MEIIX vs. DIFIX
MEIIX (MFS Value Fund Class I) and DIFIX (MFS Diversified Income Fund) are both mutual funds - MEIIX is a Large Cap Value Equities fund managed by MFS, while DIFIX is a Diversified Portfolio fund managed by MFS. Over the past 10 years, MEIIX returned 10.16%/yr vs 4.63%/yr for DIFIX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. MEIIX charges 0.55%/yr vs 0.73%/yr for DIFIX.
Performance
MEIIX vs. DIFIX - Performance Comparison
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Returns By Period
In the year-to-date period, MEIIX achieves a 10.50% return, which is significantly higher than DIFIX's 6.09% return. Over the past 10 years, MEIIX has outperformed DIFIX with an annualized return of 10.16%, while DIFIX has yielded a comparatively lower 4.63% annualized return.
MEIIX
- 1D
- 0.38%
- 1M
- 1.21%
- 6M
- 6.98%
- YTD
- 10.50%
- 1Y
- 18.81%
- 3Y*
- 13.09%
- 5Y*
- 8.73%
- 10Y*
- 10.16%
- ALL TIME*
- 9.88%
DIFIX
- 1D
- 0.00%
- 1M
- 0.31%
- 6M
- 4.24%
- YTD
- 6.09%
- 1Y
- 11.09%
- 3Y*
- 8.02%
- 5Y*
- 3.20%
- 10Y*
- 4.63%
- ALL TIME*
- 5.91%
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 |
MEIIX vs. DIFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEIIX MFS Value Fund Class I | 10.50% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
DIFIX MFS Diversified Income Fund | 6.09% | 9.73% | 4.60% | 8.84% | -13.55% | 9.26% | 2.17% | 17.69% | -3.41% | 8.94% |
Correlation
The correlation between MEIIX and DIFIX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 26, 2006 | 0.77 |
The correlation between MEIIX and DIFIX shifts across timeframes, from 0.67 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MEIIX vs. DIFIX — Risk / Return Rank
MEIIX
DIFIX
MEIIX vs. DIFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) and MFS Diversified Income Fund (DIFIX). 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.
| MEIIX | DIFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.46 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.54 | -0.12 |
| Martin ratioReturn relative to average drawdown | 8.50 | 10.92 | -2.41 |
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Drawdowns
MEIIX vs. DIFIX - Drawdown Comparison
The maximum MEIIX drawdown since its inception was -52.64%, which is greater than DIFIX's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for MEIIX and DIFIX.
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Drawdown Indicators
| MEIIX | DIFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -35.04% | -17.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -4.48% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -13.19% | -6.25% | -6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -19.70% | +2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -23.69% | -13.01% |
Current DrawdownCurrent decline from peak | -1.04% | -0.23% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -6.52% | -3.83% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.04% | +0.89% |
Volatility
MEIIX vs. DIFIX - Volatility Comparison
MFS Value Fund Class I (MEIIX) has a higher volatility of 2.76% compared to MFS Diversified Income Fund (DIFIX) at 1.07%. This indicates that MEIIX's price experiences larger fluctuations and is considered to be riskier than DIFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEIIX | DIFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 1.07% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 4.02% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 4.98% | +5.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 6.84% | +7.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 7.49% | +8.99% |
MEIIX vs. DIFIX - Expense Ratio Comparison
MEIIX has a 0.55% expense ratio, which is lower than DIFIX's 0.73% expense ratio.
Dividends
MEIIX vs. DIFIX - Dividend Comparison
MEIIX's dividend yield for the trailing twelve months is around 8.76%, more than DIFIX's 5.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIFIX MFS Diversified Income Fund | 5.22% | 5.62% | 3.86% | 3.12% | 3.99% | 4.95% | 2.83% | 3.13% | 4.39% | 3.79% | 3.76% | 7.57% |
MEIIX MFS Value Fund Class I | 8.76% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Frequently Asked Questions
MEIIX and DIFIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEIIX has higher volatility (2.76%) compared to DIFIX (1.07%). In terms of maximum drawdown, MEIIX dropped -52.64% vs DIFIX's -35.04%.
DIFIX currently has the higher Sharpe Ratio (2.30 vs 1.55), 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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