MDIZX vs. TBGVX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and Tweedy, Browne International Value Fund (TBGVX).
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. TBGVX is managed by Tweedy, Browne. It was launched on Jun 14, 1993.
Performance
MDIZX vs. TBGVX - Performance Comparison
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MDIZX vs. TBGVX - 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% |
TBGVX Tweedy, Browne International Value Fund | 3.44% | 23.86% | 2.47% | 12.48% | -7.52% | 15.62% | -1.00% | 14.64% | -6.72% | 1.53% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than TBGVX's 3.44% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
TBGVX
- 1D
- 1.78%
- 1M
- -6.84%
- YTD
- 3.44%
- 6M
- 7.64%
- 1Y
- 19.21%
- 3Y*
- 11.46%
- 5Y*
- 7.94%
- 10Y*
- 7.70%
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MDIZX vs. TBGVX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is lower than TBGVX's 1.40% expense ratio.
Return for Risk
MDIZX vs. TBGVX — Risk / Return Rank
MDIZX
TBGVX
MDIZX vs. TBGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Tweedy, Browne International Value Fund (TBGVX). 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 | TBGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.58 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.13 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.74 | -0.02 |
Martin ratioReturn relative to average drawdown | 6.75 | 6.58 | +0.17 |
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 | TBGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.58 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.72 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.73 | -0.22 |
Correlation
The correlation between MDIZX and TBGVX is 0.83, 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. TBGVX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, less than TBGVX's 11.71% 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% |
TBGVX Tweedy, Browne International Value Fund | 11.71% | 12.11% | 9.95% | 4.55% | 5.68% | 8.89% | 0.94% | 1.88% | 6.74% | 1.10% | 3.16% | 4.94% |
Drawdowns
MDIZX vs. TBGVX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum TBGVX drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for MDIZX and TBGVX.
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Drawdown Indicators
| MDIZX | TBGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -50.97% | +20.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -9.56% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -17.71% | -12.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.18% | — |
Current DrawdownCurrent decline from peak | -8.99% | -7.46% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -6.09% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.66% | +0.24% |
Volatility
MDIZX vs. TBGVX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 6.28% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.70%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than TBGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | TBGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.70% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 7.39% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 12.36% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 11.03% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 12.64% | +2.56% |