MDIZX vs. GSINX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX).
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. GSINX is managed by Goldman Sachs. It was launched on Dec 14, 2016.
Performance
MDIZX vs. GSINX - Performance Comparison
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MDIZX vs. GSINX - 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% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 4.74% | 20.76% | 9.53% | 21.93% | -11.14% | 12.35% | 15.64% | 27.41% | -6.14% | 2.48% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than GSINX's 4.74% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
GSINX
- 1D
- 0.95%
- 1M
- -3.93%
- YTD
- 4.74%
- 6M
- 8.15%
- 1Y
- 16.49%
- 3Y*
- 17.62%
- 5Y*
- 10.27%
- 10Y*
- —
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MDIZX vs. GSINX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is lower than GSINX's 0.89% expense ratio.
Return for Risk
MDIZX vs. GSINX — Risk / Return Rank
MDIZX
GSINX
MDIZX vs. GSINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). 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 | GSINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.36 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.80 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.87 | -0.15 |
Martin ratioReturn relative to average drawdown | 6.75 | 7.54 | -0.79 |
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 | GSINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.36 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.72 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.81 | -0.30 |
Correlation
The correlation between MDIZX and GSINX is 0.83, 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. GSINX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, more than GSINX's 4.80% 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% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 4.80% | 5.03% | 11.11% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% |
Drawdowns
MDIZX vs. GSINX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, roughly equal to the maximum GSINX drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for MDIZX and GSINX.
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Drawdown Indicators
| MDIZX | GSINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -28.80% | -1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -8.74% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -25.46% | -4.63% |
Current DrawdownCurrent decline from peak | -8.99% | -5.22% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -4.88% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.17% | +0.73% |
Volatility
MDIZX vs. GSINX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 6.28% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 4.86%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | GSINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.86% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 7.41% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 12.49% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 14.44% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 15.77% | -0.57% |