Find A Portfolio/Ticker
Comparison Box
MDITX: MFS INTERNATIONAL DIVERSIFICATION FUND R4 (MUTUAL FUND)
Basic Info 23.88 0.03(0.13%) May 17
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (92%) |
Start Date: | 04/07/2005 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 4.16% |
Expenses | 1.07% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/16/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 04/08/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 8.0 | 12.8 | 1.5 | 7.2 | 6.0 | 8.6 | 6.6 | 14.3 | -17.0 | 7.5 | 15.2 | 26.0 | -11.1 | 30.2 | 2.5 | 0.1 | -3.9 | 17.3 | 18.4 | -9.1 | 13.5 | 34.5 | -40.0 | 12.9 | 27.4 | 12.6 |
Sharpe Ratio | NA | 1.47 | 0.64 | -0.11 | 0.31 | 0.33 | NA | 0.3 | 0.88 | -0.89 | 0.68 | 0.58 | 2.5 | -0.97 | 4.43 | 0.15 | 0.01 | -0.39 | 1.59 | 1.29 | -0.37 | 0.73 | 1.3 | -1.03 | 0.61 | 1.74 | 1.49 |
Draw Down(%) | NA | 4.4 | 11.4 | 30.2 | 30.2 | 30.2 | NA | 56.7 | 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 | 16.1 | 26.0 | 52.3 | 12.1 | 16.6 | 6.2 |
Standard Deviation(%) | NA | 10.1 | 10.9 | 14.9 | 17.0 | 14.8 | NA | 18.2 | 11.5 | 20.6 | 11.1 | 25.8 | 9.8 | 12.8 | 6.7 | 15.5 | 13.9 | 9.9 | 10.9 | 14.4 | 24.8 | 18.5 | 26.6 | 39.8 | 16.3 | 13.9 | 10.2 |
Treynor Ratio | NA | 0.17 | 0.08 | -0.02 | 0.06 | 0.06 | NA | 0.06 | 0.12 | -0.21 | 0.09 | 0.18 | 0.28 | -0.13 | 0.36 | 0.03 | 0.0 | -0.05 | 0.21 | 0.22 | -0.1 | 0.16 | 0.41 | -0.43 | 0.11 | 0.25 | 0.18 |
Alpha | NA | 0.0 | 0.0 | -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 | 0.03 | 0.0 | 0.01 | 0.01 | 0.01 |
Beta | NA | 0.9 | 0.85 | 0.87 | 0.84 | 0.85 | NA | 0.88 | 0.84 | 0.89 | 0.82 | 0.82 | 0.89 | 0.92 | 0.82 | 0.85 | 0.87 | 0.84 | 0.82 | 0.84 | 0.89 | 0.86 | 0.84 | 0.95 | 0.9 | 0.99 | 0.82 |
RSquared | NA | 0.91 | 0.9 | 0.87 | 0.91 | 0.91 | NA | 0.91 | 0.9 | 0.87 | 0.88 | 0.95 | 0.91 | 0.92 | 0.81 | 0.91 | 0.93 | 0.92 | 0.92 | 0.95 | 0.95 | 0.96 | 0.82 | 0.96 | 0.86 | 0.9 | 0.73 |
Yield(%) | N/A | 0.0 | 4.2 | 2.8 | 3.2 | 2.8 | 3.8 | N/A | 4.5 | 2.2 | 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 | 11.6 | 6.5 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 71.5 | 46.7 | 79.9 | N/A | N/A | N/A | 70.4 | -19.4 | 71.8 | -25.0 | -1.9 | 65.6 | -5.9 | 30.8 | 13.0 | 27.8 | 0.0 | 28.6 | 16.7 | -42.9 | -41.7 | -80.2 | 109.2 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/08/2005
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Foreign Large Blend Asset Class Trend Rankings |
Top Rated Funds in Foreign Large Blend
Best Mutual Funds
- OAKIX (OAKMARK INTERNATIONAL FUND INVESTOR CLASS) 0.22% (100%)
- HAINX (HARBOR INTERNATIONAL FUND INSTITUTIONAL CLASS) (99%)
- DODFX (DODGE & COX INTERNATIONAL STOCK FUND DODGE & COX INTERNATIONAL STOCK FUND) 0.13% (99%)
- PIPDX (PIMCO INTERNATIONAL STOCKSPLUS TR STRATEGY FUND (U.S. DOLLAR-HEDGED) D) 0.0% (99%)
- BJBIX (ABERDEEN SELECT INTERNATIONAL EQUITY FUND CLASS A) 0.59% (98%)
- FDIVX (FIDELITY DIVERSIFIED INTERNATIONAL FUND FIDELITY DIVERSIFIED INTERNATIONAL FUND) 0.38% (98%)
- VTMGX (VANGUARD DEVELOPED MARKETS INDEX FUND ADMIRAL SHARES) (98%)
- LLINX (LONGLEAF PARTNERS INTERNATIONAL FUND LONGLEAF PARTNERS INTERNATIONAL FUND) 0.35% (96%)
- SGOIX (FIRST EAGLE OVERSEAS FUND CLASS I) (96%)
- EXOSX (OVERSEAS SERIES CLASS I) (96%)
Best ETFs
- EFA (iShares MSCI EAFE ETF) 0.34% (100%)
- PID (Invesco International Dividend Achievers ETF) 0.21% (99%)
- ACWX (iShares MSCI ACWI ex U.S. ETF) 0.38% (97%)
- CWI (SPDR® MSCI ACWI ex-US ETF) 0.48% (97%)
- VEA (Vanguard FTSE Developed Markets Index Fund ETF Shares) (97%)
- VEU (Vanguard FTSE All-World ex-US Index Fund ETF Shares) (97%)
- SCHF (Schwab International Equity ETF) (34%)
- VXUS (Vanguard Total International Stock Index Fund ETF Shares) (29%)
- DBEF (Xtrackers MSCI EAFE Hedged Equity ETF) 0.38% (28%)
- EFAV (iShares MSCI EAFE Min Vol Factor ETF) 0.21% (28%)