MDIJX vs. MFEIX
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and MFS Growth I (MFEIX).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. MFEIX is managed by MFS. It was launched on Jul 10, 1997.
Performance
MDIJX vs. MFEIX - Performance Comparison
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MDIJX vs. MFEIX - 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% |
MFEIX MFS Growth I | -10.32% | 12.34% | 49.67% | 36.15% | -31.14% | 23.59% | 31.65% | 37.69% | 2.30% | 30.86% |
Returns By Period
In the year-to-date period, MDIJX achieves a -0.22% return, which is significantly higher than MFEIX's -10.32% return. Over the past 10 years, MDIJX has underperformed MFEIX with an annualized return of 9.18%, while MFEIX has yielded a comparatively higher 15.88% 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%
MFEIX
- 1D
- 3.82%
- 1M
- -5.75%
- YTD
- -10.32%
- 6M
- -10.97%
- 1Y
- 9.60%
- 3Y*
- 22.85%
- 5Y*
- 11.27%
- 10Y*
- 15.88%
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MDIJX vs. MFEIX - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is higher than MFEIX's 0.60% expense ratio.
Return for Risk
MDIJX vs. MFEIX — Risk / Return Rank
MDIJX
MFEIX
MDIJX vs. MFEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and MFS Growth I (MFEIX). 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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.49 | +0.99 |
Sortino ratioReturn per unit of downside risk | 1.96 | 0.85 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.12 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.61 | +1.09 |
Martin ratioReturn relative to average drawdown | 6.69 | 2.06 | +4.63 |
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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.49 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.52 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.75 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.42 | +0.03 |
Correlation
The correlation between MDIJX and MFEIX is 0.72, 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. MFEIX - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 5.18%, less than MFEIX's 16.72% 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% |
MFEIX MFS Growth I | 16.72% | 14.99% | 25.47% | 4.86% | 1.05% | 2.76% | 3.57% | 1.57% | 3.78% | 2.50% | 1.61% | 3.65% |
Drawdowns
MDIJX vs. MFEIX - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -56.60%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MDIJX and MFEIX.
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Drawdown Indicators
| MDIJX | MFEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.60% | -72.24% | +15.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -17.30% | +5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -36.11% | +5.92% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -36.11% | +5.92% |
Current DrawdownCurrent decline from peak | -9.03% | -14.14% | +5.11% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -23.85% | +14.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 5.14% | -2.24% |
Volatility
MDIJX vs. MFEIX - Volatility Comparison
The current volatility for MFS International Diversification Fund (MDIJX) is 6.30%, while MFS Growth I (MFEIX) has a volatility of 6.97%. This indicates that MDIJX experiences smaller price fluctuations and is considered to be less risky than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIJX | MFEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 6.97% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 12.65% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 21.85% | -7.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 21.93% | -7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 21.20% | -6.56% |