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ISIN
US55273W1036
CUSIP
55273W103
Issuer
MFS
Inception Date
Jan 14, 1994
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MUSEX Performance Chart

MFS Blended Research Core Equity Fund (MUSEX) is up 10.9% since the beginning of the year. MUSEX is currently trading at $44 per share. Investors who bought $1,000 worth of MUSEX shares 5 years ago would now be looking at an investment worth $1,952.


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S&P 500 Index

Returns By Period

MFS Blended Research Core Equity Fund (MUSEX) has returned 10.93% so far this year and 26.65% over the past 12 months. Looking at the last ten years, MUSEX has achieved an annualized return of 14.56%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


MFS Blended Research Core Equity Fund

1D
0.58%
1M
4.81%
YTD
10.93%
6M
11.76%
1Y
26.65%
3Y*
22.58%
5Y*
14.31%
10Y*
14.56%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUSEX Monthly Returns History

Based on dividend-adjusted daily data since Jan 14, 1994, MUSEX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MUSEX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.01%-0.45%-4.67%9.66%3.89%0.58%10.93%
20253.20%-1.63%-5.79%-1.24%6.64%5.40%2.00%2.35%3.19%1.47%-0.43%0.48%16.10%
20242.64%5.66%4.37%-4.38%5.57%3.24%1.14%1.16%1.38%0.13%5.43%-3.09%25.17%
20236.43%-2.40%2.61%1.38%1.08%7.59%3.26%-1.28%-4.33%-2.10%9.12%4.79%28.30%
2022-4.78%-2.95%3.43%-7.66%1.25%-8.12%8.15%-2.99%-8.81%8.98%4.64%-6.25%-16.02%
2021-0.27%3.12%5.57%5.31%0.52%2.08%2.06%3.24%-5.17%6.56%-1.19%4.71%29.24%

Benchmark Metrics

MFS Blended Research Core Equity Fund has an annualized alpha of 0.96%, beta of 0.95, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since January 17, 1994.

  • With beta of 0.95 and R2 of 0.96, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.96%
Beta
0.95
0.96
Upside Capture
98.86%
Downside Capture
96.06%

Expense Ratio

MUSEX has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MUSEX ranks 64 for risk / return — better than 64% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MUSEX Risk / Return Rank: 6464
Overall Rank
MUSEX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MUSEX Sortino Ratio Rank: 5656
Sortino Ratio Rank
MUSEX Omega Ratio Rank: 5656
Omega Ratio Rank
MUSEX Calmar Ratio Rank: 7171
Calmar Ratio Rank
MUSEX Martin Ratio Rank: 7777
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 Blended Research Core Equity Fund (MUSEX) and compare them to S&P 500 Index.


MUSEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.30

2.39

-0.09

Sortino ratio

Return per unit of downside risk

3.14

3.25

-0.11

Omega ratio

Gain probability vs. loss probability

1.42

1.43

-0.02

Calmar ratio

Return relative to maximum drawdown

3.25

3.11

+0.14

Martin ratio

Return relative to average drawdown

14.51

14.38

+0.13

Dividends

Dividend History

MFS Blended Research Core Equity Fund provided a 6.45% dividend yield over the last twelve months, with an annual payout of $2.81 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.81$2.81$3.78$1.25$2.39$5.42$2.15$1.46$2.75$0.57$0.29$0.74

Dividend yield

6.45%7.15%10.44%3.91%9.26%16.18%7.12%5.19%11.98%2.04%1.20%3.32%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Blended Research Core Equity 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$2.81$2.81
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.78$3.78
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.25$1.25
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.39$2.39
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.42$5.42

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 Blended Research Core Equity 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 Blended Research Core Equity Fund was 54.78%, occurring on Mar 9, 2009. Recovery took 745 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.78%Mar 2009
1y 5mo2y 11mo
4y 4moOct 2007 - Feb 2012
Dot-com crash2000–2002
-50.72%Oct 2002
3y 2mo4y 2mo
7y 5moJul 1999 - Dec 2006
COVID crash2020
-34.60%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020
Bear market2022
-21.87%Sep 2022
9mo 4d9mo 21d
1y 6moDec 2021 - Jul 2023
Rate-hike selloffLate 2018
-20.66%Dec 2018
2mo 21d6mo 20d
9mo 11dOct 2018 - Jul 2019

Drawdown Indicators


MUSEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.78%

-56.78%

+2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-9.10%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-18.90%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.87%

-25.43%

+3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

-33.92%

-0.68%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.59%

-10.72%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.97%

-0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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