MIEKX vs. MDIJX
Compare and contrast key facts about MFS International Equity Fund Class R6 (MIEKX) and MFS International Diversification Fund (MDIJX).
MIEKX is an actively managed fund by MFS. It was launched on Jan 31, 1996. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Performance
MIEKX vs. MDIJX - Performance Comparison
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MIEKX vs. MDIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MIEKX MFS International Equity Fund Class R6 | -3.87% | 23.12% | 4.02% | 5.55% |
MDIJX MFS International Diversification Fund | -0.22% | 27.84% | 6.41% | 4.55% |
Returns By Period
In the year-to-date period, MIEKX achieves a -3.87% return, which is significantly lower than MDIJX's -0.22% return.
MIEKX
- 1D
- 2.91%
- 1M
- -6.19%
- YTD
- -3.87%
- 6M
- -1.06%
- 1Y
- 10.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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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MIEKX vs. MDIJX - Expense Ratio Comparison
MIEKX has a 0.73% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Return for Risk
MIEKX vs. MDIJX — Risk / Return Rank
MIEKX
MDIJX
MIEKX vs. MDIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Equity Fund Class R6 (MIEKX) 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.
| MIEKX | MDIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.48 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.96 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.29 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.70 | -0.84 |
Martin ratioReturn relative to average drawdown | 3.19 | 6.69 | -3.50 |
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
| MIEKX | MDIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.48 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.44 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.45 | +0.28 |
Correlation
The correlation between MIEKX and MDIJX is 0.95, 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
MIEKX vs. MDIJX - Dividend Comparison
MIEKX's dividend yield for the trailing twelve months is around 2.71%, less than MDIJX's 5.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIEKX MFS International Equity Fund Class R6 | 2.71% | 2.60% | 1.41% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
MIEKX vs. MDIJX - Drawdown Comparison
The maximum MIEKX drawdown since its inception was -13.42%, smaller than the maximum MDIJX drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for MIEKX and MDIJX.
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Drawdown Indicators
| MIEKX | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.42% | -56.60% | +43.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -11.40% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.19% | — |
Current DrawdownCurrent decline from peak | -8.29% | -9.03% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -9.14% | +6.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.90% | +0.15% |
Volatility
MIEKX vs. MDIJX - Volatility Comparison
MFS International Equity Fund Class R6 (MIEKX) has a higher volatility of 6.65% compared to MFS International Diversification Fund (MDIJX) at 6.30%. This indicates that MIEKX'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
| MIEKX | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | 6.30% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.37% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 13.99% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 14.09% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 14.64% | -1.46% |