ACUSX vs. MITTX

Last updated Jun 23, 2026

ACUSX (Advisors Capital US Dividend Fund) and MITTX (MFS Massachusetts Investors Trust) are both Large Cap Blend Equities funds. Over the past 5 years, ACUSX returned 7.45%/yr vs 10.03%/yr for MITTX. Their correlation of 0.94 suggests significant overlap in exposure. ACUSX charges 1.95%/yr vs 0.70%/yr for MITTX.

Performance

ACUSX vs. MITTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advisors Capital US Dividend Fund (ACUSX) and MFS Massachusetts Investors Trust (MITTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACUSX achieves a 6.72% return, which is significantly lower than MITTX's 7.06% return.

ACUSX

• 1D: 0.27%
• 1M: -1.13%
• YTD: 6.72%
• 6M: 6.57%
• 1Y: 18.88%
• 3Y*: 14.47%
• 5Y*: 7.45%
• 10Y*: —

MITTX

• 1D: -0.65%
• 1M: 0.11%
• YTD: 7.06%
• 6M: 6.20%
• 1Y: 18.56%
• 3Y*: 16.93%
• 5Y*: 10.03%
• 10Y*: 13.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACUSX vs. MITTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ACUSX Advisors Capital US Dividend Fund	6.72%	13.11%	15.45%	17.27%	-21.05%	15.90%
MITTX MFS Massachusetts Investors Trust	7.06%	13.67%	19.69%	19.26%	-16.27%	20.83%

Correlation

The correlation between ACUSX and MITTX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 19, 2021	0.94

The correlation between ACUSX and MITTX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

Return for Risk

ACUSX vs. MITTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACUSX

ACUSX Risk / Return Rank: 47
ACUSX Sharpe Ratio Rank: 42
ACUSX Sortino Ratio Rank: 39
ACUSX Omega Ratio Rank: 41
ACUSX Calmar Ratio Rank: 56
ACUSX Martin Ratio Rank: 57

MITTX

MITTX Risk / Return Rank: 37
MITTX Sharpe Ratio Rank: 39
MITTX Sortino Ratio Rank: 36
MITTX Omega Ratio Rank: 37
MITTX Calmar Ratio Rank: 32
MITTX Martin Ratio Rank: 43

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.

ACUSX vs. MITTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advisors Capital US Dividend Fund (ACUSX) and MFS Massachusetts Investors Trust (MITTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ACUSX	MITTX	Difference
Sharpe ratio: Return per unit of total volatility	1.77	1.68	+0.09
Sortino ratio: Return per unit of downside risk	2.45	2.33	+0.12
Omega ratio: Gain probability vs. loss probability	1.32	1.30	+0.01
Calmar ratio: Return relative to maximum drawdown	2.74	2.02	+0.72
Martin ratio: Return relative to average drawdown	10.70	8.67	+2.03

ACUSX vs. MITTX - Sharpe Ratio Comparison

The current ACUSX Sharpe Ratio is 1.77, which is comparable to the MITTX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ACUSX and MITTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ACUSX vs. MITTX - Drawdown Comparison

The maximum ACUSX drawdown since its inception was -96.85%, which is greater than MITTX's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for ACUSX and MITTX.

Drawdown Indicators

	ACUSX	MITTX	Difference
Max Drawdown Largest peak-to-trough decline	-96.85%	-49.54%	-47.31%
Max Drawdown (1Y) Largest decline over 1 year	-6.82%	-9.76%	+2.94%
Max Drawdown (3Y) Largest decline over 3 years	-96.85%	-16.10%	-80.75%
Max Drawdown (5Y) Largest decline over 5 years	-96.85%	-23.27%	-73.58%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.45%	—
Current Drawdown Current decline from peak	-95.69%	-1.04%	-94.65%
Average Drawdown Average peak-to-trough decline	-32.30%	-10.53%	-21.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	2.27%	-0.53%

Volatility

ACUSX vs. MITTX - Volatility Comparison

The current volatility for Advisors Capital US Dividend Fund (ACUSX) is 3.79%, while MFS Massachusetts Investors Trust (MITTX) has a volatility of 4.29%. This indicates that ACUSX experiences smaller price fluctuations and is considered to be less risky than MITTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACUSX	MITTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	4.29%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	8.05%	9.31%	-1.26%
Volatility (1Y) Calculated over the trailing 1-year period	10.55%	11.75%	-1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1,173.45%	15.77%	+1,157.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,144.67%	17.25%	+1,127.42%

ACUSX vs. MITTX - Expense Ratio Comparison

ACUSX has a 1.95% expense ratio, which is higher than MITTX's 0.70% expense ratio.

Dividends

ACUSX vs. MITTX - Dividend Comparison

ACUSX has not paid dividends to shareholders, while MITTX's dividend yield for the trailing twelve months is around 13.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACUSX Advisors Capital US Dividend Fund	0.00%	0.00%	0.04%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MITTX MFS Massachusetts Investors Trust	13.38%	14.33%	14.47%	10.96%	9.35%	8.66%	8.14%	7.58%	13.49%	7.27%	5.55%	6.02%

Frequently Asked Questions

Can I hold both ACUSX and MITTX in my portfolio?

ACUSX and MITTX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACUSX or MITTX?

MITTX has higher volatility (4.29%) compared to ACUSX (3.79%). In terms of maximum drawdown, ACUSX dropped -96.85% vs MITTX's -49.54%.

Which has better risk-adjusted returns?

ACUSX currently has the higher Sharpe Ratio (1.77 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.