MDIZX vs. DCINX
MDIZX (MFS International Diversification Fund R6) and DCINX (Dunham International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, MDIZX returned 7.61%/yr vs 13.68%/yr for DCINX. Their correlation of 0.89 means they have usually moved in the same direction. MDIZX charges 0.73%/yr vs 2.92%/yr for DCINX.
Performance
MDIZX vs. DCINX - Performance Comparison
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Returns By Period
In the year-to-date period, MDIZX achieves a 11.66% return, which is significantly lower than DCINX's 23.49% return.
MDIZX
- 1D
- 0.39%
- 1M
- 2.14%
- 6M
- 5.73%
- YTD
- 11.66%
- 1Y
- 21.72%
- 3Y*
- 16.36%
- 5Y*
- 7.61%
- 10Y*
- —
- ALL TIME*
- 8.78%
DCINX
- 1D
- 0.54%
- 1M
- 0.75%
- 6M
- 12.94%
- YTD
- 23.49%
- 1Y
- 42.43%
- 3Y*
- 27.17%
- 5Y*
- 13.68%
- 10Y*
- 12.27%
- ALL TIME*
- 6.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MDIZX vs. DCINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | 11.66% | 27.99% | 6.52% | 14.48% | -17.04% | 7.79% | 15.45% | 26.09% | -10.93% | 3.71% |
DCINX Dunham International Stock Fund | 23.49% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 2.12% |
Correlation
The correlation between MDIZX and DCINX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2017 | 0.89 |
The correlation between MDIZX and DCINX has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
MDIZX vs. DCINX — Risk / Return Rank
MDIZX
DCINX
MDIZX vs. DCINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Dunham International Stock Fund (DCINX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MDIZX | DCINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.44 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 3.77 | -1.71 |
| Martin ratioReturn relative to average drawdown | 7.72 | 13.71 | -5.99 |
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Drawdowns
MDIZX vs. DCINX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum DCINX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for MDIZX and DCINX.
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Drawdown Indicators
| MDIZX | DCINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -61.79% | +31.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -11.91% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -12.59% | -13.74% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -31.18% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.28% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.85% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -12.77% | +6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 3.27% | -0.24% |
Volatility
MDIZX vs. DCINX - Volatility Comparison
The current volatility for MFS International Diversification Fund R6 (MDIZX) is 4.03%, while Dunham International Stock Fund (DCINX) has a volatility of 5.46%. This indicates that MDIZX experiences smaller price fluctuations and is considered to be less risky than DCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | DCINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 5.46% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 15.87% | -4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 18.05% | -4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 15.84% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 16.53% | -1.32% |
MDIZX vs. DCINX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is lower than DCINX's 2.92% expense ratio.
Dividends
MDIZX vs. DCINX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 4.71%, less than DCINX's 8.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 8.86% | 10.95% | 13.87% | 3.45% | 3.53% | 15.49% | 1.36% | 1.54% | 6.92% | 3.92% |
MDIZX MFS International Diversification Fund R6 | 4.71% | 5.26% | 3.61% | 4.24% | 2.76% | 2.79% | 1.72% | 2.57% | 3.23% | 1.66% |
Frequently Asked Questions
MDIZX and DCINX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCINX has higher volatility (5.46%) compared to MDIZX (4.03%). In terms of maximum drawdown, MDIZX dropped -30.09% vs DCINX's -61.79%.
DCINX currently has the higher Sharpe Ratio (2.50 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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