Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MDITX (MFS INTERNATIONAL DIVERSIFICATION FUND R4) | 15.30% | 15.01% | 8.90% | 8.13% | 6.55% | 7.79% | 6.84% | 6.75% |
Data as of 06/02/2025, AR inception is 04/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDITX (MFS INTERNATIONAL DIVERSIFICATION FUND R4) | 04/07/2005 | 06/02/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.50 | 15.01 | 8.90 | 8.13 | 6.55 | 7.79 | 6.84 | 6.75 | 15.30 | 2.85 | 12.54 | -18.73 | 6.83 | 14.17 | 26.02 | -11.05 | 30.25 | 2.48 | 0.11 | -3.88 | 17.32 | 18.36 | -9.13 | 13.53 | 34.52 | -40.05 | 12.94 | 27.40 | 12.62 |
| Sharpe Ratio | NA | 0.54 | 0.29 | 0.39 | 0.31 | NA | NA | 0.29 | 2.06 | -0.31 | 0.73 | -0.99 | 0.61 | 0.54 | 2.50 | -0.97 | 4.43 | 0.15 | 0.01 | -0.39 | 1.59 | 1.29 | -0.37 | 0.73 | 1.30 | -1.03 | 0.61 | 1.74 | 1.49 |
| Standard Deviation(%) | NA | 14.78 | 14.59 | 14.55 | 15.13 | NA | NA | 18.05 | 16.94 | 11.92 | 11.51 | 20.40 | 11.21 | 25.88 | 9.84 | 12.81 | 6.71 | 15.51 | 13.92 | 9.86 | 10.88 | 14.37 | 24.76 | 18.53 | 26.58 | 39.85 | 16.32 | 13.92 | 10.20 |
| Draw Down(%) | NA | 15.33 | 17.56 | 30.76 | 30.76 | NA | NA | 56.67 | 12.61 | 11.48 | 11.35 | 28.73 | 6.31 | 30.09 | 6.75 | 18.51 | 2.38 | 10.57 | 14.80 | 11.91 | 9.10 | 13.39 | 22.15 | 16.07 | 25.99 | 52.34 | 12.10 | 16.62 | 6.18 |
| Yield(%) | 0.00 | 3.37 | 2.31 | 2.20 | 2.42 | 3.00 | 3.65 | 3.58 | 0.00 | 3.64 | 2.83 | 0.55 | 1.96 | 0.78 | 3.08 | 2.68 | 2.10 | 2.24 | 1.68 | 1.42 | 1.21 | 1.41 | 1.03 | 0.97 | 2.21 | 2.30 | 11.63 | 6.54 | 0.00 |
Data as of 06/02/2025, AR inception is 04/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDITX (MFS INTERNATIONAL DIVERSIFICATION FUND R4) |
-13.29%
Feb 2006 - Feb 2009 |
-2.91%
May 2007 - May 2012 |
2.55%
Dec 2006 - Dec 2016 |
2.44%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDITX (MFS INTERNATIONAL DIVERSIFICATION FUND R4) |
23.77%
Feb 2009 - Feb 2012 |
18.82%
Feb 2009 - Feb 2014 |
11.54%
Feb 2009 - Feb 2019 |
9.40%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart