MIOFX vs. MDIJX
Compare and contrast key facts about Marsico International Opportunities Fund (MIOFX) and MFS International Diversification Fund (MDIJX).
MIOFX is managed by Marsico Investment Fund. It was launched on Jun 29, 2000. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Performance
MIOFX vs. MDIJX - Performance Comparison
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MIOFX vs. MDIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIOFX Marsico International Opportunities Fund | -10.27% | 28.54% | 36.31% | 17.96% | -23.71% | 4.93% | 20.59% | 31.39% | -18.18% | 44.09% |
MDIJX MFS International Diversification Fund | -2.70% | 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, MIOFX achieves a -10.27% return, which is significantly lower than MDIJX's -2.70% return. Over the past 10 years, MIOFX has outperformed MDIJX with an annualized return of 10.08%, while MDIJX has yielded a comparatively lower 8.91% annualized return.
MIOFX
- 1D
- -0.63%
- 1M
- -13.75%
- YTD
- -10.27%
- 6M
- -14.10%
- 1Y
- 13.19%
- 3Y*
- 18.88%
- 5Y*
- 8.02%
- 10Y*
- 10.08%
MDIJX
- 1D
- 0.11%
- 1M
- -11.30%
- YTD
- -2.70%
- 6M
- 0.89%
- 1Y
- 17.54%
- 3Y*
- 12.07%
- 5Y*
- 5.82%
- 10Y*
- 8.91%
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MIOFX vs. MDIJX - Expense Ratio Comparison
MIOFX has a 1.50% expense ratio, which is higher than MDIJX's 0.82% expense ratio.
Return for Risk
MIOFX vs. MDIJX — Risk / Return Rank
MIOFX
MDIJX
MIOFX vs. MDIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marsico International Opportunities Fund (MIOFX) 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.
| MIOFX | MDIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 1.20 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.60 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.34 | -0.68 |
Martin ratioReturn relative to average drawdown | 2.25 | 5.33 | -3.08 |
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
| MIOFX | MDIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.20 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.42 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.61 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.44 | -0.13 |
Correlation
The correlation between MIOFX and MDIJX 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
MIOFX vs. MDIJX - Dividend Comparison
MIOFX's dividend yield for the trailing twelve months is around 5.29%, which matches MDIJX's 5.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIOFX Marsico International Opportunities Fund | 5.29% | 4.75% | 4.95% | 0.38% | 0.17% | 13.41% | 2.44% | 4.20% | 9.36% | 0.00% | 0.00% | 0.00% |
MDIJX MFS International Diversification Fund | 5.31% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
Drawdowns
MIOFX vs. MDIJX - Drawdown Comparison
The maximum MIOFX drawdown since its inception was -63.83%, which is greater than MDIJX's maximum drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for MIOFX and MDIJX.
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Drawdown Indicators
| MIOFX | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.83% | -56.60% | -7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -15.37% | -11.40% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -38.75% | -30.19% | -8.56% |
Max Drawdown (10Y)Largest decline over 10 years | -38.75% | -30.19% | -8.56% |
Current DrawdownCurrent decline from peak | -15.37% | -11.30% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -17.22% | -9.14% | -8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 2.87% | +1.62% |
Volatility
MIOFX vs. MDIJX - Volatility Comparison
Marsico International Opportunities Fund (MIOFX) has a higher volatility of 7.97% compared to MFS International Diversification Fund (MDIJX) at 5.67%. This indicates that MIOFX'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
| MIOFX | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 5.67% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 9.05% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 13.79% | +6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.30% | 14.04% | +5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 14.62% | +3.72% |