USIFX vs. MDIJX
Compare and contrast key facts about USAA International Fund (USIFX) and MFS International Diversification Fund (MDIJX).
USIFX is managed by Victory Capital. It was launched on Jul 11, 1988. 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: USIFX or MDIJX.
Performance
USIFX vs. MDIJX - Performance Comparison
Returns By Period
In the year-to-date period, USIFX achieves a 6.58% return, which is significantly lower than MDIJX's 7.97% return. Over the past 10 years, USIFX has underperformed MDIJX with an annualized return of 0.95%, while MDIJX has yielded a comparatively higher 6.26% annualized return.
USIFX
6.58%
-2.26%
-1.25%
13.11%
-0.31%
0.95%
MDIJX
7.97%
-2.95%
0.88%
13.24%
5.87%
6.26%
Key characteristics
| USIFX | MDIJX | |
|---|---|---|
| Sharpe Ratio | 1.03 | 1.17 |
| Sortino Ratio | 1.47 | 1.65 |
| Omega Ratio | 1.18 | 1.21 |
| Calmar Ratio | 0.59 | 1.10 |
| Martin Ratio | 4.83 | 5.40 |
| Ulcer Index | 2.72% | 2.45% |
| Daily Std Dev | 12.71% | 11.34% |
| Max Drawdown | -56.30% | -54.94% |
| Current Drawdown | -12.29% | -7.02% |
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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.
Correlation
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.
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.
Dividends
USIFX vs. MDIJX - Dividend Comparison
USIFX's dividend yield for the trailing twelve months is around 1.75%, less than MDIJX's 2.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.39% | 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.
Volatility
USIFX vs. MDIJX - Volatility Comparison
USAA International Fund (USIFX) and MFS International Diversification Fund (MDIJX) have volatilities of 3.42% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.