MDIJX vs. IDLV
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and Invesco S&P International Developed Low Volatility ETF (IDLV).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. IDLV is a passively managed fund by Invesco that tracks the performance of the S&P BMI International Developed Low Volatility Index. It was launched on Jan 13, 2012.
Performance
MDIJX vs. IDLV - Performance Comparison
Loading graphics...
MDIJX vs. IDLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDIJX MFS International Diversification Fund | 1.40% | 27.84% | 6.41% | 14.37% | -17.12% | 7.69% | 15.26% | 26.00% | -11.05% | 30.29% |
IDLV Invesco S&P International Developed Low Volatility ETF | 3.15% | 27.77% | 2.15% | 9.18% | -12.21% | 9.76% | -9.78% | 20.09% | -8.02% | 22.01% |
Returns By Period
In the year-to-date period, MDIJX achieves a 1.40% return, which is significantly lower than IDLV's 3.15% return. Over the past 10 years, MDIJX has outperformed IDLV with an annualized return of 9.36%, while IDLV has yielded a comparatively lower 5.50% annualized return.
MDIJX
- 1D
- 1.62%
- 1M
- -2.66%
- YTD
- 1.40%
- 6M
- 4.33%
- 1Y
- 21.75%
- 3Y*
- 13.62%
- 5Y*
- 6.45%
- 10Y*
- 9.36%
IDLV
- 1D
- -0.17%
- 1M
- -2.11%
- YTD
- 3.15%
- 6M
- 6.96%
- 1Y
- 19.13%
- 3Y*
- 11.99%
- 5Y*
- 6.62%
- 10Y*
- 5.50%
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. IDLV - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is higher than IDLV's 0.25% expense ratio.
Return for Risk
MDIJX vs. IDLV — Risk / Return Rank
MDIJX
IDLV
MDIJX vs. IDLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and Invesco S&P International Developed Low Volatility ETF (IDLV). 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.
| MDIJX | IDLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.54 | +0.03 |
Sortino ratioReturn per unit of downside risk | 2.07 | 2.15 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.36 | -0.38 |
Martin ratioReturn relative to average drawdown | 7.66 | 8.78 | -1.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MDIJX | IDLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.54 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.57 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.41 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.46 | 0.00 |
Correlation
The correlation between MDIJX and IDLV 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.
Dividends
MDIJX vs. IDLV - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 5.10%, more than IDLV's 4.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIJX MFS International Diversification Fund | 5.10% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
IDLV Invesco S&P International Developed Low Volatility ETF | 4.67% | 4.63% | 3.41% | 3.59% | 4.69% | 2.99% | 2.30% | 4.92% | 3.94% | 3.05% | 3.92% | 3.93% |
Drawdowns
MDIJX vs. IDLV - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -56.60%, which is greater than IDLV's maximum drawdown of -34.65%. Use the drawdown chart below to compare losses from any high point for MDIJX and IDLV.
Loading graphics...
Drawdown Indicators
| MDIJX | IDLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.60% | -34.65% | -21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -8.26% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -22.52% | -7.67% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -34.65% | +4.46% |
Current DrawdownCurrent decline from peak | -7.55% | -5.21% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -5.97% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.22% | +0.72% |
Volatility
MDIJX vs. IDLV - Volatility Comparison
MFS International Diversification Fund (MDIJX) has a higher volatility of 5.75% compared to Invesco S&P International Developed Low Volatility ETF (IDLV) at 4.19%. This indicates that MDIJX's price experiences larger fluctuations and is considered to be riskier than IDLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MDIJX | IDLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 4.19% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 7.12% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 12.50% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 11.73% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.65% | 13.38% | +1.27% |