MDIZX vs. EPDIX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and EuroPac International Dividend Income Fund (EPDIX).
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. EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014.
Performance
MDIZX vs. EPDIX - Performance Comparison
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MDIZX vs. EPDIX - 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% |
EPDIX EuroPac International Dividend Income Fund | 8.52% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | -0.37% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than EPDIX's 8.52% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
EPDIX
- 1D
- 2.50%
- 1M
- -6.57%
- YTD
- 8.52%
- 6M
- 18.81%
- 1Y
- 48.13%
- 3Y*
- 21.84%
- 5Y*
- 15.09%
- 10Y*
- 10.12%
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MDIZX vs. EPDIX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Return for Risk
MDIZX vs. EPDIX — Risk / Return Rank
MDIZX
EPDIX
MDIZX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and EuroPac International Dividend Income Fund (EPDIX). 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 | EPDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 3.01 | -1.52 |
Sortino ratioReturn per unit of downside risk | 1.97 | 3.56 | -1.58 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.57 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 4.43 | -2.71 |
Martin ratioReturn relative to average drawdown | 6.75 | 17.97 | -11.22 |
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 | EPDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 3.01 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 1.08 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.47 | +0.04 |
Correlation
The correlation between MDIZX and EPDIX is 0.75, 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. EPDIX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, less than EPDIX's 6.55% 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% |
EPDIX EuroPac International Dividend Income Fund | 6.55% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
Drawdowns
MDIZX vs. EPDIX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum EPDIX drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for MDIZX and EPDIX.
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Drawdown Indicators
| MDIZX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -38.23% | +8.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -10.92% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -20.98% | -9.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.84% | — |
Current DrawdownCurrent decline from peak | -8.99% | -7.22% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -10.88% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.69% | +0.21% |
Volatility
MDIZX vs. EPDIX - Volatility Comparison
The current volatility for MFS International Diversification Fund R6 (MDIZX) is 6.28%, while EuroPac International Dividend Income Fund (EPDIX) has a volatility of 7.10%. This indicates that MDIZX experiences smaller price fluctuations and is considered to be less risky than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 7.10% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 11.60% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 16.22% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 14.05% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 14.88% | +0.32% |