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ISIN
US5529811029
CUSIP
552981102
Issuer
MFS
Inception Date
Oct 13, 1971
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MFRFX Performance Chart

MFS Research Fund (MFRFX) is up 7.1% since the beginning of the year. MFRFX is currently trading at $60 per share. Investors who bought $1,000 worth of MFRFX shares 5 years ago would now be looking at an investment worth $1,622.


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S&P 500 Index

Returns By Period

MFS Research Fund (MFRFX) has returned 7.13% so far this year and 19.90% over the past 12 months. Over the last ten years, MFRFX has had an annualized return of 13.14%, just under the S&P 500 Index benchmark’s 13.66%.


MFS Research Fund

1D
-0.05%
1M
3.78%
YTD
7.13%
6M
7.31%
1Y
19.90%
3Y*
17.25%
5Y*
10.15%
10Y*
13.14%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFRFX Monthly Returns History

Based on dividend-adjusted daily data since May 3, 1973, MFRFX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.48%-1.33%-4.98%8.78%2.99%0.50%7.13%
20253.64%-2.42%-6.11%-0.93%6.31%4.88%2.54%1.22%1.86%1.80%0.17%-0.24%12.80%
20241.29%5.57%3.07%-4.85%4.06%2.54%1.09%1.59%1.66%-0.59%5.57%-3.13%18.77%
20235.73%-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 1.80%, 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 106.97% of S&P 500 Index gains and 106.70% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
1.80%
Beta
0.84
0.61
Upside Capture
106.97%
Downside Capture
106.70%

Expense Ratio

MFRFX has an expense ratio of 0.78%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MFRFX ranks 37 for risk / return — below 37% 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.


MFRFX Risk / Return Rank: 3737
Overall Rank
MFRFX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MFRFX Sortino Ratio Rank: 3535
Sortino Ratio Rank
MFRFX Omega Ratio Rank: 3636
Omega Ratio Rank
MFRFX Calmar Ratio Rank: 3333
Calmar Ratio Rank
MFRFX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MFS Research Fund (MFRFX) and compare them to S&P 500 Index.


MFRFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.08

Calmar ratioReturn relative to maximum drawdown

2.14

2.93

-0.79

Martin ratioReturn relative to average drawdown

9.26

13.52

-4.26

Dividends

Dividend History

MFS Research Fund provided a 15.02% 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
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

15.02%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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 0.05%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-56.15%Oct 2002
2y 1mo9y 5mo
11y 6moSep 2000 - Mar 2012
Black Monday1987
-49.34%Oct 1987
4y 4mo4y 2mo
8y 6moJun 1983 - Jan 1992
1974 bear market1974
-48.19%Sep 1974
11mo 4d3y 10mo
4y 9moOct 1973 - Jul 1978
1982 bear market1982
-34.01%Aug 1982
1y 2mo6mo 16d
1y 9moMay 1981 - Feb 1983
COVID crash2020
-33.52%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020

Drawdown Indicators


MFRFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.15%

-56.78%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-9.10%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-18.90%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-25.43%

+2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.52%

-33.92%

+0.40%

Current Drawdown

Current decline from peak

-0.05%

-0.74%

+0.69%

Average Drawdown

Average peak-to-trough decline

-14.45%

-10.72%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

1.97%

+0.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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