MDIJX vs. EFA

In the year-to-date period, MDIJX achieves a 10.29% return, which is significantly lower than EFA's 13.70% return. Over the past 10 years, MDIJX has outperformed EFA with an annualized return of 5.64%, while EFA has yielded a comparatively lower 5.35% annualized return.

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MDIJX has a 0.82% expense ratio, which is higher than EFA's 0.32% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and iShares MSCI EAFE ETF (EFA). 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.

The current MDIJX Sharpe Ratio is 0.70, which is comparable to the EFA Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of MDIJX and EFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MDIJX's dividend yield for the trailing twelve months is around 2.29%, less than EFA's 2.85% yield.

The maximum MDIJX drawdown since its inception was -54.94%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for MDIJX and EFA. For additional features, visit the drawdowns tool.

The current volatility for MFS International Diversification Fund (MDIJX) is 3.12%, while iShares MSCI EAFE ETF (EFA) has a volatility of 4.68%. This indicates that MDIJX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.