 5Y*
- 7.43%
- 10Y*
- 9.47%
- ALL TIME*
- 8.00%
SAHMX
- 1D
- 1.60%
- 1M
- 4.58%
- 6M
- 9.89%
- YTD
- 16.30%
- 1Y
- 36.09%
- 3Y*
- 21.59%
- 5Y*
- 15.23%
- 10Y*
- 11.38%
- ALL TIME*
- 6.27%
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 |
MDIDX vs. SAHMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDIDX MFS International Diversification Fund Class A | 11.20% | 27.58% | 6.12% | 14.05% | -17.31% | 7.42% | 14.99% | 25.68% | -11.25% | 29.94% |
SAHMX SA International Value Fund | 16.30% | 44.08% | 5.44% | 16.49% | -3.70% | 17.59% | -2.48% | 14.61% | -17.95% | 25.06% |
Correlation
The correlation between MDIDX and SAHMX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2004 | 0.79 |
The correlation between MDIDX and SAHMX has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
MDIDX vs. SAHMX — Risk / Return Rank
MDIDX
SAHMX
MDIDX vs. SAHMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund Class A (MDIDX) and SA International Value Fund (SAHMX). 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 | SAHMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.57 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 4.39 | -2.57 |
| Martin ratioReturn relative to average drawdown | 6.81 | 14.73 | -7.92 |
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Drawdowns
MDIDX vs. SAHMX - Drawdown Comparison
The maximum MDIDX drawdown since its inception was -56.80%, smaller than the maximum SAHMX drawdown of -66.58%. Use the drawdown chart below to compare losses from any high point for MDIDX and SAHMX.
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Drawdown Indicators
| MDIDX | SAHMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.80% | -66.58% | +9.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -8.72% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -14.85% | +2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.40% | -25.10% | -5.30% |
Max Drawdown (10Y)Largest decline over 10 years | -30.40% | -48.63% | +18.23% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.29% | -16.09% | +6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.55% | +0.50% |
Volatility
MDIDX vs. SAHMX - Volatility Comparison
MFS International Diversification Fund Class A (MDIDX) has a higher volatility of 4.14% compared to SA International Value Fund (SAHMX) at 3.47%. This indicates that MDIDX's price experiences larger fluctuations and is considered to be riskier than SAHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIDX | SAHMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 3.47% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 9.62% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 12.17% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 15.42% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.55% | 16.06% | -1.51% |
MDIDX vs. SAHMX - Expense Ratio Comparison
MDIDX has a 1.08% expense ratio, which is lower than SAHMX's 1.11% expense ratio.
Dividends
MDIDX vs. SAHMX - Dividend Comparison
MDIDX's dividend yield for the trailing twelve months is around 4.48%, less than SAHMX's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIDX MFS International Diversification Fund Class A | 4.48% | 4.99% | 3.27% | 3.94% | 2.41% | 2.47% | 1.45% | 2.30% | 2.89% | 1.42% | 1.94% | 1.60% |
SAHMX SA International Value Fund | 4.60% | 5.35% | 3.57% | 3.46% | 4.06% | 3.05% | 2.09% | 3.66% | 1.93% | 2.46% | 2.89% | 1.91% |
Frequently Asked Questions
MDIDX and SAHMX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDIDX has higher volatility (4.14%) compared to SAHMX (3.47%). In terms of maximum drawdown, MDIDX dropped -56.80% vs SAHMX's -66.58%.
SAHMX currently has the higher Sharpe Ratio (3.16 vs 1.53), 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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