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MFS Limited Maturity Fund (MQLFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS55272P1093
CUSIP55272P109
IssuerMFS
Inception DateFeb 26, 1992
CategoryShort-Term Bond
Min. Investment$1,000
Asset ClassBond

Expense Ratio

MQLFX features an expense ratio of 0.57%, falling within the medium range.


Expense ratio chart for MQLFX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MFS Limited Maturity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
3.93%
15.83%
MQLFX (MFS Limited Maturity Fund)
Benchmark (^GSPC)

Returns By Period

MFS Limited Maturity Fund had a return of 4.24% year-to-date (YTD) and 7.54% in the last 12 months. Over the past 10 years, MFS Limited Maturity Fund had an annualized return of 1.81%, while the S&P 500 had an annualized return of 11.23%, indicating that MFS Limited Maturity Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.24%22.29%
1 month-0.50%1.65%
6 months3.93%15.83%
1 year7.54%39.98%
5 years (annualized)1.96%13.99%
10 years (annualized)1.81%11.23%

Monthly Returns

The table below presents the monthly returns of MQLFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.50%-0.18%0.51%-0.52%0.87%0.71%1.23%1.05%0.69%4.24%
20231.45%-0.66%0.94%0.65%-0.22%-0.23%0.65%0.32%-0.21%0.32%1.39%1.43%5.95%
2022-0.75%-0.59%-1.26%-0.75%0.12%-0.90%0.67%-0.53%-1.39%-0.51%1.29%0.29%-4.27%
20210.14%-0.03%-0.20%0.13%0.29%-0.04%0.14%-0.04%-0.06%-0.40%-0.08%-0.09%-0.25%
20200.70%0.53%-3.60%2.08%1.38%1.21%0.70%0.36%0.03%0.17%0.32%0.30%4.15%
20190.71%0.21%0.90%0.23%0.56%0.56%0.05%0.89%-0.12%0.38%0.05%0.21%4.73%
2018-0.17%-0.17%0.17%0.00%0.17%0.01%0.18%0.36%0.02%0.02%0.19%0.40%1.17%
20170.10%0.27%0.10%0.27%0.27%-0.05%0.30%0.15%-0.02%-0.02%-0.02%-0.09%1.27%
20160.10%0.10%0.60%0.27%-0.07%0.44%0.27%-0.07%0.10%-0.07%-0.40%0.17%1.45%
20150.43%-0.07%0.10%0.08%-0.08%-0.08%0.08%-0.23%0.10%0.10%-0.07%-0.20%0.17%
20140.30%0.30%-0.21%0.28%0.12%0.10%-0.07%0.10%-0.07%0.10%0.10%-0.23%0.81%
20130.18%0.16%-0.02%0.31%-0.34%-0.51%0.15%-0.02%0.30%0.30%0.13%-0.20%0.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MQLFX is 80, placing it in the top 20% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of MQLFX is 8080
Combined Rank
The Sharpe Ratio Rank of MQLFX is 6363Sharpe Ratio Rank
The Sortino Ratio Rank of MQLFX is 8484Sortino Ratio Rank
The Omega Ratio Rank of MQLFX is 8787Omega Ratio Rank
The Calmar Ratio Rank of MQLFX is 8888Calmar Ratio Rank
The Martin Ratio Rank of MQLFX is 7979Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for MFS Limited Maturity Fund (MQLFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MQLFX
Sharpe ratio
The chart of Sharpe ratio for MQLFX, currently valued at 2.94, compared to the broader market-2.000.002.004.002.94
Sortino ratio
The chart of Sortino ratio for MQLFX, currently valued at 4.99, compared to the broader market0.005.0010.004.99
Omega ratio
The chart of Omega ratio for MQLFX, currently valued at 1.76, compared to the broader market1.002.003.004.001.76
Calmar ratio
The chart of Calmar ratio for MQLFX, currently valued at 3.22, compared to the broader market0.005.0010.0015.0020.003.22
Martin ratio
The chart of Martin ratio for MQLFX, currently valued at 21.12, compared to the broader market0.0020.0040.0060.0080.00100.0021.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market-2.000.002.004.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market0.005.0010.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market1.002.003.004.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.0020.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0020.0040.0060.0080.00100.0022.22

Sharpe Ratio

The current MFS Limited Maturity Fund Sharpe ratio is 2.94. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of MFS Limited Maturity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.94
3.43
MQLFX (MFS Limited Maturity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

MFS Limited Maturity Fund provided a 3.78% dividend yield over the last twelve months, with an annual payout of $0.22 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.05$0.10$0.15$0.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.22$0.20$0.10$0.09$0.14$0.16$0.13$0.10$0.08$0.07$0.08$0.11

Dividend yield

3.78%3.46%1.83%1.42%2.22%2.59%2.18%1.61%1.27%1.17%1.31%1.77%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Limited Maturity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.00$0.18
2023$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.20
2022$0.00$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.10
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.00$0.09
2020$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.14
2019$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.16
2018$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.13
2017$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.10
2016$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.08
2015$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.07
2014$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.08
2013$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.11

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.85%
-0.54%
MQLFX (MFS Limited Maturity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the MFS Limited Maturity 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 Limited Maturity Fund was 7.07%, occurring on Dec 5, 2008. Recovery took 139 trading sessions.

The current MFS Limited Maturity Fund drawdown is 0.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.07%Feb 6, 2008211Dec 5, 2008139Jun 26, 2009350
-6.74%Aug 6, 2021304Oct 19, 2022289Dec 13, 2023593
-6.57%Mar 9, 202012Mar 24, 202058Jun 16, 202070
-2.91%Feb 2, 199471May 11, 1994189Jan 31, 1995260
-1.8%Apr 2, 200449Jun 14, 200456Sep 1, 2004105

Volatility

Volatility Chart

The current MFS Limited Maturity Fund volatility is 0.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
0.63%
2.71%
MQLFX (MFS Limited Maturity Fund)
Benchmark (^GSPC)