MDIZX vs. FSPSX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and Fidelity International Index Fund (FSPSX).
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. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997. Both MDIZX and FSPSX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MDIZX vs. FSPSX - Performance Comparison
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MDIZX vs. FSPSX - 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% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 2.42% |
Returns By Period
In the year-to-date period, MDIZX achieves a -2.70% return, which is significantly lower than FSPSX's -1.94% return.
MDIZX
- 1D
- 0.07%
- 1M
- -11.29%
- YTD
- -2.70%
- 6M
- 0.91%
- 1Y
- 17.64%
- 3Y*
- 12.17%
- 5Y*
- 5.92%
- 10Y*
- —
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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MDIZX vs. FSPSX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
MDIZX vs. FSPSX — Risk / Return Rank
MDIZX
FSPSX
MDIZX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Fidelity International Index Fund (FSPSX). 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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.11 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.56 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.54 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.37 | 5.93 | -0.56 |
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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.11 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.51 | -0.08 |
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 | 0.46 | +0.03 |
Correlation
The correlation between MDIZX and FSPSX 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. FSPSX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.41%, more than FSPSX's 3.22% 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% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
MDIZX vs. FSPSX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for MDIZX and FSPSX.
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Drawdown Indicators
| MDIZX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -33.69% | +3.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -11.39% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -29.41% | -0.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -11.29% | -10.86% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -6.59% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.96% | -0.09% |
Volatility
MDIZX vs. FSPSX - Volatility Comparison
The current volatility for MFS International Diversification Fund R6 (MDIZX) is 5.63%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that MDIZX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 7.04% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 10.63% | -1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 16.79% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 15.77% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 16.47% | -1.29% |