MRSIX vs. MDIJX
Compare and contrast key facts about MFS Research International Fund (MRSIX) and MFS International Diversification Fund (MDIJX).
MRSIX is managed by MFS. It was launched on Jan 2, 1997. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Performance
MRSIX vs. MDIJX - Performance Comparison
Loading graphics...
MRSIX vs. MDIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRSIX MFS Research International Fund | 1.11% | 22.61% | 3.06% | 13.44% | -17.33% | 11.87% | 13.18% | 27.98% | -13.98% | 28.38% |
MDIJX MFS International Diversification Fund | -0.22% | 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, MRSIX achieves a 1.11% return, which is significantly higher than MDIJX's -0.22% return. Over the past 10 years, MRSIX has underperformed MDIJX with an annualized return of 8.37%, while MDIJX has yielded a comparatively higher 9.18% annualized return.
MRSIX
- 1D
- 2.74%
- 1M
- -7.00%
- YTD
- 1.11%
- 6M
- 4.49%
- 1Y
- 17.65%
- 3Y*
- 10.64%
- 5Y*
- 5.37%
- 10Y*
- 8.37%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MRSIX vs. MDIJX - Expense Ratio Comparison
MRSIX has a 0.76% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Return for Risk
MRSIX vs. MDIJX — Risk / Return Rank
MRSIX
MDIJX
MRSIX vs. MDIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Research International Fund (MRSIX) 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.
| MRSIX | MDIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.48 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.96 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.70 | -0.26 |
Martin ratioReturn relative to average drawdown | 5.49 | 6.69 | -1.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MRSIX | MDIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.48 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.44 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.63 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.45 | -0.08 |
Correlation
The correlation between MRSIX and MDIJX is 0.98, 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
MRSIX vs. MDIJX - Dividend Comparison
MRSIX's dividend yield for the trailing twelve months is around 5.20%, which matches MDIJX's 5.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRSIX MFS Research International Fund | 5.20% | 5.26% | 2.00% | 1.67% | 1.57% | 1.29% | 0.92% | 1.79% | 5.48% | 1.21% | 1.97% | 1.89% |
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
MRSIX vs. MDIJX - Drawdown Comparison
The maximum MRSIX drawdown since its inception was -59.56%, which is greater than MDIJX's maximum drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for MRSIX and MDIJX.
Loading graphics...
Drawdown Indicators
| MRSIX | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -56.60% | -2.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -11.40% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -30.73% | -30.19% | -0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -30.73% | -30.19% | -0.54% |
Current DrawdownCurrent decline from peak | -8.92% | -9.03% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -9.14% | -3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.90% | +0.17% |
Volatility
MRSIX vs. MDIJX - Volatility Comparison
MFS Research International Fund (MRSIX) has a higher volatility of 6.73% compared to MFS International Diversification Fund (MDIJX) at 6.30%. This indicates that MRSIX'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.
Loading graphics...
Volatility by Period
| MRSIX | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 6.30% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 9.37% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 13.99% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 14.09% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 14.64% | +0.79% |