MDIZX vs. VTSNX
MDIZX (MFS International Diversification Fund R6) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both Foreign Large Cap Equities funds - MDIZX tracks the MSCI All Country World (ex-US) Index (net div) while VTSNX tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 5 years, MDIZX returned 7.61%/yr vs 8.74%/yr for VTSNX. Their 0.96 correlation means they have historically moved very closely together. MDIZX charges 0.73%/yr vs 0.08%/yr for VTSNX.
Performance
MDIZX vs. VTSNX - Performance Comparison
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Returns By Period
In the year-to-date period, MDIZX achieves a 11.66% return, which is significantly lower than VTSNX's 13.61% 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%
VTSNX
- 1D
- 0.65%
- 1M
- 0.84%
- 6M
- 6.65%
- YTD
- 13.61%
- 1Y
- 26.96%
- 3Y*
- 18.28%
- 5Y*
- 8.74%
- 10Y*
- 9.46%
- ALL TIME*
- 6.68%
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. VTSNX - 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% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 13.61% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 2.82% |
Correlation
The correlation between MDIZX and VTSNX is 0.93, 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. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2017 | 0.96 |
The correlation between MDIZX and VTSNX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
MDIZX vs. VTSNX — Risk / Return Rank
MDIZX
VTSNX
MDIZX vs. VTSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Diversification Fund R6 (MDIZX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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 | VTSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.55 | -0.49 |
| Martin ratioReturn relative to average drawdown | 7.72 | 9.45 | -1.73 |
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Drawdowns
MDIZX vs. VTSNX - Drawdown Comparison
The maximum MDIZX drawdown since its inception was -30.09%, smaller than the maximum VTSNX drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for MDIZX and VTSNX.
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Drawdown Indicators
| MDIZX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -35.72% | +5.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -11.29% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -12.59% | -13.14% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -29.50% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.72% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.91% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -8.04% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 3.04% | -0.01% |
Volatility
MDIZX vs. VTSNX - Volatility Comparison
The current volatility for MFS International Diversification Fund R6 (MDIZX) is 4.03%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 5.28%. This indicates that MDIZX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIZX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 5.28% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 14.05% | -2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 15.95% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 15.36% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 15.83% | -0.62% |
MDIZX vs. VTSNX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
Dividends
MDIZX vs. VTSNX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 4.71%, more than VTSNX's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.56% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Frequently Asked Questions
With a correlation of 0.93, MDIZX and VTSNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTSNX has higher volatility (5.28%) compared to MDIZX (4.03%). In terms of maximum drawdown, MDIZX dropped -30.09% vs VTSNX's -35.72%.
VTSNX currently has the higher Sharpe Ratio (1.81 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.
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