MDIJX vs. DBAW
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. DBAW is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI ACWI ex USA US Dollar Hedged Index. It was launched on Jan 23, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDIJX or DBAW.
Correlation
The correlation between MDIJX and DBAW is 0.82, 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. DBAW - Performance Comparison
Key characteristics
MDIJX:
0.79
DBAW:
1.35
MDIJX:
1.14
DBAW:
1.84
MDIJX:
1.14
DBAW:
1.25
MDIJX:
0.80
DBAW:
1.64
MDIJX:
3.03
DBAW:
6.89
MDIJX:
2.99%
DBAW:
2.13%
MDIJX:
11.44%
DBAW:
10.89%
MDIJX:
-54.94%
DBAW:
-31.44%
MDIJX:
-8.45%
DBAW:
-4.36%
Returns By Period
In the year-to-date period, MDIJX achieves a 6.30% return, which is significantly lower than DBAW's 12.96% return. Over the past 10 years, MDIJX has underperformed DBAW with an annualized return of 6.39%, while DBAW has yielded a comparatively higher 7.07% annualized return.
MDIJX
6.30%
-1.25%
0.81%
7.69%
4.71%
6.39%
DBAW
12.96%
-0.70%
1.91%
13.54%
7.55%
7.07%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MDIJX vs. DBAW - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is higher than DBAW's 0.41% expense ratio.
Risk-Adjusted Performance
MDIJX vs. DBAW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW). 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. DBAW - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 2.43%, more than DBAW's 1.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIJX MFS International Diversification Fund | 2.43% | 2.58% | 0.66% | 1.88% | 0.69% | 1.43% | 2.45% | 1.63% | 2.19% | 1.69% | 1.48% | 1.06% |
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 1.72% | 3.45% | 13.44% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% | 7.59% | 0.00% |
Drawdowns
MDIJX vs. DBAW - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -54.94%, which is greater than DBAW's maximum drawdown of -31.44%. Use the drawdown chart below to compare losses from any high point for MDIJX and DBAW. For additional features, visit the drawdowns tool.
Volatility
MDIJX vs. DBAW - Volatility Comparison
The current volatility for MFS International Diversification Fund (MDIJX) is 2.79%, while Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) has a volatility of 3.07%. This indicates that MDIJX experiences smaller price fluctuations and is considered to be less risky than DBAW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.