VEU vs. MDIJX
Compare and contrast key facts about Vanguard FTSE All-World ex-US ETF (VEU) and MFS International Diversification Fund (MDIJX).
VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Performance
VEU vs. MDIJX - Performance Comparison
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VEU vs. MDIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 3.60% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
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, VEU achieves a 3.60% return, which is significantly higher than MDIJX's -0.22% return. Both investments have delivered pretty close results over the past 10 years, with VEU having a 9.16% annualized return and MDIJX not far ahead at 9.18%.
VEU
- 1D
- 1.32%
- 1M
- -5.22%
- YTD
- 3.60%
- 6M
- 7.76%
- 1Y
- 28.98%
- 3Y*
- 16.19%
- 5Y*
- 7.74%
- 10Y*
- 9.16%
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%
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VEU vs. MDIJX - Expense Ratio Comparison
VEU has a 0.07% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Return for Risk
VEU vs. MDIJX — Risk / Return Rank
VEU
MDIJX
VEU vs. MDIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) 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.
| VEU | MDIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.48 | +0.21 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.96 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.29 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.70 | +0.87 |
Martin ratioReturn relative to average drawdown | 9.83 | 6.69 | +3.14 |
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
| VEU | MDIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.48 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.44 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.63 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.45 | -0.22 |
Correlation
The correlation between VEU 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.
Dividends
VEU vs. MDIJX - Dividend Comparison
VEU's dividend yield for the trailing twelve months is around 2.88%, less than MDIJX's 5.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 2.88% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
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
VEU vs. MDIJX - Drawdown Comparison
The maximum VEU drawdown since its inception was -61.52%, which is greater than MDIJX's maximum drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for VEU and MDIJX.
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Drawdown Indicators
| VEU | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.52% | -56.60% | -4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -11.40% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -30.19% | +0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -30.19% | -4.79% |
Current DrawdownCurrent decline from peak | -7.36% | -9.03% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -13.23% | -9.14% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.90% | +0.09% |
Volatility
VEU vs. MDIJX - Volatility Comparison
Vanguard FTSE All-World ex-US ETF (VEU) has a higher volatility of 7.65% compared to MFS International Diversification Fund (MDIJX) at 6.30%. This indicates that VEU'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.
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Volatility by Period
| VEU | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 6.30% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.61% | 9.37% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 13.99% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 14.09% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 14.64% | +2.49% |