MDIJX vs. PZRIX
Compare and contrast key facts about MFS International Diversification Fund (MDIJX) and PIMCO RAE Global ex-US Fund (PZRIX).
MDIJX is managed by MFS. It was launched on Sep 30, 2004. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MDIJX vs. PZRIX - Performance Comparison
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MDIJX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, MDIJX achieves a -0.22% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, MDIJX has underperformed PZRIX with an annualized return of 9.18%, while PZRIX has yielded a comparatively higher 10.15% 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%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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MDIJX vs. PZRIX - Expense Ratio Comparison
MDIJX has a 0.82% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MDIJX vs. PZRIX — Risk / Return Rank
MDIJX
PZRIX
MDIJX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund (MDIJX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 2.67 | -1.19 |
Sortino ratioReturn per unit of downside risk | 1.96 | 3.39 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.52 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.09 | -1.39 |
Martin ratioReturn relative to average drawdown | 6.69 | 14.29 | -7.59 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.67 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.69 | -0.25 |
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 | 0.59 | -0.15 |
Correlation
The correlation between MDIJX and PZRIX is 0.88, 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. PZRIX - Dividend Comparison
MDIJX's dividend yield for the trailing twelve months is around 5.18%, less than PZRIX's 5.96% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
MDIJX vs. PZRIX - Drawdown Comparison
The maximum MDIJX drawdown since its inception was -56.60%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MDIJX and PZRIX.
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Drawdown Indicators
| MDIJX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.60% | -43.53% | -13.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -10.68% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -30.85% | +0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -43.53% | +13.34% |
Current DrawdownCurrent decline from peak | -9.03% | -5.20% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -9.00% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.45% | +0.45% |
Volatility
MDIJX vs. PZRIX - Volatility Comparison
MFS International Diversification Fund (MDIJX) has a higher volatility of 6.30% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that MDIJX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIJX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 5.45% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 8.92% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 14.17% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 15.85% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 17.02% | -2.38% |