MDIJX vs. DMXF
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and iShares ESG Advanced MSCI EAFE ETF (DMXF).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDIJX or DMXF.
Key characteristics
| MDIJX | DMXF | |
|---|---|---|
| YTD Return | 11.26% | 12.41% |
| 1Y Return | 16.85% | 22.30% |
| 3Y Return (Ann) | 1.31% | 2.32% |
| Sharpe Ratio | 1.56 | 1.58 |
| Daily Std Dev | 11.37% | 14.00% |
| Max Drawdown | -54.94% | -34.52% |
| Current Drawdown | -1.08% | -0.76% |
Correlation
The correlation between MDIJX and DMXF is 0.91, 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. DMXF - Performance Comparison
In the year-to-date period, MDIJX achieves a 11.26% return, which is significantly lower than DMXF's 12.41% 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. DMXF - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is higher than DMXF's 0.12% expense ratio.
Risk-Adjusted Performance
MDIJX vs. DMXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and iShares ESG Advanced MSCI EAFE ETF (DMXF). 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. DMXF - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 3.72%, more than DMXF's 2.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIJX MFS International Diversification Fund | 3.72% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% | 1.48% | 1.06% |
DMXF iShares ESG Advanced MSCI EAFE ETF | 2.24% | 2.29% | 2.37% | 1.91% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MDIJX vs. DMXF - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -54.94%, which is greater than DMXF's maximum drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for MDIJX and DMXF. For additional features, visit the drawdowns tool.
Volatility
MDIJX vs. DMXF - Volatility Comparison
The current volatility for MFS International Diversification Fund (MDIJX) is 3.30%, while iShares ESG Advanced MSCI EAFE ETF (DMXF) has a volatility of 3.97%. This indicates that MDIJX experiences smaller price fluctuations and is considered to be less risky than DMXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.