MITTX vs. DFIEX
Compare and contrast key facts about MFS Massachusetts Investors Trust (MITTX) and DFA International Core Equity Portfolio I (DFIEX).
MITTX is managed by MFS. It was launched on Jul 15, 1924. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
MITTX vs. DFIEX - Performance Comparison
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MITTX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | -3.35% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, MITTX achieves a -3.35% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, MITTX has outperformed DFIEX with an annualized return of 12.67%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
MITTX
- 1D
- 0.64%
- 1M
- -3.81%
- YTD
- -3.35%
- 6M
- -1.80%
- 1Y
- 11.89%
- 3Y*
- 14.84%
- 5Y*
- 9.12%
- 10Y*
- 12.67%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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MITTX vs. DFIEX - Expense Ratio Comparison
MITTX has a 0.70% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
MITTX vs. DFIEX — Risk / Return Rank
MITTX
DFIEX
MITTX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| MITTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 2.05 | -1.29 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.66 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.41 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.84 | -1.66 |
Martin ratioReturn relative to average drawdown | 4.76 | 11.17 | -6.41 |
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
| MITTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 2.05 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.62 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.60 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.35 | +0.07 |
Correlation
The correlation between MITTX and DFIEX is 0.80, 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
MITTX vs. DFIEX - Dividend Comparison
MITTX's dividend yield for the trailing twelve months is around 14.82%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | 14.82% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
MITTX vs. DFIEX - Drawdown Comparison
The maximum MITTX drawdown since its inception was -49.54%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for MITTX and DFIEX.
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Drawdown Indicators
| MITTX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -62.22% | +12.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -11.01% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -28.66% | +5.39% |
Max Drawdown (10Y)Largest decline over 10 years | -33.45% | -41.04% | +7.59% |
Current DrawdownCurrent decline from peak | -6.63% | -6.42% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -12.26% | +1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.80% | -0.13% |
Volatility
MITTX vs. DFIEX - Volatility Comparison
The current volatility for MFS Massachusetts Investors Trust (MITTX) is 5.11%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that MITTX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITTX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 6.66% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 10.52% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 15.92% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 15.66% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 16.35% | +0.86% |