MDIZX vs. MEIKX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and MFS Value Fund (MEIKX).
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. MEIKX is managed by MFS. It was launched on May 1, 2006.
Performance
MDIZX vs. MEIKX - Performance Comparison
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MDIZX vs. MEIKX - 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% |
MEIKX MFS Value Fund | 1.23% | 13.37% | 11.98% | 8.32% | -5.92% | 25.59% | 4.09% | 30.18% | -9.81% | 2.85% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than MEIKX's 1.23% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
MEIKX
- 1D
- 0.12%
- 1M
- -3.80%
- YTD
- 1.23%
- 6M
- 4.01%
- 1Y
- 10.00%
- 3Y*
- 12.19%
- 5Y*
- 8.50%
- 10Y*
- 10.11%
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MDIZX vs. MEIKX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than MEIKX's 0.43% expense ratio.
Return for Risk
MDIZX vs. MEIKX — Risk / Return Rank
MDIZX
MEIKX
MDIZX vs. MEIKX - 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 (MEIKX). 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 | MEIKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.72 | +0.77 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.07 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.16 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.94 | +0.78 |
Martin ratioReturn relative to average drawdown | 6.75 | 4.09 | +2.66 |
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 | MEIKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 0.72 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.61 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.39 | +0.12 |
Correlation
The correlation between MDIZX and MEIKX 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. MEIKX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, less than MEIKX's 9.81% 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% |
MEIKX MFS Value Fund | 9.81% | 9.72% | 9.49% | 8.58% | 7.77% | 3.43% | 2.75% | 3.28% | 3.76% | 4.14% | 3.84% | 6.12% |
Drawdowns
MDIZX vs. MEIKX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum MEIKX drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for MDIZX and MEIKX.
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Drawdown Indicators
| MDIZX | MEIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -56.81% | +26.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -8.03% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -17.50% | -12.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.68% | — |
Current DrawdownCurrent decline from peak | -8.99% | -4.89% | -4.10% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -9.51% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.54% | +0.36% |
Volatility
MDIZX vs. MEIKX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 6.28% compared to MFS Value Fund (MEIKX) at 3.53%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than MEIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | MEIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 3.53% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 7.84% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 14.79% | -0.82% |
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% | 16.55% | -1.35% |