MDIJX vs. DIHRX
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and DFA International High Relative Profitability Portfolio (DIHRX).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. DIHRX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDIJX or DIHRX.
Correlation
The correlation between MDIJX and DIHRX is 0.94, 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. DIHRX - Performance Comparison
Key characteristics
MDIJX:
0.97
DIHRX:
0.38
MDIJX:
1.38
DIHRX:
0.62
MDIJX:
1.17
DIHRX:
1.07
MDIJX:
0.75
DIHRX:
0.46
MDIJX:
2.91
DIHRX:
1.10
MDIJX:
3.75%
DIHRX:
4.41%
MDIJX:
11.31%
DIHRX:
12.82%
MDIJX:
-54.94%
DIHRX:
-33.30%
MDIJX:
-8.29%
DIHRX:
-8.75%
Returns By Period
In the year-to-date period, MDIJX achieves a 1.05% return, which is significantly lower than DIHRX's 1.28% return.
MDIJX
1.05%
0.10%
-1.28%
10.17%
3.13%
5.68%
DIHRX
1.28%
1.36%
-3.49%
3.44%
4.51%
N/A
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MDIJX vs. DIHRX - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is higher than DIHRX's 0.30% expense ratio.
Risk-Adjusted Performance
MDIJX vs. DIHRX — Risk-Adjusted Performance Rank
MDIJX
DIHRX
MDIJX vs. DIHRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and DFA International High Relative Profitability Portfolio (DIHRX). 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. DIHRX - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 2.50%, more than DIHRX's 2.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIJX MFS International Diversification Fund | 2.50% | 2.52% | 2.58% | 0.66% | 1.88% | 0.69% | 1.43% | 2.45% | 1.63% | 2.19% | 1.69% | 2.96% |
DIHRX DFA International High Relative Profitability Portfolio | 2.30% | 2.33% | 2.59% | 3.06% | 2.32% | 1.39% | 2.11% | 2.36% | 0.86% | 0.00% | 0.00% | 0.00% |
Drawdowns
MDIJX vs. DIHRX - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -54.94%, which is greater than DIHRX's maximum drawdown of -33.30%. Use the drawdown chart below to compare losses from any high point for MDIJX and DIHRX. For additional features, visit the drawdowns tool.
Volatility
MDIJX vs. DIHRX - Volatility Comparison
MFS International Diversification Fund (MDIJX) and DFA International High Relative Profitability Portfolio (DIHRX) have volatilities of 3.45% and 3.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.