MDIJX vs. ARTKX
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and Artisan International Value Fund (ARTKX).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDIJX or ARTKX.
Key characteristics
| MDIJX | ARTKX | |
|---|---|---|
| YTD Return | 11.66% | 11.70% |
| 1Y Return | 17.27% | 19.63% |
| 3Y Return (Ann) | 1.92% | 9.40% |
| 5Y Return (Ann) | 7.49% | 12.02% |
| 10Y Return (Ann) | 6.48% | 7.67% |
| Sharpe Ratio | 1.52 | 2.15 |
| Daily Std Dev | 11.37% | 9.54% |
| Max Drawdown | -54.94% | -51.94% |
| Current Drawdown | -0.72% | -1.79% |
Correlation
The correlation between MDIJX and ARTKX is 0.90, 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.
Performance
MDIJX vs. ARTKX - Performance Comparison
The year-to-date returns for both investments are quite close, with MDIJX having a 11.66% return and ARTKX slightly higher at 11.70%. Over the past 10 years, MDIJX has underperformed ARTKX with an annualized return of 6.48%, while ARTKX has yielded a comparatively higher 7.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MDIJX vs. ARTKX - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is lower than ARTKX's 1.25% expense ratio.
Risk-Adjusted Performance
MDIJX vs. ARTKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and Artisan International Value Fund (ARTKX). 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.
Dividends
MDIJX vs. ARTKX - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 3.71%, more than ARTKX's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIJX MFS International Diversification Fund | 3.71% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% | 1.48% | 1.06% |
ARTKX Artisan International Value Fund | 3.38% | 2.84% | 2.10% | 9.72% | 0.84% | 3.64% | 5.33% | 3.86% | 3.08% | 6.12% | 6.84% | 7.50% |
Drawdowns
MDIJX vs. ARTKX - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -54.94%, which is greater than ARTKX's maximum drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for MDIJX and ARTKX. For additional features, visit the drawdowns tool.
Volatility
MDIJX vs. ARTKX - Volatility Comparison
MFS International Diversification Fund (MDIJX) has a higher volatility of 3.31% compared to Artisan International Value Fund (ARTKX) at 2.60%. This indicates that MDIJX's price experiences larger fluctuations and is considered to be riskier than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.