MDIZX vs. FSGEX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and Fidelity Series Global ex U.S. Index Fund (FSGEX).
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. FSGEX is managed by Fidelity. It was launched on Sep 29, 2009.
Performance
MDIZX vs. FSGEX - Performance Comparison
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MDIZX vs. FSGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | -2.70% | 27.99% | 6.52% | 14.48% | -17.04% | 7.79% | 15.45% | 26.09% | -10.93% | 3.71% |
FSGEX Fidelity Series Global ex U.S. Index Fund | -1.20% | 32.99% | 5.34% | 15.56% | -15.75% | 7.77% | 10.75% | 21.41% | -13.99% | 2.76% |
Returns By Period
In the year-to-date period, MDIZX achieves a -2.70% return, which is significantly lower than FSGEX's -1.20% return.
MDIZX
- 1D
- 0.07%
- 1M
- -11.29%
- YTD
- -2.70%
- 6M
- 0.91%
- 1Y
- 17.64%
- 3Y*
- 12.17%
- 5Y*
- 5.92%
- 10Y*
- —
FSGEX
- 1D
- -0.06%
- 1M
- -11.07%
- YTD
- -1.20%
- 6M
- 3.57%
- 1Y
- 23.80%
- 3Y*
- 14.32%
- 5Y*
- 6.98%
- 10Y*
- 8.55%
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MDIZX vs. FSGEX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than FSGEX's 0.01% expense ratio.
Return for Risk
MDIZX vs. FSGEX — Risk / Return Rank
MDIZX
FSGEX
MDIZX vs. FSGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). 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 | FSGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.43 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.93 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.89 | -0.54 |
Martin ratioReturn relative to average drawdown | 5.37 | 7.46 | -2.09 |
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 | FSGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.43 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.46 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.36 | +0.13 |
Correlation
The correlation between MDIZX and FSGEX is 0.96, 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. FSGEX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.41%, more than FSGEX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | 5.41% | 5.26% | 3.61% | 4.24% | 2.76% | 2.79% | 1.72% | 2.57% | 3.23% | 1.66% | 0.00% | 0.00% |
FSGEX Fidelity Series Global ex U.S. Index Fund | 3.06% | 3.02% | 2.98% | 2.90% | 2.78% | 2.59% | 1.68% | 2.10% | 2.86% | 2.48% | 2.56% | 2.61% |
Drawdowns
MDIZX vs. FSGEX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum FSGEX drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for MDIZX and FSGEX.
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Drawdown Indicators
| MDIZX | FSGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -34.74% | +4.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -11.24% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -29.66% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.74% | — |
Current DrawdownCurrent decline from peak | -11.29% | -11.24% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -8.51% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.86% | +0.01% |
Volatility
MDIZX vs. FSGEX - Volatility Comparison
The current volatility for MFS International Diversification Fund R6 (MDIZX) is 5.63%, while Fidelity Series Global ex U.S. Index Fund (FSGEX) has a volatility of 7.21%. This indicates that MDIZX experiences smaller price fluctuations and is considered to be less risky than FSGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | FSGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 7.21% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 10.85% | -1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 16.09% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 15.14% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 16.12% | -0.94% |