MFS DIVERSIFIED Correlations

DIFCX Fund

USD 12.67 -0.04 -0.31%

Current 90-days correlation between Mfs Diversified Income and Franklin High Yield is 0.33 (i.e., Weak diversification).The correlation of MFS DIVERSIFIED is a statistical measure of how it moves in relation to other instruments. The correlation coefficient ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5.

MFS DIVERSIFIED vs Market Correlation

Very weak diversification

Across the chosen horizon, DIFCX and DJI show a correlation of 0.43 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Use Investing Opportunities to better understand diversified portfolio construction. Additional portfolio transparency improves capital positioning. This includes a position in Mfs Diversified Income across the allocation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with MFS Mutual Fund

0.86	LFTFX	Mfs Lifetime 2065	Pair Corr
0.82	LFTJX	Mfs Lifetime 2065	Pair Corr
0.82	LFTGX	Mfs Lifetime 2065	Pair Corr
0.82	LFTHX	Mfs Lifetime 2065	Pair Corr
0.82	LFTMX	Mfs Lifetime 2065	Pair Corr
0.83	LFTNX	Mfs Lifetime 2065	Pair Corr
0.82	LFTKX	Mfs Lifetime 2065	Pair Corr
0.82	LFTLX	Mfs Lifetime 2065	Pair Corr
0.78	HYPPX	Mfs High Yield	Pair Corr
0.86	MKVCX	Mfs International Large	Pair Corr
0.91	MKVBX	Mfs International Large	Pair Corr
0.87	MKVGX	Mfs International Large	Pair Corr
0.87	MKVFX	Mfs International Large	Pair Corr
0.86	MKVEX	Mfs International Large	Pair Corr
0.86	MKVDX	Mfs International Large	Pair Corr
0.87	MKVIX	Mfs International Large	Pair Corr
0.87	MKVHX	Mfs Series Trust	Pair Corr
0.95	BRKBX	Mfs Blended Research	Pair Corr
0.94	BRKCX	Mfs Blended Research	Pair Corr
0.95	BRKAX	Mfs Blended Research	Pair Corr
0.88	EMLBX	Mfs Emerging Markets	Pair Corr
0.88	EMLAX	Mfs Emerging Markets	Pair Corr
0.94	BRKUX	Mfs Blended Research	Pair Corr
0.94	BRKVX	Mfs Blended Research	Pair Corr

Moving against MFS Mutual Fund

0.57	OTCGX	Mfs Mid Cap	Pair Corr
0.57	OTCAX	Mfs Mid Cap	Pair Corr
0.56	OTCHX	Mfs Mid Cap	Pair Corr
0.55	OTCIX	Mfs Mid Cap	Pair Corr
0.55	OTCJX	Mfs Mid Cap	Pair Corr
0.55	OTCKX	Mfs Mid Cap	Pair Corr
0.59	OTCBX	Mfs Mid Cap	Pair Corr
0.57	OTCCX	Mfs Mid Cap	Pair Corr

Related Correlations Analysis

	HYMQX	NHMAX	RPHIX	PATFX	VWALX	PRFHX	HYSAX	FHYRX
HYMQX		0.87	0.82	0.96	0.94	0.96	0.88	0.96	HYMQX
NHMAX	0.87		0.88	0.95	0.96	0.95	0.66	0.95	NHMAX
RPHIX	0.82	0.88		0.9	0.89	0.9	0.57	0.9	RPHIX
PATFX	0.96	0.95	0.9		0.99	0.99	0.76	1.0	PATFX
VWALX	0.94	0.96	0.89	0.99		0.99	0.74	1.0	VWALX
PRFHX	0.96	0.95	0.9	0.99	0.99		0.78	0.99	PRFHX
HYSAX	0.88	0.66	0.57	0.76	0.74	0.78		0.77	HYSAX
FHYRX	0.96	0.95	0.9	1.0	1.0	0.99	0.77		FHYRX
	HYMQX	NHMAX	RPHIX	PATFX	VWALX	PRFHX	HYSAX	FHYRX

Risk-Adjusted Indicators

There is a big difference between MFS Mutual Fund performing well and MFS DIVERSIFIED Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze MFS DIVERSIFIED's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
HYMQX	0.06	0.00	0.34	0.14	0.00	-0.11	0.14	-0.14	0.77
NHMAX	0.14	0.01	0.19	0.16	0.15	-0.17	0.43	-0.28	1.31
RPHIX	0.03	0.01	0.00	1.63	0.00	0.00	0.10	0.00	0.41
PATFX	0.11	0.01	0.22	0.21	0.09	-0.15	0.27	-0.27	1.07
VWALX	0.11	0.01	0.19	0.16	0.10	-0.14	0.19	-0.28	1.02
PRFHX	0.11	0.01	0.24	0.29	0.04	-0.16	0.27	-0.27	1.17
HYSAX	0.08	-0.01	0.30	-0.53	0.06	-0.20	0.24	-0.12	0.71
FHYRX	0.11	0.01	0.19	0.27	0.07	-0.16	0.23	-0.33	1.23

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