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USIFX vs. MDIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


USIFXMDIJX
YTD Return6.89%8.60%
1Y Return17.63%17.86%
3Y Return (Ann)-1.48%0.43%
5Y Return (Ann)-0.19%6.04%
10Y Return (Ann)1.18%6.46%
Sharpe Ratio1.381.55
Sortino Ratio1.952.18
Omega Ratio1.241.27
Calmar Ratio0.711.20
Martin Ratio7.658.58
Ulcer Index2.34%2.09%
Daily Std Dev12.99%11.55%
Max Drawdown-56.30%-54.94%
Current Drawdown-12.04%-6.48%

Correlation

-0.50.00.51.00.9

The correlation between USIFX and MDIJX is 0.94, 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

USIFX vs. MDIJX - Performance Comparison

In the year-to-date period, USIFX achieves a 6.89% return, which is significantly lower than MDIJX's 8.60% return. Over the past 10 years, USIFX has underperformed MDIJX with an annualized return of 1.18%, while MDIJX has yielded a comparatively higher 6.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.85%
1.69%
USIFX
MDIJX

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USIFX vs. MDIJX - Expense Ratio Comparison

USIFX has a 1.02% expense ratio, which is higher than MDIJX's 0.82% expense ratio.


USIFX
USAA International Fund
Expense ratio chart for USIFX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for MDIJX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%

Risk-Adjusted Performance

USIFX vs. MDIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA International Fund (USIFX) 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.


USIFX
Sharpe ratio
The chart of Sharpe ratio for USIFX, currently valued at 1.38, compared to the broader market0.002.004.001.38
Sortino ratio
The chart of Sortino ratio for USIFX, currently valued at 1.95, compared to the broader market0.005.0010.001.95
Omega ratio
The chart of Omega ratio for USIFX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for USIFX, currently valued at 0.71, compared to the broader market0.005.0010.0015.0020.000.71
Martin ratio
The chart of Martin ratio for USIFX, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.00100.007.65
MDIJX
Sharpe ratio
The chart of Sharpe ratio for MDIJX, currently valued at 1.55, compared to the broader market0.002.004.001.55
Sortino ratio
The chart of Sortino ratio for MDIJX, currently valued at 2.18, compared to the broader market0.005.0010.002.18
Omega ratio
The chart of Omega ratio for MDIJX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for MDIJX, currently valued at 1.20, compared to the broader market0.005.0010.0015.0020.001.20
Martin ratio
The chart of Martin ratio for MDIJX, currently valued at 8.58, compared to the broader market0.0020.0040.0060.0080.00100.008.58

USIFX vs. MDIJX - Sharpe Ratio Comparison

The current USIFX Sharpe Ratio is 1.38, which is comparable to the MDIJX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of USIFX and MDIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.38
1.55
USIFX
MDIJX

Dividends

USIFX vs. MDIJX - Dividend Comparison

USIFX's dividend yield for the trailing twelve months is around 1.75%, less than MDIJX's 2.38% yield.


TTM20232022202120202019201820172016201520142013
USIFX
USAA International Fund
1.75%1.87%1.52%1.85%1.91%2.83%1.68%1.89%1.55%1.37%1.79%0.77%
MDIJX
MFS International Diversification Fund
2.38%2.58%0.66%1.88%0.69%1.43%2.45%1.63%2.19%1.69%1.48%1.06%

Drawdowns

USIFX vs. MDIJX - Drawdown Comparison

The maximum USIFX drawdown since its inception was -56.30%, roughly equal to the maximum MDIJX drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for USIFX and MDIJX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.04%
-6.48%
USIFX
MDIJX

Volatility

USIFX vs. MDIJX - Volatility Comparison

USAA International Fund (USIFX) has a higher volatility of 3.94% compared to MFS International Diversification Fund (MDIJX) at 3.49%. This indicates that USIFX'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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.94%
3.49%
USIFX
MDIJX