MDIZX vs. FHLFX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and Fidelity Series International Index Fund (FHLFX).
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. FHLFX is managed by Fidelity. It was launched on Aug 17, 2018.
Performance
MDIZX vs. FHLFX - Performance Comparison
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MDIZX vs. FHLFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | -0.18% | 27.99% | 6.52% | 14.48% | -17.04% | 7.79% | 15.45% | 26.09% | -11.20% |
FHLFX Fidelity Series International Index Fund | 0.99% | 31.96% | 3.67% | 18.16% | -14.17% | 11.23% | 8.09% | 21.66% | -10.70% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than FHLFX's 0.99% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
FHLFX
- 1D
- 2.97%
- 1M
- -6.32%
- YTD
- 0.99%
- 6M
- 5.00%
- 1Y
- 22.99%
- 3Y*
- 14.59%
- 5Y*
- 8.30%
- 10Y*
- —
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MDIZX vs. FHLFX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than FHLFX's 0.01% expense ratio.
Return for Risk
MDIZX vs. FHLFX — Risk / Return Rank
MDIZX
FHLFX
MDIZX vs. FHLFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Fidelity Series International Index Fund (FHLFX). 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 | FHLFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.39 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.90 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.95 | -0.23 |
Martin ratioReturn relative to average drawdown | 6.75 | 7.44 | -0.69 |
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 | FHLFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.39 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.53 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.47 | +0.04 |
Correlation
The correlation between MDIZX and FHLFX is 0.95, 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. FHLFX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, more than FHLFX's 3.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FHLFX Fidelity Series International Index Fund | 3.43% | 3.46% | 2.98% | 2.86% | 2.60% | 2.47% | 1.92% | 1.95% | 0.62% | 0.00% |
Drawdowns
MDIZX vs. FHLFX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum FHLFX drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for MDIZX and FHLFX.
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Drawdown Indicators
| MDIZX | FHLFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -33.58% | +3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -11.37% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -29.36% | -0.73% |
Current DrawdownCurrent decline from peak | -8.99% | -8.18% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -6.18% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.97% | -0.07% |
Volatility
MDIZX vs. FHLFX - Volatility Comparison
The current volatility for MFS International Diversification Fund R6 (MDIZX) is 6.28%, while Fidelity Series International Index Fund (FHLFX) has a volatility of 7.63%. This indicates that MDIZX experiences smaller price fluctuations and is considered to be less risky than FHLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | FHLFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 7.63% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 11.01% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 17.06% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 15.82% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 17.63% | -2.43% |