MDIIX vs. TIVFX
Compare and contrast key facts about iShares MSCI EAFE International Index Fund (MDIIX) and American Beacon Tocqueville International Value Fund (TIVFX).
MDIIX is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index (Net). It was launched on Apr 9, 1997. TIVFX is managed by American Beacon. It was launched on Aug 1, 1994.
Performance
MDIIX vs. TIVFX - Performance Comparison
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MDIIX vs. TIVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDIIX iShares MSCI EAFE International Index Fund | -1.98% | 31.36% | 3.36% | 18.04% | -14.33% | 10.98% | 7.68% | 21.55% | -13.62% | 24.84% |
TIVFX American Beacon Tocqueville International Value Fund | 10.36% | 36.15% | 3.73% | 15.43% | -20.57% | 7.53% | 12.61% | 19.38% | -19.87% | 24.18% |
Returns By Period
In the year-to-date period, MDIIX achieves a -1.98% return, which is significantly lower than TIVFX's 10.36% return. Both investments have delivered pretty close results over the past 10 years, with MDIIX having a 8.27% annualized return and TIVFX not far behind at 7.91%.
MDIIX
- 1D
- 0.37%
- 1M
- -10.85%
- YTD
- -1.98%
- 6M
- 2.27%
- 1Y
- 19.23%
- 3Y*
- 13.10%
- 5Y*
- 7.63%
- 10Y*
- 8.27%
TIVFX
- 1D
- -0.23%
- 1M
- -11.69%
- YTD
- 10.36%
- 6M
- 14.86%
- 1Y
- 58.24%
- 3Y*
- 18.41%
- 5Y*
- 8.01%
- 10Y*
- 7.91%
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MDIIX vs. TIVFX - Expense Ratio Comparison
MDIIX has a 0.35% expense ratio, which is lower than TIVFX's 1.20% expense ratio.
Return for Risk
MDIIX vs. TIVFX — Risk / Return Rank
MDIIX
TIVFX
MDIIX vs. TIVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MDIIX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.
| MDIIX | TIVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 2.87 | -1.80 |
Sortino ratioReturn per unit of downside risk | 1.51 | 3.32 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.51 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.00 | -2.49 |
Martin ratioReturn relative to average drawdown | 5.76 | 16.63 | -10.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDIIX | TIVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.87 | -1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.44 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.46 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.37 | -0.08 |
Correlation
The correlation between MDIIX and TIVFX is 0.80, 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.
Dividends
MDIIX vs. TIVFX - Dividend Comparison
MDIIX's dividend yield for the trailing twelve months is around 3.56%, less than TIVFX's 7.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIIX iShares MSCI EAFE International Index Fund | 3.56% | 3.49% | 3.15% | 2.94% | 2.52% | 2.78% | 1.72% | 3.05% | 4.24% | 2.21% | 2.60% | 1.94% |
TIVFX American Beacon Tocqueville International Value Fund | 7.99% | 8.82% | 10.23% | 1.66% | 1.39% | 3.65% | 0.34% | 1.69% | 1.37% | 1.28% | 1.57% | 3.01% |
Drawdowns
MDIIX vs. TIVFX - Drawdown Comparison
The maximum MDIIX drawdown since its inception was -61.26%, which is greater than TIVFX's maximum drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for MDIIX and TIVFX.
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Drawdown Indicators
| MDIIX | TIVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.26% | -54.21% | -7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -13.21% | +1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -36.31% | +6.88% |
Max Drawdown (10Y)Largest decline over 10 years | -34.34% | -41.51% | +7.17% |
Current DrawdownCurrent decline from peak | -10.89% | -11.69% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -15.65% | -13.45% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.22% | -0.26% |
Volatility
MDIIX vs. TIVFX - Volatility Comparison
The current volatility for iShares MSCI EAFE International Index Fund (MDIIX) is 7.04%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 7.61%. This indicates that MDIIX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIIX | TIVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 7.61% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 14.01% | -3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 19.67% | -2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 18.20% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 17.39% | -0.83% |