MDIZX vs. ANDIX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and AQR International Defensive Style Fund (ANDIX).
MDIZX is a passively managed fund by MFS that tracks the performance of the MSCI All Country World (ex-US) Index (net div). It was launched on Oct 2, 2017. ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
MDIZX vs. ANDIX - Performance Comparison
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MDIZX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | -0.18% | 27.99% | 6.52% | 14.48% | -17.04% | 7.79% | 15.45% | 26.09% | -10.93% | 3.71% |
ANDIX AQR International Defensive Style Fund | 2.17% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 2.52% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than ANDIX's 2.17% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
ANDIX
- 1D
- 2.42%
- 1M
- -4.73%
- YTD
- 2.17%
- 6M
- 4.35%
- 1Y
- 15.43%
- 3Y*
- 10.19%
- 5Y*
- 5.30%
- 10Y*
- 6.55%
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MDIZX vs. ANDIX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than ANDIX's 0.55% expense ratio.
Return for Risk
MDIZX vs. ANDIX — Risk / Return Rank
MDIZX
ANDIX
MDIZX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and AQR International Defensive Style Fund (ANDIX). 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.
| MDIZX | ANDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.22 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.72 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.68 | +0.04 |
Martin ratioReturn relative to average drawdown | 6.75 | 6.23 | +0.52 |
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
| MDIZX | ANDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.22 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.42 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.50 | +0.01 |
Correlation
The correlation between MDIZX and ANDIX is 0.91, 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
MDIZX vs. ANDIX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, more than ANDIX's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | 5.27% | 5.26% | 3.61% | 4.24% | 2.76% | 2.79% | 1.72% | 2.57% | 3.23% | 1.66% | 0.00% | 0.00% |
ANDIX AQR International Defensive Style Fund | 4.64% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Drawdowns
MDIZX vs. ANDIX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for MDIZX and ANDIX.
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Drawdown Indicators
| MDIZX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -27.59% | -2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -8.76% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -27.59% | -2.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.59% | — |
Current DrawdownCurrent decline from peak | -8.99% | -6.09% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -5.33% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.37% | +0.53% |
Volatility
MDIZX vs. ANDIX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 6.28% compared to AQR International Defensive Style Fund (ANDIX) at 5.71%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.71% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 8.44% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 13.12% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 12.79% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 13.46% | +1.74% |