MDIZX vs. PZRIX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and PIMCO RAE Global ex-US Fund (PZRIX).
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. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MDIZX vs. PZRIX - Performance Comparison
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MDIZX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 2.78% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than PZRIX's 9.93% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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MDIZX vs. PZRIX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MDIZX vs. PZRIX — Risk / Return Rank
MDIZX
PZRIX
MDIZX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 2.67 | -1.18 |
Sortino ratioReturn per unit of downside risk | 1.97 | 3.39 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.52 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.09 | -1.37 |
Martin ratioReturn relative to average drawdown | 6.75 | 14.29 | -7.54 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.67 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.69 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.59 | -0.08 |
Correlation
The correlation between MDIZX and PZRIX is 0.88, 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. PZRIX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, less than PZRIX's 5.96% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% |
Drawdowns
MDIZX vs. PZRIX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MDIZX and PZRIX.
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Drawdown Indicators
| MDIZX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -43.53% | +13.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -10.68% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -30.85% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -8.99% | -5.20% | -3.79% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -9.00% | +2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.45% | +0.45% |
Volatility
MDIZX vs. PZRIX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 6.28% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.45% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 8.92% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 14.17% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 15.85% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 17.02% | -1.82% |