MDIJX vs. MINIX
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and MFS International Intrinsic Value Fund Class I (MINIX).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. MINIX is managed by MFS.
Performance
MDIJX vs. MINIX - Performance Comparison
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MDIJX vs. MINIX - 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% |
MINIX MFS International Intrinsic Value Fund Class I | -0.23% | 33.06% | 7.35% | 18.04% | -23.05% | 10.55% | 20.45% | 25.90% | -9.02% | 27.14% |
Returns By Period
The year-to-date returns for both stocks are quite close, with MDIJX having a -0.22% return and MINIX slightly lower at -0.23%. Over the past 10 years, MDIJX has underperformed MINIX with an annualized return of 9.18%, while MINIX has yielded a comparatively higher 9.91% 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%
MINIX
- 1D
- 3.14%
- 1M
- -7.31%
- YTD
- -0.23%
- 6M
- 3.41%
- 1Y
- 22.15%
- 3Y*
- 15.54%
- 5Y*
- 7.48%
- 10Y*
- 9.91%
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MDIJX vs. MINIX - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is higher than MINIX's 0.72% expense ratio.
Return for Risk
MDIJX vs. MINIX — Risk / Return Rank
MDIJX
MINIX
MDIJX vs. MINIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and MFS International Intrinsic Value Fund Class I (MINIX). 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 | MINIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.41 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.89 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.28 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.71 | -0.01 |
Martin ratioReturn relative to average drawdown | 6.69 | 6.74 | -0.05 |
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 | MINIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.41 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.46 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.64 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.55 | -0.11 |
Correlation
The correlation between MDIJX and MINIX is 0.96, 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. MINIX - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 5.18%, less than MINIX's 7.79% 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% |
MINIX MFS International Intrinsic Value Fund Class I | 7.79% | 7.77% | 12.02% | 11.21% | 13.90% | 7.25% | 5.25% | 3.94% | 4.49% | 2.62% | 1.82% | 3.20% |
Drawdowns
MDIJX vs. MINIX - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -56.60%, which is greater than MINIX's maximum drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for MDIJX and MINIX.
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Drawdown Indicators
| MDIJX | MINIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.60% | -51.72% | -4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -12.42% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -36.78% | +6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -36.78% | +6.59% |
Current DrawdownCurrent decline from peak | -9.03% | -9.13% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -8.64% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.15% | -0.25% |
Volatility
MDIJX vs. MINIX - Volatility Comparison
The current volatility for MFS International Diversification Fund (MDIJX) is 6.30%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 6.84%. This indicates that MDIJX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIJX | MINIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 6.84% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 10.57% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 16.01% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 16.51% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 15.55% | -0.91% |