MDIZX vs. PPYPX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and PIMCO RAE International Fund (PPYPX).
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. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MDIZX vs. PPYPX - Performance Comparison
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MDIZX vs. PPYPX - 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% |
PPYPX PIMCO RAE International Fund | 10.77% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 2.54% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than PPYPX's 10.77% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
PPYPX
- 1D
- 2.17%
- 1M
- -3.14%
- YTD
- 10.77%
- 6M
- 14.70%
- 1Y
- 33.94%
- 3Y*
- 16.82%
- 5Y*
- 9.24%
- 10Y*
- 9.04%
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MDIZX vs. PPYPX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than PPYPX's 0.60% expense ratio.
Return for Risk
MDIZX vs. PPYPX — Risk / Return Rank
MDIZX
PPYPX
MDIZX vs. PPYPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 2.24 | -0.75 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.85 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.83 | -1.11 |
Martin ratioReturn relative to average drawdown | 6.75 | 13.07 | -6.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDIZX | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.24 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.47 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.46 | +0.05 |
Correlation
The correlation between MDIZX and PPYPX is 0.86, 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. PPYPX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, less than PPYPX's 7.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PPYPX PIMCO RAE International Fund | 7.02% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% |
Drawdowns
MDIZX vs. PPYPX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum PPYPX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for MDIZX and PPYPX.
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Drawdown Indicators
| MDIZX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -42.48% | +12.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -10.21% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -35.65% | +5.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.48% | — |
Current DrawdownCurrent decline from peak | -8.99% | -4.08% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -10.28% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.43% | +0.47% |
Volatility
MDIZX vs. PPYPX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 6.28% compared to PIMCO RAE International Fund (PPYPX) at 5.49%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | PPYPX | 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% | 10.15% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 15.41% | -1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 19.61% | -5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 19.08% | -3.88% |