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MDIJX vs. BISIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MDIJX and BISIX is 0.74, 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. BISIX - Performance Comparison

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

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Key characteristics

Returns By Period


MDIJX

YTD

13.40%

1M

8.78%

6M

11.01%

1Y

11.01%

3Y*

9.43%

5Y*

8.97%

10Y*

5.93%

BISIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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MDIJX vs. BISIX - Expense Ratio Comparison

MDIJX has a 0.82% expense ratio, which is lower than BISIX's 0.84% expense ratio.


Risk-Adjusted Performance

MDIJX vs. BISIX — Risk-Adjusted Performance Rank

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

MDIJX
The Risk-Adjusted Performance Rank of MDIJX is 7070
Overall Rank
The Sharpe Ratio Rank of MDIJX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of MDIJX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MDIJX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of MDIJX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MDIJX is 6565
Martin Ratio Rank

BISIX
The Risk-Adjusted Performance Rank of BISIX is 1414
Overall Rank
The Sharpe Ratio Rank of BISIX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of BISIX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BISIX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of BISIX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of BISIX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MDIJX vs. BISIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and BlackRock International Dividend Fund (BISIX). 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.



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Dividends

MDIJX vs. BISIX - Dividend Comparison

MDIJX's dividend yield for the trailing twelve months is around 2.22%, while BISIX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MDIJX
MFS International Diversification Fund
2.22%2.52%2.58%0.66%1.88%0.69%1.43%2.45%1.63%2.19%1.69%1.48%
BISIX
BlackRock International Dividend Fund
1.16%1.50%1.72%1.45%2.30%2.26%2.39%2.88%1.37%4.75%0.20%2.84%

Drawdowns

MDIJX vs. BISIX - Drawdown Comparison


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Volatility

MDIJX vs. BISIX - Volatility Comparison


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