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MDIJX: MFS INTERNATIONAL DIVERSIFICATION FUND I (MUTUAL FUND)
Basic Info 22.22 0.11(0.49%) April 19
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (92%) |
Start Date: | 12/29/2004 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 2.36% |
Expenses | 1.07% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/26/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.8 | 0.0 | 4.6 | -1.1 | 5.3 | 5.5 | 8.6 | 6.5 | 14.4 | -17.0 | 7.5 | 15.2 | 26.0 | -11.0 | 30.3 | 2.5 | 0.1 | -3.9 | 17.3 | 18.4 | -9.2 | 13.6 | 34.7 | -40.1 | 13.2 | 27.5 | 17.0 | 0.7 |
Sharpe Ratio | NA | 0.32 | 0.34 | -0.14 | 0.25 | 0.32 | NA | 0.3 | 0.89 | -0.89 | 0.67 | 0.58 | 2.5 | -0.96 | 4.44 | 0.15 | 0.01 | -0.39 | 1.58 | 1.29 | -0.37 | 0.73 | 1.3 | -1.02 | 0.63 | 1.75 | 1.55 | 13.83 |
Draw Down(%) | NA | 4.0 | 11.4 | 30.2 | 30.2 | 30.2 | NA | 56.6 | 11.4 | 28.7 | 6.3 | 30.1 | 6.7 | 18.5 | 2.4 | 10.6 | 14.8 | 11.9 | 9.1 | 13.4 | 22.1 | 16.2 | 26.0 | 52.4 | 12.1 | 16.7 | 8.1 | 0.1 |
Standard Deviation(%) | NA | 10.1 | 10.8 | 14.9 | 17.0 | 14.8 | NA | 18.2 | 11.5 | 20.7 | 11.2 | 25.8 | 9.8 | 12.8 | 6.7 | 15.5 | 13.9 | 9.8 | 10.9 | 14.4 | 24.7 | 18.5 | 26.7 | 39.9 | 16.3 | 13.9 | 9.5 | 9.5 |
Treynor Ratio | NA | 0.04 | 0.04 | -0.02 | 0.05 | 0.06 | NA | 0.06 | 0.12 | -0.21 | 0.09 | 0.18 | 0.28 | -0.13 | 0.37 | 0.03 | 0.0 | -0.05 | 0.21 | 0.22 | -0.1 | 0.16 | 0.38 | -0.43 | 0.11 | 0.25 | 0.18 | 0.69 |
Alpha | NA | -0.01 | -0.01 | -0.01 | 0.0 | 0.01 | NA | 0.01 | 0.0 | -0.02 | -0.01 | 0.03 | 0.02 | 0.01 | 0.03 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.01 | 0.02 | 0.02 | 0.0 | 0.01 | 0.01 | 0.02 | -0.19 |
Beta | NA | 0.91 | 0.85 | 0.86 | 0.84 | 0.85 | NA | 0.89 | 0.84 | 0.89 | 0.82 | 0.82 | 0.88 | 0.92 | 0.81 | 0.84 | 0.87 | 0.84 | 0.82 | 0.84 | 0.88 | 0.86 | 0.91 | 0.95 | 0.9 | 0.99 | 0.83 | 1.89 |
RSquared | NA | 0.92 | 0.9 | 0.87 | 0.9 | 0.91 | NA | 0.93 | 0.9 | 0.86 | 0.86 | 0.95 | 0.91 | 0.92 | 0.81 | 0.9 | 0.94 | 0.92 | 0.91 | 0.95 | 0.95 | 0.96 | 0.95 | 0.96 | 0.86 | 0.91 | 0.79 | 1.0 |
Yield(%) | N/A | 0.0 | 4.2 | 2.8 | 3.1 | 2.9 | 4.4 | N/A | 4.5 | 2.1 | 2.8 | 1.8 | 3.1 | 2.7 | 2.1 | 2.2 | 1.7 | 1.4 | 1.2 | 1.4 | 1.0 | 1.0 | 2.3 | 2.3 | 11.7 | 6.6 | 3.6 | 0.8 |
Dividend Growth(%) | N/A | -100.0 | 73.6 | 45.9 | 80.5 | N/A | N/A | N/A | 73.6 | -22.1 | 74.4 | -26.4 | -1.9 | 68.8 | -5.9 | 30.8 | 13.0 | 27.8 | 0.0 | 28.6 | 16.7 | -42.9 | -41.7 | -80.4 | 109.1 | 114.6 | 355.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/26/2005
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