MDIZX vs. SIMYX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
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. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
MDIZX vs. SIMYX - Performance Comparison
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MDIZX vs. SIMYX - 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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 5.07% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 2.24% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than SIMYX's 5.07% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
SIMYX
- 1D
- 1.66%
- 1M
- -4.28%
- YTD
- 5.07%
- 6M
- 9.24%
- 1Y
- 24.28%
- 3Y*
- 15.94%
- 5Y*
- 8.85%
- 10Y*
- —
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MDIZX vs. SIMYX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is lower than SIMYX's 0.86% expense ratio.
Return for Risk
MDIZX vs. SIMYX — Risk / Return Rank
MDIZX
SIMYX
MDIZX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.97 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.57 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.79 | -1.07 |
Martin ratioReturn relative to average drawdown | 6.75 | 10.56 | -3.81 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.97 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.79 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.60 | -0.09 |
Correlation
The correlation between MDIZX and SIMYX is 0.81, 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. SIMYX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, more than SIMYX's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 2.98% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% |
Drawdowns
MDIZX vs. SIMYX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum SIMYX drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for MDIZX and SIMYX.
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Drawdown Indicators
| MDIZX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -32.14% | +2.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -8.55% | -2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -25.06% | -5.03% |
Current DrawdownCurrent decline from peak | -8.99% | -5.81% | -3.18% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -6.14% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.26% | +0.64% |
Volatility
MDIZX vs. SIMYX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 6.28% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 5.00%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.00% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 7.43% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 12.61% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 11.33% | +2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 12.25% | +2.95% |