MDIZX vs. SWRLX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and Touchstone International Equity Fund (SWRLX).
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. SWRLX is managed by Touchstone. It was launched on Mar 1, 1993.
Performance
MDIZX vs. SWRLX - Performance Comparison
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MDIZX vs. SWRLX - 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% |
SWRLX Touchstone International Equity Fund | 5.02% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 4.94% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than SWRLX's 5.02% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
SWRLX
- 1D
- 2.23%
- 1M
- -7.78%
- YTD
- 5.02%
- 6M
- 14.27%
- 1Y
- 41.33%
- 3Y*
- 19.55%
- 5Y*
- 10.32%
- 10Y*
- 9.33%
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MDIZX vs. SWRLX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Return for Risk
MDIZX vs. SWRLX — Risk / Return Rank
MDIZX
SWRLX
MDIZX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Touchstone International Equity Fund (SWRLX). 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 | SWRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 2.62 | -1.13 |
Sortino ratioReturn per unit of downside risk | 1.97 | 3.17 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.52 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.47 | -1.75 |
Martin ratioReturn relative to average drawdown | 6.75 | 13.14 | -6.39 |
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 | SWRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.62 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.60 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.39 | +0.12 |
Correlation
The correlation between MDIZX and SWRLX is 0.90, 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. SWRLX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, less than SWRLX's 7.27% 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% |
SWRLX Touchstone International Equity Fund | 7.27% | 7.63% | 10.53% | 1.36% | 1.56% | 14.95% | 0.46% | 9.10% | 15.19% | 3.61% | 0.66% | 3.76% |
Drawdowns
MDIZX vs. SWRLX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for MDIZX and SWRLX.
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Drawdown Indicators
| MDIZX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -59.44% | +29.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -11.73% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -34.19% | +4.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.95% | — |
Current DrawdownCurrent decline from peak | -8.99% | -9.52% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -11.68% | +4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.10% | -0.20% |
Volatility
MDIZX vs. SWRLX - Volatility Comparison
The current volatility for MFS International Diversification Fund R6 (MDIZX) is 6.28%, while Touchstone International Equity Fund (SWRLX) has a volatility of 7.36%. This indicates that MDIZX experiences smaller price fluctuations and is considered to be less risky than SWRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 7.36% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 10.91% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 16.04% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 17.24% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 16.76% | -1.56% |