MFEGX vs. MDIJX
Compare and contrast key facts about MFS Growth Fund Class A (MFEGX) and MFS International Diversification Fund (MDIJX).
MFEGX is a passively managed fund by MFS that tracks the performance of the Russell 1000® Growth Index. It was launched on Dec 29, 1986. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Performance
MFEGX vs. MDIJX - Performance Comparison
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MFEGX vs. MDIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFEGX MFS Growth Fund Class A | -10.37% | 12.06% | 51.46% | 35.81% | -31.31% | 23.28% | 36.29% | 37.35% | 2.04% | 30.52% |
MDIJX MFS International Diversification Fund | -0.22% | 27.84% | 6.41% | 14.37% | -17.12% | 7.69% | 15.26% | 26.00% | -11.05% | 30.29% |
Returns By Period
In the year-to-date period, MFEGX achieves a -10.37% return, which is significantly lower than MDIJX's -0.22% return. Over the past 10 years, MFEGX has outperformed MDIJX with an annualized return of 16.19%, while MDIJX has yielded a comparatively lower 9.18% annualized return.
MFEGX
- 1D
- 3.82%
- 1M
- -5.76%
- YTD
- -10.37%
- 6M
- -11.07%
- 1Y
- 9.34%
- 3Y*
- 23.14%
- 5Y*
- 11.31%
- 10Y*
- 16.19%
MDIJX
- 1D
- 2.55%
- 1M
- -7.39%
- YTD
- -0.22%
- 6M
- 2.92%
- 1Y
- 19.95%
- 3Y*
- 13.01%
- 5Y*
- 6.11%
- 10Y*
- 9.18%
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MFEGX vs. MDIJX - Expense Ratio Comparison
MFEGX has a 0.83% expense ratio, which is higher than MDIJX's 0.82% expense ratio.
Return for Risk
MFEGX vs. MDIJX — Risk / Return Rank
MFEGX
MDIJX
MFEGX vs. MDIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Fund Class A (MFEGX) and MFS International Diversification Fund (MDIJX). 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.
| MFEGX | MDIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.48 | -1.00 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.96 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.29 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.70 | -1.11 |
Martin ratioReturn relative to average drawdown | 2.00 | 6.69 | -4.70 |
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
| MFEGX | MDIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.48 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.44 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.63 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.45 | +0.02 |
Correlation
The correlation between MFEGX and MDIJX is 0.72, 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
MFEGX vs. MDIJX - Dividend Comparison
MFEGX's dividend yield for the trailing twelve months is around 18.83%, more than MDIJX's 5.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFEGX MFS Growth Fund Class A | 18.83% | 16.88% | 28.04% | 5.30% | 1.14% | 2.98% | 7.45% | 1.68% | 3.96% | 2.65% | 1.68% | 3.84% |
MDIJX MFS International Diversification Fund | 5.18% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
Drawdowns
MFEGX vs. MDIJX - Drawdown Comparison
The maximum MFEGX drawdown since its inception was -72.42%, which is greater than MDIJX's maximum drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for MFEGX and MDIJX.
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Drawdown Indicators
| MFEGX | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.42% | -56.60% | -15.82% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -11.40% | -5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -30.19% | -6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -30.19% | -6.08% |
Current DrawdownCurrent decline from peak | -14.23% | -9.03% | -5.20% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -9.14% | -13.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 2.90% | +2.27% |
Volatility
MFEGX vs. MDIJX - Volatility Comparison
MFS Growth Fund Class A (MFEGX) has a higher volatility of 6.97% compared to MFS International Diversification Fund (MDIJX) at 6.30%. This indicates that MFEGX's price experiences larger fluctuations and is considered to be riskier than MDIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFEGX | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 6.30% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 9.37% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 13.99% | +7.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 14.09% | +8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 14.64% | +6.66% |