MDIJX vs. MEIIX
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and MFS Value Fund Class I (MEIIX).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MDIJX vs. MEIIX - Performance Comparison
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MDIJX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MEIIX MFS Value Fund Class I | 1.07% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, MDIJX achieves a -0.22% return, which is significantly lower than MEIIX's 1.07% return. Over the past 10 years, MDIJX has underperformed MEIIX with an annualized return of 9.18%, while MEIIX has yielded a comparatively higher 9.90% 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%
MEIIX
- 1D
- 1.65%
- 1M
- -5.02%
- YTD
- 1.07%
- 6M
- 3.60%
- 1Y
- 10.36%
- 3Y*
- 12.03%
- 5Y*
- 8.36%
- 10Y*
- 9.90%
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MDIJX vs. MEIIX - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MDIJX vs. MEIIX — Risk / Return Rank
MDIJX
MEIIX
MDIJX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and MFS Value Fund Class I (MEIIX). 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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.69 | +0.79 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.03 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.15 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.02 | +0.68 |
Martin ratioReturn relative to average drawdown | 6.69 | 4.48 | +2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDIJX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.69 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.60 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.60 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.56 | -0.11 |
Correlation
The correlation between MDIJX and MEIIX is 0.74, 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. MEIIX - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 5.18%, less than MEIIX's 9.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MEIIX MFS Value Fund Class I | 9.62% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
MDIJX vs. MEIIX - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -56.60%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MDIJX and MEIIX.
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Drawdown Indicators
| MDIJX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.60% | -52.64% | -3.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -11.10% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -17.58% | -12.61% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -36.70% | +6.51% |
Current DrawdownCurrent decline from peak | -9.03% | -5.02% | -4.01% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -6.58% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.53% | +0.37% |
Volatility
MDIJX vs. MEIIX - Volatility Comparison
MFS International Diversification Fund (MDIJX) has a higher volatility of 6.30% compared to MFS Value Fund Class I (MEIIX) at 3.64%. This indicates that MDIJX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIJX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 3.64% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 7.85% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 14.83% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 13.92% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 16.56% | -1.92% |