MDIZX vs. MIGFX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX).
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. MIGFX is managed by MFS. It was launched on Jan 1, 1935.
Performance
MDIZX vs. MIGFX - Performance Comparison
Loading graphics...
MDIZX vs. MIGFX - 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% |
MIGFX MFS Massachusetts Investors Growth Stock Fund | -9.36% | 9.97% | 27.25% | 24.13% | -19.20% | 26.06% | 22.55% | 39.89% | 0.81% | 5.66% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly higher than MIGFX's -9.36% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
MIGFX
- 1D
- 2.93%
- 1M
- -5.97%
- YTD
- -9.36%
- 6M
- -8.66%
- 1Y
- 4.69%
- 3Y*
- 13.47%
- 5Y*
- 8.85%
- 10Y*
- 13.69%
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. MIGFX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than MIGFX's 0.70% expense ratio.
Return for Risk
MDIZX vs. MIGFX — Risk / Return Rank
MDIZX
MIGFX
MDIZX vs. MIGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). 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 | MIGFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.28 | +1.21 |
Sortino ratioReturn per unit of downside risk | 1.97 | 0.54 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.07 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.40 | +1.32 |
Martin ratioReturn relative to average drawdown | 6.75 | 1.43 | +5.32 |
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 | MIGFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 0.28 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.51 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.13 |
Correlation
The correlation between MDIZX and MIGFX is 0.77, 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. MIGFX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, less than MIGFX's 12.57% 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% |
MIGFX MFS Massachusetts Investors Growth Stock Fund | 12.57% | 11.39% | 17.15% | 4.11% | 4.49% | 10.47% | 7.43% | 7.39% | 10.76% | 6.87% | 5.12% | 6.51% |
Drawdowns
MDIZX vs. MIGFX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum MIGFX drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for MDIZX and MIGFX.
Loading graphics...
Drawdown Indicators
| MDIZX | MIGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -61.83% | +31.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -13.77% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -26.67% | -3.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.42% | — |
Current DrawdownCurrent decline from peak | -8.99% | -11.24% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -19.00% | +12.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.83% | -0.93% |
Volatility
MDIZX vs. MIGFX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 6.28% compared to MFS Massachusetts Investors Growth Stock Fund (MIGFX) at 5.49%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than MIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MDIZX | MIGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.49% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 9.81% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 17.85% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 17.50% | -3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 18.18% | -2.98% |