MDIZX vs. VTSNX
Compare and contrast key facts about MFS International Diversification Fund R6 (MDIZX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX).
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. VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Performance
MDIZX vs. VTSNX - Performance Comparison
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MDIZX vs. VTSNX - 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% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 1.74% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 3.05% |
Returns By Period
In the year-to-date period, MDIZX achieves a -0.18% return, which is significantly lower than VTSNX's 1.74% return.
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
VTSNX
- 1D
- 2.80%
- 1M
- -7.28%
- YTD
- 1.74%
- 6M
- 5.73%
- 1Y
- 27.11%
- 3Y*
- 15.29%
- 5Y*
- 7.23%
- 10Y*
- 8.85%
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MDIZX vs. VTSNX - Expense Ratio Comparison
MDIZX has a 0.73% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
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.
| MDIZX | VTSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.76 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.32 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.35 | -0.63 |
Martin ratioReturn relative to average drawdown | 6.75 | 9.23 | -2.48 |
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 | VTSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.76 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.49 | -0.05 |
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 | 0.37 | +0.14 |
Correlation
The correlation between MDIZX and VTSNX is 0.96, 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. VTSNX - Dividend Comparison
MDIZX's dividend yield for the trailing twelve months is around 5.27%, more than VTSNX's 2.98% 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% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.98% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
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 (5Y)Largest decline over 5 years | -30.09% | -29.55% | -0.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.72% | — |
Current DrawdownCurrent decline from peak | -8.99% | -8.81% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -8.16% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.88% | +0.02% |
Volatility
MDIZX vs. VTSNX - Volatility Comparison
The current volatility for MFS International Diversification Fund R6 (MDIZX) is 6.28%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 7.48%. 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 | 6.28% | 7.48% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 10.82% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 15.73% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 14.84% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 15.85% | -0.65% |