MDIZX vs. IVFIX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX).
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. IVFIX is managed by Federated. It was launched on Jun 3, 2008.
Performance
MDIZX vs. IVFIX - Performance Comparison
Loading graphics...
MDIZX vs. IVFIX - 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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 6.75% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 0.20% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than IVFIX's 6.75% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
IVFIX
- 1D
- 1.46%
- 1M
- -4.48%
- YTD
- 6.75%
- 6M
- 11.60%
- 1Y
- 24.65%
- 3Y*
- 14.44%
- 5Y*
- 10.48%
- 10Y*
- 7.22%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MDIZX vs. IVFIX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is lower than IVFIX's 0.86% expense ratio.
Return for Risk
MDIZX vs. IVFIX — Risk / Return Rank
MDIZX
IVFIX
MDIZX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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 | IVFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 2.12 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.75 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 4.40 | -2.68 |
Martin ratioReturn relative to average drawdown | 6.75 | 18.54 | -11.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MDIZX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.12 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.84 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.22 | +0.29 |
Correlation
The correlation between MDIZX and IVFIX is 0.74, 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. IVFIX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, more than IVFIX's 3.09% 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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.09% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Drawdowns
MDIZX vs. IVFIX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for MDIZX and IVFIX.
Loading graphics...
Drawdown Indicators
| MDIZX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -51.49% | +21.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -8.47% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -21.29% | -8.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -8.99% | -5.22% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -11.69% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.01% | +0.89% |
Volatility
MDIZX vs. IVFIX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 6.28% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.59%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MDIZX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.59% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 8.19% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 14.67% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 12.97% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 14.74% | +0.46% |