MDIZX vs. MEIAX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and MFS Value Fund (MEIAX).
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. MEIAX is managed by MFS. It was launched on Jan 2, 1996.
Performance
MDIZX vs. MEIAX - Performance Comparison
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MDIZX vs. MEIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | 0.76% | 27.99% | 6.52% | 14.48% | -17.04% | 7.79% | 15.45% | 26.09% | -10.93% | 3.71% |
MEIAX MFS Value Fund | 1.43% | 12.97% | 11.60% | 7.92% | -6.25% | 25.11% | 3.71% | 29.73% | -10.11% | 2.85% |
Returns By Period
In the year-to-date period, MDIZX achieves a 0.76% return, which is significantly lower than MEIAX's 1.43% return.
MDIZX
- 1D
- -0.67%
- 1M
- -3.22%
- YTD
- 0.76%
- 6M
- 2.82%
- 1Y
- 23.14%
- 3Y*
- 13.39%
- 5Y*
- 6.42%
- 10Y*
- —
MEIAX
- 1D
- 0.28%
- 1M
- -3.70%
- YTD
- 1.43%
- 6M
- 3.54%
- 1Y
- 13.73%
- 3Y*
- 11.68%
- 5Y*
- 8.18%
- 10Y*
- 9.72%
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MDIZX vs. MEIAX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is lower than MEIAX's 0.80% expense ratio.
Return for Risk
MDIZX vs. MEIAX — Risk / Return Rank
MDIZX
MEIAX
MDIZX vs. MEIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and MFS Value Fund (MEIAX). 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 | MEIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.67 | +0.83 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.01 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.15 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.95 | +0.92 |
Martin ratioReturn relative to average drawdown | 7.14 | 4.11 | +3.03 |
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 | MEIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 0.67 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.59 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.58 | -0.06 |
Correlation
The correlation between MDIZX and MEIAX is 0.70, 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. MEIAX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.22%, less than MEIAX's 9.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | 5.22% | 5.26% | 3.61% | 4.24% | 2.76% | 2.79% | 1.72% | 2.57% | 3.23% | 1.66% | 0.00% | 0.00% |
MEIAX MFS Value Fund | 9.40% | 9.34% | 9.10% | 8.21% | 7.36% | 3.10% | 2.42% | 2.97% | 3.36% | 3.87% | 2.84% | 5.73% |
Drawdowns
MDIZX vs. MEIAX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum MEIAX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for MDIZX and MEIAX.
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Drawdown Indicators
| MDIZX | MEIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -52.85% | +22.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -6.78% | -4.58% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -17.72% | -12.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.71% | — |
Current DrawdownCurrent decline from peak | -8.14% | -4.64% | -3.50% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -6.57% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.57% | +0.41% |
Volatility
MDIZX vs. MEIAX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 5.76% compared to MFS Value Fund (MEIAX) at 3.55%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than MEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | MEIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 3.55% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 7.84% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 14.80% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 13.91% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 16.54% | -1.34% |