MDIJX vs. MIOFX
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and Marsico International Opportunities Fund (MIOFX).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. MIOFX is managed by Marsico Investment Fund. It was launched on Jun 29, 2000.
Performance
MDIJX vs. MIOFX - Performance Comparison
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MDIJX vs. MIOFX - 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% |
MIOFX Marsico International Opportunities Fund | -6.80% | 28.54% | 36.31% | 17.96% | -23.71% | 4.93% | 20.59% | 31.39% | -18.18% | 44.09% |
Returns By Period
In the year-to-date period, MDIJX achieves a -0.22% return, which is significantly higher than MIOFX's -6.80% return. Over the past 10 years, MDIJX has underperformed MIOFX with an annualized return of 9.18%, while MIOFX has yielded a comparatively higher 10.50% 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%
MIOFX
- 1D
- 3.86%
- 1M
- -9.15%
- YTD
- -6.80%
- 6M
- -11.24%
- 1Y
- 16.16%
- 3Y*
- 20.39%
- 5Y*
- 8.40%
- 10Y*
- 10.50%
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MDIJX vs. MIOFX - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is lower than MIOFX's 1.50% expense ratio.
Return for Risk
MDIJX vs. MIOFX — Risk / Return Rank
MDIJX
MIOFX
MDIJX vs. MIOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and Marsico International Opportunities Fund (MIOFX). 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 | MIOFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.86 | +0.62 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.32 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.18 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.06 | +0.64 |
Martin ratioReturn relative to average drawdown | 6.69 | 3.59 | +3.10 |
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 | MIOFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.86 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.44 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.57 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.32 | +0.13 |
Correlation
The correlation between MDIJX and MIOFX is 0.89, 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. MIOFX - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 5.18%, more than MIOFX's 5.09% 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% |
MIOFX Marsico International Opportunities Fund | 5.09% | 4.75% | 4.95% | 0.38% | 0.17% | 13.41% | 2.44% | 4.20% | 9.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
MDIJX vs. MIOFX - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -56.60%, smaller than the maximum MIOFX drawdown of -63.83%. Use the drawdown chart below to compare losses from any high point for MDIJX and MIOFX.
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Drawdown Indicators
| MDIJX | MIOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.60% | -63.83% | +7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -15.37% | +3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -38.75% | +8.56% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -38.75% | +8.56% |
Current DrawdownCurrent decline from peak | -9.03% | -12.10% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -17.22% | +8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 4.56% | -1.66% |
Volatility
MDIJX vs. MIOFX - Volatility Comparison
The current volatility for MFS International Diversification Fund (MDIJX) is 6.30%, while Marsico International Opportunities Fund (MIOFX) has a volatility of 9.10%. This indicates that MDIJX experiences smaller price fluctuations and is considered to be less risky than MIOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIJX | MIOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 9.10% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 13.89% | -4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 20.65% | -6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 19.38% | -5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 18.38% | -3.74% |