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MDIJX vs. MAILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDIJX vs. MAILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Diversification Fund (MDIJX) and BlackRock International Fund of BlackRock Series, Inc. (MAILX). The values are adjusted to include any dividend payments, if applicable.

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MDIJX vs. MAILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDIJX
MFS International Diversification Fund
-0.22%27.84%6.41%14.37%-17.12%7.69%15.26%26.00%-11.05%30.29%
MAILX
BlackRock International Fund of BlackRock Series, Inc.
-1.49%15.60%0.46%19.67%-24.24%9.32%21.82%31.77%-21.45%31.87%

Returns By Period

In the year-to-date period, MDIJX achieves a -0.22% return, which is significantly higher than MAILX's -1.49% return. Over the past 10 years, MDIJX has outperformed MAILX with an annualized return of 9.18%, while MAILX has yielded a comparatively lower 7.08% annualized return.


MDIJX

1D
2.55%
1M
-7.39%
YTD
-0.22%
6M
2.92%
1Y
19.95%
3Y*
13.01%
5Y*
6.11%
10Y*
9.18%

MAILX

1D
3.12%
1M
-7.93%
YTD
-1.49%
6M
1.55%
1Y
12.33%
3Y*
7.60%
5Y*
0.48%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDIJX vs. MAILX - Expense Ratio Comparison

MDIJX has a 0.82% expense ratio, which is higher than MAILX's 0.65% expense ratio.


Return for Risk

MDIJX vs. MAILX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MDIJX
MDIJX Risk / Return Rank: 7474
Overall Rank
MDIJX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MDIJX Sortino Ratio Rank: 7676
Sortino Ratio Rank
MDIJX Omega Ratio Rank: 7575
Omega Ratio Rank
MDIJX Calmar Ratio Rank: 7171
Calmar Ratio Rank
MDIJX Martin Ratio Rank: 6969
Martin Ratio Rank

MAILX
MAILX Risk / Return Rank: 2828
Overall Rank
MAILX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MAILX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MAILX Omega Ratio Rank: 2626
Omega Ratio Rank
MAILX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MAILX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MDIJX vs. MAILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and BlackRock International Fund of BlackRock Series, Inc. (MAILX). 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.


MDIJXMAILXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.76

+0.72

Sortino ratio

Return per unit of downside risk

1.96

1.12

+0.84

Omega ratio

Gain probability vs. loss probability

1.29

1.16

+0.14

Calmar ratio

Return relative to maximum drawdown

1.70

0.95

+0.75

Martin ratio

Return relative to average drawdown

6.69

3.54

+3.15

MDIJX vs. MAILX - Sharpe Ratio Comparison

The current MDIJX Sharpe Ratio is 1.48, which is higher than the MAILX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of MDIJX and MAILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MDIJXMAILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.76

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.03

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.39

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.22

+0.23

Correlation

The correlation between MDIJX and MAILX is 0.92, 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. MAILX - Dividend Comparison

MDIJX's dividend yield for the trailing twelve months is around 5.18%, more than MAILX's 1.82% yield.


TTM20252024202320222021202020192018201720162015
MDIJX
MFS International Diversification Fund
5.18%5.17%3.50%4.14%2.64%2.70%1.64%2.50%3.14%1.63%2.18%1.69%
MAILX
BlackRock International Fund of BlackRock Series, Inc.
1.82%1.79%0.90%1.08%1.13%7.30%0.33%1.11%1.83%1.39%1.62%0.65%

Drawdowns

MDIJX vs. MAILX - Drawdown Comparison

The maximum MDIJX drawdown since its inception was -56.60%, roughly equal to the maximum MAILX drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for MDIJX and MAILX.


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Drawdown Indicators


MDIJXMAILXDifference

Max Drawdown

Largest peak-to-trough decline

-56.60%

-59.57%

+2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-12.34%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-30.19%

-41.68%

+11.49%

Max Drawdown (10Y)

Largest decline over 10 years

-30.19%

-41.68%

+11.49%

Current Drawdown

Current decline from peak

-9.03%

-9.61%

+0.58%

Average Drawdown

Average peak-to-trough decline

-9.14%

-16.22%

+7.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.31%

-0.41%

Volatility

MDIJX vs. MAILX - Volatility Comparison

The current volatility for MFS International Diversification Fund (MDIJX) is 6.30%, while BlackRock International Fund of BlackRock Series, Inc. (MAILX) has a volatility of 7.88%. This indicates that MDIJX experiences smaller price fluctuations and is considered to be less risky than MAILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDIJXMAILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

7.88%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

11.31%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.99%

16.79%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

17.69%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

18.29%

-3.65%