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MFS Active Core Plus Bond ETF (MFSB)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
MFS
Inception Date
Dec 5, 2024
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$389M

Share Price Chart


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MFS Active Core Plus Bond ETF

Performance

MFSB Performance Chart

MFS Active Core Plus Bond ETF (MFSB) is up 0.7% since the beginning of the year. MFSB is currently trading at $25 per share.


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S&P 500 Index

Returns By Period

MFS Active Core Plus Bond ETF (MFSB) has returned 0.65% so far this year and 7.07% over the past 12 months.


MFS Active Core Plus Bond ETF

1D
-0.16%
1M
0.40%
YTD
0.65%
6M
0.70%
1Y
7.07%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.26%
1M
4.84%
YTD
2.86%
6M
6.22%
1Y
33.47%
3Y*
19.26%
5Y*
10.96%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFSB Monthly Returns History

Based on dividend-adjusted daily data since Dec 5, 2024, MFSB's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Feb 2025 with a return of +2.0%, while the worst month was Mar 2026 at -2.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, MFSB closed higher 53% of trading days. The best single day was Jan 15, 2025 with a return of +0.9%, while the worst single day was Apr 7, 2025 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.28%1.56%-2.00%0.84%0.65%
20250.15%1.98%-0.09%0.23%-0.24%1.81%-0.05%1.08%1.24%0.61%0.54%-0.07%7.40%
2024-1.50%-1.50%

Benchmark Metrics

MFS Active Core Plus Bond ETF has an annualized alpha of 4.22%, beta of 0.05, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since December 06, 2024.

  • This ETF captured 16.41% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.36%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.05 may look defensive, but with R² of 0.04 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.04 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.22%
Beta
0.05
0.04
Upside Capture
16.41%
Downside Capture
-0.36%

Expense Ratio

MFSB has an expense ratio of 0.34%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MFSB ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MFSB Risk / Return Rank: 4545
Overall Rank
MFSB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MFSB Sortino Ratio Rank: 4747
Sortino Ratio Rank
MFSB Omega Ratio Rank: 4343
Omega Ratio Rank
MFSB Calmar Ratio Rank: 4545
Calmar Ratio Rank
MFSB Martin Ratio Rank: 4848
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 Active Core Plus Bond ETF (MFSB) and compare them to a chosen benchmark (S&P 500 Index).


MFSBBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.91

2.59

-0.68

Sortino ratio

Return per unit of downside risk

2.80

3.60

-0.80

Omega ratio

Gain probability vs. loss probability

1.34

1.48

-0.14

Calmar ratio

Return relative to maximum drawdown

2.81

3.33

-0.52

Martin ratio

Return relative to average drawdown

10.35

15.04

-4.68

Explore MFSB 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 Active Core Plus Bond ETF provided a 4.59% dividend yield over the last twelve months, with an annual payout of $1.15 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.15$1.16$0.09

Dividend yield

4.59%4.58%0.37%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Active Core Plus Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.09$0.09$0.00$0.28
2025$0.09$0.09$0.10$0.10$0.10$0.09$0.11$0.10$0.09$0.10$0.09$0.10$1.16
2024$0.09$0.09

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 Active Core Plus Bond ETF. 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 Active Core Plus Bond ETF was 3.19%, occurring on Jan 14, 2025. Recovery took 28 trading sessions.

The current MFS Active Core Plus Bond ETF drawdown is 1.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.19%Dec 9, 202424Jan 14, 202528Feb 25, 202552
-2.76%Apr 7, 20255Apr 11, 202547Jun 20, 202552
-2.71%Mar 2, 202620Mar 27, 2026
-0.98%Oct 29, 20256Nov 5, 202515Nov 26, 202521
-0.98%Jul 2, 20259Jul 15, 202510Jul 29, 202519

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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