RPICX vs. MDIJX
Compare and contrast key facts about T. Rowe Price Institutional International Disciplined Equity Fund (RPICX) and MFS International Diversification Fund (MDIJX).
RPICX is managed by T. Rowe Price. It was launched on Jul 27, 2010. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RPICX or MDIJX.
Key characteristics
| RPICX | MDIJX | |
|---|---|---|
| YTD Return | 8.77% | 12.70% |
| 1Y Return | 21.29% | 23.11% |
| 3Y Return (Ann) | 3.33% | 2.31% |
| 5Y Return (Ann) | 6.40% | 7.45% |
| 10Y Return (Ann) | 3.98% | 7.33% |
| Sharpe Ratio | 1.79 | 2.01 |
| Sortino Ratio | 2.63 | 2.82 |
| Omega Ratio | 1.35 | 1.36 |
| Calmar Ratio | 1.37 | 1.24 |
| Martin Ratio | 9.94 | 12.73 |
| Ulcer Index | 2.21% | 1.82% |
| Daily Std Dev | 12.23% | 11.47% |
| Max Drawdown | -39.02% | -54.94% |
| Current Drawdown | -2.28% | -2.95% |
Correlation
The correlation between RPICX and MDIJX is 0.93, 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.
Performance
RPICX vs. MDIJX - Performance Comparison
In the year-to-date period, RPICX achieves a 8.77% return, which is significantly lower than MDIJX's 12.70% return. Over the past 10 years, RPICX has underperformed MDIJX with an annualized return of 3.98%, while MDIJX has yielded a comparatively higher 7.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RPICX vs. MDIJX - Expense Ratio Comparison
RPICX has a 0.75% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Risk-Adjusted Performance
RPICX vs. MDIJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional International Disciplined Equity Fund (RPICX) 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.
Dividends
RPICX vs. MDIJX - Dividend Comparison
RPICX's dividend yield for the trailing twelve months is around 6.14%, more than MDIJX's 3.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPICX T. Rowe Price Institutional International Disciplined Equity Fund | 6.14% | 2.79% | 0.85% | 1.33% | 7.09% | 2.41% | 4.30% | 1.54% | 1.50% | 2.00% | 1.61% | 1.99% |
MDIJX MFS International Diversification Fund | 3.67% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% | 1.48% | 1.06% |
Drawdowns
RPICX vs. MDIJX - Drawdown Comparison
The maximum RPICX drawdown since its inception was -39.02%, smaller than the maximum MDIJX drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for RPICX and MDIJX. For additional features, visit the drawdowns tool.
Volatility
RPICX vs. MDIJX - Volatility Comparison
The current volatility for T. Rowe Price Institutional International Disciplined Equity Fund (RPICX) is 0.00%, while MFS International Diversification Fund (MDIJX) has a volatility of 3.93%. This indicates that RPICX experiences smaller price fluctuations and is considered to be less risky than MDIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.