MNDIX vs. DFSTX
Compare and contrast key facts about MFS New Discovery Fund (MNDIX) and DFA U.S. Small Cap Portfolio (DFSTX).
MNDIX is managed by MFS. It was launched on Jan 2, 1997. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
MNDIX vs. DFSTX - Performance Comparison
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MNDIX vs. DFSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNDIX MFS New Discovery Fund | -5.84% | 12.62% | 6.32% | 14.30% | -29.64% | 2.03% | 45.14% | 41.12% | -1.41% | 26.27% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Returns By Period
In the year-to-date period, MNDIX achieves a -5.84% return, which is significantly lower than DFSTX's -0.13% return. Over the past 10 years, MNDIX has outperformed DFSTX with an annualized return of 10.39%, while DFSTX has yielded a comparatively lower 9.69% annualized return.
MNDIX
- 1D
- -1.91%
- 1M
- -9.78%
- YTD
- -5.84%
- 6M
- -1.91%
- 1Y
- 14.39%
- 3Y*
- 6.40%
- 5Y*
- -1.73%
- 10Y*
- 10.39%
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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MNDIX vs. DFSTX - Expense Ratio Comparison
MNDIX has a 0.99% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Return for Risk
MNDIX vs. DFSTX — Risk / Return Rank
MNDIX
DFSTX
MNDIX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS New Discovery Fund (MNDIX) and DFA U.S. Small Cap Portfolio (DFSTX). 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.
| MNDIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.80 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.27 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.03 | -0.23 |
Martin ratioReturn relative to average drawdown | 3.00 | 4.16 | -1.15 |
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
| MNDIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.80 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.30 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.44 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.48 | -0.07 |
Correlation
The correlation between MNDIX and DFSTX is 0.91, 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
MNDIX vs. DFSTX - Dividend Comparison
MNDIX has not paid dividends to shareholders, while DFSTX's dividend yield for the trailing twelve months is around 1.09%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNDIX MFS New Discovery Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% | 20.76% | 9.22% | 7.01% | 23.11% | 9.34% | 2.24% | 0.00% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
MNDIX vs. DFSTX - Drawdown Comparison
The maximum MNDIX drawdown since its inception was -62.02%, roughly equal to the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for MNDIX and DFSTX.
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Drawdown Indicators
| MNDIX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.02% | -60.99% | -1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.21% | -13.92% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -42.04% | -25.91% | -16.13% |
Max Drawdown (10Y)Largest decline over 10 years | -42.04% | -44.78% | +2.74% |
Current DrawdownCurrent decline from peak | -19.69% | -9.09% | -10.60% |
Average DrawdownAverage peak-to-trough decline | -16.86% | -8.80% | -8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.47% | +0.35% |
Volatility
MNDIX vs. DFSTX - Volatility Comparison
MFS New Discovery Fund (MNDIX) has a higher volatility of 7.80% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 5.43%. This indicates that MNDIX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MNDIX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 5.43% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 12.19% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.69% | 21.77% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.66% | 20.61% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 22.06% | -0.12% |