TIDDX vs. MWNIX
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and MFS International New Discovery Fund (MWNIX).
TIDDX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P Global ex-U.S. Small Cap Index Net. It was launched on Dec 17, 2015. MWNIX is managed by MFS. It was launched on Oct 8, 1997.
Performance
TIDDX vs. MWNIX - Performance Comparison
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TIDDX vs. MWNIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | -4.40% | 25.73% | 3.81% | 13.38% | -30.23% | 7.45% | 38.95% | 25.18% | -17.42% | 38.58% |
MWNIX MFS International New Discovery Fund | -4.10% | 16.88% | 0.90% | 13.03% | -18.63% | 5.06% | 9.98% | 22.85% | -10.41% | 30.67% |
Returns By Period
In the year-to-date period, TIDDX achieves a -4.40% return, which is significantly lower than MWNIX's -4.10% return. Over the past 10 years, TIDDX has outperformed MWNIX with an annualized return of 8.13%, while MWNIX has yielded a comparatively lower 5.54% annualized return.
TIDDX
- 1D
- -0.18%
- 1M
- -13.36%
- YTD
- -4.40%
- 6M
- -1.09%
- 1Y
- 18.32%
- 3Y*
- 10.15%
- 5Y*
- 0.48%
- 10Y*
- 8.13%
MWNIX
- 1D
- -0.25%
- 1M
- -11.78%
- YTD
- -4.10%
- 6M
- -4.89%
- 1Y
- 9.37%
- 3Y*
- 6.45%
- 5Y*
- 1.70%
- 10Y*
- 5.54%
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TIDDX vs. MWNIX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is higher than MWNIX's 1.03% expense ratio.
Return for Risk
TIDDX vs. MWNIX — Risk / Return Rank
TIDDX
MWNIX
TIDDX vs. MWNIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund Class I (TIDDX) and MFS International New Discovery Fund (MWNIX). 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.
| TIDDX | MWNIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.68 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.93 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.13 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.63 | +0.52 |
Martin ratioReturn relative to average drawdown | 4.54 | 2.39 | +2.14 |
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
| TIDDX | MWNIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.68 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.13 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.40 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.08 |
Correlation
The correlation between TIDDX and MWNIX is 0.90, 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
TIDDX vs. MWNIX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.52%, more than MWNIX's 3.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | 5.52% | 5.28% | 4.36% | 2.24% | 3.17% | 15.55% | 4.39% | 1.51% | 6.38% | 3.11% | 2.50% | 0.00% |
MWNIX MFS International New Discovery Fund | 3.38% | 3.24% | 7.61% | 4.05% | 5.68% | 5.06% | 3.90% | 2.67% | 6.68% | 1.63% | 1.09% | 1.12% |
Drawdowns
TIDDX vs. MWNIX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum MWNIX drawdown of -58.38%. Use the drawdown chart below to compare losses from any high point for TIDDX and MWNIX.
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Drawdown Indicators
| TIDDX | MWNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -58.38% | +14.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -11.78% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -33.67% | -10.09% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -34.72% | -9.04% |
Current DrawdownCurrent decline from peak | -13.36% | -11.78% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -9.61% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.09% | +0.31% |
Volatility
TIDDX vs. MWNIX - Volatility Comparison
T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 6.18% compared to MFS International New Discovery Fund (MWNIX) at 5.09%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier than MWNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIDDX | MWNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 5.09% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 8.21% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 12.11% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 13.02% | +3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 13.90% | +2.60% |