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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MFS Research Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
MFS Research Fund (MFRFX) has returned -7.53% so far this year and 9.85% over the past 12 months. Over the last ten years, MFRFX has had an annualized return of 11.79%, just under the S&P 500 Index benchmark’s 12.16%.
MFS Research Fund
- 1D
- -0.21%
- 1M
- -7.65%
- YTD
- -7.53%
- 6M
- -5.94%
- 1Y
- 9.85%
- 3Y*
- 13.29%
- 5Y*
- 8.27%
- 10Y*
- 11.79%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 3, 1973, MFRFX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Oct 1974 with a return of +15.8%, while the worst month was Sep 1986 at -28.2%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 5 months.
On a daily basis, MFRFX closed higher 46% of trading days. The best single day was Oct 31, 1974 with a return of +15.8%, while the worst single day was Oct 20, 1987 at -19.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.48% | -1.33% | -7.65% | -7.53% | |||||||||
| 2025 | 3.64% | -2.42% | -6.11% | -0.93% | 6.31% | 4.88% | 2.54% | 1.22% | 1.86% | 1.80% | 0.17% | -0.24% | 12.80% |
| 2024 | 1.29% | 5.57% | 3.07% | -4.85% | 4.06% | 2.54% | 1.09% | 1.59% | 1.66% | -0.59% | 5.57% | -3.13% | 18.77% |
| 2023 | 5.73% | -3.82% | 2.62% | 2.00% | 0.16% | 6.00% | 3.10% | -1.75% | -4.90% | -1.28% | 9.07% | 4.50% | 22.49% |
| 2022 | -5.56% | -3.21% | 2.24% | -7.91% | 1.06% | -7.44% | 8.63% | -3.97% | -8.37% | 7.44% | 5.30% | -4.91% | -17.21% |
| 2021 | -2.05% | 3.03% | 4.28% | 6.11% | 0.54% | 2.02% | 2.80% | 2.66% | -5.11% | 6.32% | -2.12% | 4.43% | 24.66% |
Benchmark Metrics
MFS Research Fund has an annualized alpha of 1.82%, beta of 0.84, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since May 04, 1973.
- This fund captured 107.38% of S&P 500 Index gains and 106.67% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- Alpha
- 1.82%
- Beta
- 0.84
- R²
- 0.61
- Upside Capture
- 107.38%
- Downside Capture
- 106.67%
Expense Ratio
MFRFX has an expense ratio of 0.78%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MFRFX ranks 23 for risk / return — below 23% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MFS Research Fund (MFRFX) and compare them to a chosen benchmark (S&P 500 Index).
| MFRFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.90 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.39 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.40 | -0.71 |
Martin ratioReturn relative to average drawdown | 2.99 | 6.61 | -3.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MFRFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
MFS Research Fund provided a 17.40% dividend yield over the last twelve months, with an annual payout of $9.03 per share. The fund has been increasing its distributions for 6 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $9.03 | $9.03 | $5.80 | $3.56 | $3.52 | $3.28 | $2.60 | $1.70 | $4.50 | $3.71 | $1.72 | $2.51 |
Dividend yield | 17.40% | 16.09% | 10.04% | 6.68% | 7.56% | 5.43% | 5.09% | 3.68% | 12.52% | 8.80% | 4.63% | 6.98% |
Monthly Dividends
The table displays the monthly dividend distributions for MFS Research Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.03 | $9.03 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.80 | $5.80 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.56 | $3.56 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.52 | $3.52 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.28 | $3.28 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the MFS Research Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the MFS Research Fund was 56.15%, occurring on Oct 9, 2002. Recovery took 2375 trading sessions.
The current MFS Research Fund drawdown is 9.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.15% | Sep 5, 2000 | 525 | Oct 9, 2002 | 2375 | Mar 15, 2012 | 2900 |
| -49.34% | Jun 22, 1983 | 1101 | Oct 27, 1987 | 1061 | Jan 8, 1992 | 2162 |
| -48.19% | Oct 31, 1973 | 231 | Sep 30, 1974 | 968 | Jul 31, 1978 | 1199 |
| -34.01% | May 29, 1981 | 306 | Aug 12, 1982 | 136 | Feb 24, 1983 | 442 |
| -33.52% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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