MDIZX vs. MIEIX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and MFS International Equity Fund Class R6 (MIEIX).
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. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Performance
MDIZX vs. MIEIX - Performance Comparison
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MDIZX vs. MIEIX - 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% |
MIEIX MFS International Equity Fund Class R6 | -3.84% | 23.22% | 4.13% | 19.06% | -14.82% | 15.13% | 11.11% | 28.42% | -10.66% | 1.62% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly higher than MIEIX's -3.84% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
MIEIX
- 1D
- 2.90%
- 1M
- -6.16%
- YTD
- -3.84%
- 6M
- -1.01%
- 1Y
- 10.82%
- 3Y*
- 10.14%
- 5Y*
- 7.09%
- 10Y*
- 9.35%
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MDIZX vs. MIEIX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than MIEIX's 0.68% expense ratio.
Return for Risk
MDIZX vs. MIEIX — Risk / Return Rank
MDIZX
MIEIX
MDIZX vs. MIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and MFS International Equity Fund Class R6 (MIEIX). 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 | MIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.74 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.05 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.15 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.87 | +0.85 |
Martin ratioReturn relative to average drawdown | 6.75 | 3.23 | +3.52 |
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 | MIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 0.74 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.47 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.45 | +0.06 |
Correlation
The correlation between MDIZX and MIEIX is 0.96, 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. MIEIX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, more than MIEIX's 2.79% 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% |
MIEIX MFS International Equity Fund Class R6 | 2.79% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
Drawdowns
MDIZX vs. MIEIX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for MDIZX and MIEIX.
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Drawdown Indicators
| MDIZX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -53.13% | +23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -11.26% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -28.07% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.35% | — |
Current DrawdownCurrent decline from peak | -8.99% | -8.25% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -9.01% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.04% | -0.14% |
Volatility
MDIZX vs. MIEIX - Volatility Comparison
The current volatility for MFS International Diversification Fund R6 (MDIZX) is 6.28%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.65%. This indicates that MDIZX experiences smaller price fluctuations and is considered to be less risky than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.65% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 9.84% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 15.13% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 15.29% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 15.92% | -0.72% |