MDIZX vs. VIHAX
MDIZX (MFS International Diversification Fund R6) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - MDIZX is a Foreign Large Cap Equities fund tracking the MSCI All Country World (ex-US) Index (net div), while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 5 years, MDIZX returned 7.61%/yr vs 13.91%/yr for VIHAX. Their correlation of 0.90 means they have usually moved in the same direction. MDIZX charges 0.73%/yr vs 0.16%/yr for VIHAX.
Performance
MDIZX vs. VIHAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MDIZX achieves a 11.66% return, which is significantly lower than VIHAX's 17.79% return.
MDIZX
- 1D
- 0.39%
- 1M
- 2.14%
- 6M
- 5.73%
- YTD
- 11.66%
- 1Y
- 21.72%
- 3Y*
- 16.36%
- 5Y*
- 7.61%
- 10Y*
- —
- ALL TIME*
- 8.78%
VIHAX
- 1D
- 0.40%
- 1M
- 4.75%
- 6M
- 9.72%
- YTD
- 17.79%
- 1Y
- 33.43%
- 3Y*
- 22.73%
- 5Y*
- 13.91%
- 10Y*
- 11.15%
- ALL TIME*
- 11.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MDIZX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | 11.66% | 27.99% | 6.52% | 14.48% | -17.04% | 7.79% | 15.45% | 26.09% | -10.93% | 3.71% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 17.79% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 1.38% |
Correlation
The correlation between MDIZX and VIHAX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2017 | 0.90 |
The correlation between MDIZX and VIHAX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MDIZX vs. VIHAX — Risk / Return Rank
MDIZX
VIHAX
MDIZX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MDIZX | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.53 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 3.69 | -1.63 |
| Martin ratioReturn relative to average drawdown | 7.72 | 14.12 | -6.40 |
Loading charts...
Drawdowns
MDIZX vs. VIHAX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for MDIZX and VIHAX.
Loading charts...
Drawdown Indicators
| MDIZX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -38.80% | +8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -9.53% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -12.59% | -12.29% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -23.92% | -6.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.80% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -5.94% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.49% | +0.54% |
Volatility
MDIZX vs. VIHAX - Volatility Comparison
MFS International Diversification Fund R6 (MDIZX) has a higher volatility of 4.03% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.19%. This indicates that MDIZX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MDIZX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.19% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 10.20% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 12.13% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 13.76% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 15.56% | -0.35% |
MDIZX vs. VIHAX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
MDIZX vs. VIHAX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 4.71%, more than VIHAX's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MDIZX MFS International Diversification Fund R6 | 4.71% | 5.26% | 3.61% | 4.24% | 2.76% | 2.79% | 1.72% | 2.57% | 3.23% | 1.66% | 0.00% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.44% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% |
Frequently Asked Questions
MDIZX and VIHAX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDIZX has higher volatility (4.03%) compared to VIHAX (3.19%). In terms of maximum drawdown, MDIZX dropped -30.09% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.91 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MDIZX and VIHAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer