Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MDIDX (MFS INTERNATIONAL DIVERSIFICATION FUND A) | 18.31% | 15.73% | 12.06% | 6.90% | 6.73% | 7.26% | 6.69% | 6.85% |
Data as of 07/22/2025, AR inception is 12/29/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDIDX (MFS INTERNATIONAL DIVERSIFICATION FUND A) | 12/29/2004 | 07/22/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.52 | 15.73 | 12.06 | 6.90 | 6.73 | 7.26 | 6.69 | 6.85 | 18.31 | 2.78 | 12.27 | -18.93 | 6.53 | 13.88 | 25.68 | -11.24 | 29.94 | 2.16 | -0.12 | -4.08 | 16.93 | 18.16 | -9.40 | 13.20 | 34.22 | -40.25 | 12.77 | 27.11 | 16.66 | 0.64 |
| Sharpe Ratio | NA | 0.80 | 0.68 | 0.35 | 0.34 | NA | NA | 0.30 | 2.06 | -0.32 | 0.70 | -1.00 | 0.58 | 0.52 | 2.47 | -0.98 | 4.34 | 0.13 | -0.01 | -0.42 | 1.55 | 1.27 | -0.38 | 0.71 | 1.29 | -1.03 | 0.60 | 1.72 | 1.53 | 10.96 |
| Standard Deviation(%) | NA | 14.34 | 13.95 | 14.25 | 15.04 | NA | NA | 17.89 | 15.41 | 11.88 | 11.54 | 20.39 | 11.23 | 25.90 | 9.83 | 12.81 | 6.78 | 15.50 | 13.92 | 9.86 | 10.88 | 14.39 | 24.73 | 18.48 | 26.51 | 39.89 | 16.25 | 13.91 | 9.47 | 11.07 |
| Draw Down(%) | NA | 12.60 | 15.74 | 30.97 | 30.97 | NA | NA | 56.85 | 12.60 | 11.32 | 11.37 | 28.86 | 6.32 | 30.15 | 6.80 | 18.72 | 2.40 | 10.63 | 14.81 | 11.97 | 9.08 | 13.44 | 22.24 | 16.19 | 26.05 | 52.40 | 12.12 | 16.66 | 8.01 | 0.17 |
| Yield(%) | 0.00 | 3.10 | 2.21 | 1.79 | 2.19 | 2.47 | 3.37 | 3.48 | 0.00 | 3.40 | 2.58 | 0.33 | 1.71 | 0.55 | 2.84 | 2.48 | 1.82 | 1.99 | 1.58 | 1.17 | 1.00 | 1.16 | 0.80 | 0.79 | 1.84 | 2.16 | 11.45 | 6.32 | 3.37 | 0.73 |
Data as of 07/22/2025, AR inception is 12/29/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDIDX (MFS INTERNATIONAL DIVERSIFICATION FUND A) |
-13.49%
Feb 2006 - Feb 2009 |
-3.16%
May 2007 - May 2012 |
2.29%
Dec 2006 - Dec 2016 |
2.18%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDIDX (MFS INTERNATIONAL DIVERSIFICATION FUND A) |
23.44%
Feb 2009 - Feb 2012 |
18.52%
Feb 2009 - Feb 2014 |
11.26%
Feb 2009 - Feb 2019 |
9.12%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart