MIDLX vs. DFVQX
Compare and contrast key facts about MFS International New Discovery Fund Class R6 (MIDLX) and DFA International Vector Equity Portfolio (DFVQX).
MIDLX is a passively managed fund by MFS that tracks the performance of the MSCI All Country World ex-US Small Mid Cap Index. It was launched on Jun 1, 2012. DFVQX is managed by Dimensional. It was launched on Aug 13, 2008.
Performance
MIDLX vs. DFVQX - Performance Comparison
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MIDLX vs. DFVQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIDLX MFS International New Discovery Fund Class R6 | -1.87% | 17.03% | 3.33% | 13.21% | -18.52% | 5.17% | 10.15% | 24.97% | -10.29% | 30.65% |
DFVQX DFA International Vector Equity Portfolio | 3.85% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
Returns By Period
In the year-to-date period, MIDLX achieves a -1.87% return, which is significantly lower than DFVQX's 3.85% return. Over the past 10 years, MIDLX has underperformed DFVQX with an annualized return of 6.30%, while DFVQX has yielded a comparatively higher 9.69% annualized return.
MIDLX
- 1D
- 2.26%
- 1M
- -8.27%
- YTD
- -1.87%
- 6M
- -2.69%
- 1Y
- 11.54%
- 3Y*
- 8.22%
- 5Y*
- 2.54%
- 10Y*
- 6.30%
DFVQX
- 1D
- 2.92%
- 1M
- -6.47%
- YTD
- 3.85%
- 6M
- 9.44%
- 1Y
- 33.17%
- 3Y*
- 17.91%
- 5Y*
- 10.13%
- 10Y*
- 9.69%
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MIDLX vs. DFVQX - Expense Ratio Comparison
MIDLX has a 0.91% expense ratio, which is higher than DFVQX's 0.36% expense ratio.
Return for Risk
MIDLX vs. DFVQX — Risk / Return Rank
MIDLX
DFVQX
MIDLX vs. DFVQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International New Discovery Fund Class R6 (MIDLX) and DFA International Vector Equity Portfolio (DFVQX). 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.
| MIDLX | DFVQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 2.16 | -1.18 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.78 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.62 | -1.70 |
Martin ratioReturn relative to average drawdown | 3.46 | 10.71 | -7.25 |
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
| MIDLX | DFVQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.16 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.66 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.59 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.58 | -0.03 |
Correlation
The correlation between MIDLX and DFVQX is 0.89, 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
MIDLX vs. DFVQX - Dividend Comparison
MIDLX's dividend yield for the trailing twelve months is around 3.44%, more than DFVQX's 3.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIDLX MFS International New Discovery Fund Class R6 | 3.44% | 3.37% | 10.08% | 4.21% | 5.85% | 5.19% | 4.03% | 4.36% | 6.82% | 1.63% | 1.09% | 1.25% |
DFVQX DFA International Vector Equity Portfolio | 3.13% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
Drawdowns
MIDLX vs. DFVQX - Drawdown Comparison
The maximum MIDLX drawdown since its inception was -34.70%, smaller than the maximum DFVQX drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for MIDLX and DFVQX.
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Drawdown Indicators
| MIDLX | DFVQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -44.58% | +9.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -10.98% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -33.58% | -28.33% | -5.25% |
Max Drawdown (10Y)Largest decline over 10 years | -34.70% | -44.58% | +9.88% |
Current DrawdownCurrent decline from peak | -9.75% | -7.76% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -7.92% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.90% | +0.22% |
Volatility
MIDLX vs. DFVQX - Volatility Comparison
The current volatility for MFS International New Discovery Fund Class R6 (MIDLX) is 5.67%, while DFA International Vector Equity Portfolio (DFVQX) has a volatility of 6.99%. This indicates that MIDLX experiences smaller price fluctuations and is considered to be less risky than DFVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIDLX | DFVQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 6.99% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 10.22% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 15.71% | -3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 15.57% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.93% | 16.50% | -2.57% |