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BKTSX vs. MFRFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKTSX vs. MFRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and MFS Research Fund (MFRFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKTSX achieves a 10.08% return, which is significantly higher than MFRFX's 5.84% return. Over the past 10 years, BKTSX has outperformed MFRFX with an annualized return of 15.31%, while MFRFX has yielded a comparatively lower 13.34% annualized return.


BKTSX

1D
-0.32%
1M
0.47%
YTD
10.08%
6M
8.96%
1Y
25.53%
3Y*
21.13%
5Y*
12.46%
10Y*
15.31%

MFRFX

1D
-0.70%
1M
0.32%
YTD
5.84%
6M
4.96%
1Y
17.40%
3Y*
16.35%
5Y*
9.64%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKTSX vs. MFRFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
10.08%17.15%23.83%26.02%-19.05%25.56%20.82%31.12%-5.37%21.02%
MFRFX
MFS Research Fund
5.84%12.80%18.77%22.49%-17.21%24.66%16.63%33.13%-4.51%23.31%

Correlation

The correlation between BKTSX and MFRFX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.97

The correlation between BKTSX and MFRFX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

BKTSX vs. MFRFX — Risk / Return Rank

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

BKTSX
BKTSX Risk / Return Rank: 6363
Overall Rank
BKTSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BKTSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BKTSX Omega Ratio Rank: 5555
Omega Ratio Rank
BKTSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BKTSX Martin Ratio Rank: 7777
Martin Ratio Rank

MFRFX
MFRFX Risk / Return Rank: 3333
Overall Rank
MFRFX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MFRFX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MFRFX Omega Ratio Rank: 3232
Omega Ratio Rank
MFRFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MFRFX Martin Ratio Rank: 4040
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.

BKTSX vs. MFRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and MFS Research Fund (MFRFX). 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.


BKTSXMFRFXDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.38

1.28

+0.10

Calmar ratioReturn relative to maximum drawdown

3.03

1.92

+1.11

Martin ratioReturn relative to average drawdown

13.51

8.14

+5.37

BKTSX vs. MFRFX - Sharpe Ratio Comparison

The current BKTSX Sharpe Ratio is 2.11, which is higher than the MFRFX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of BKTSX and MFRFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BKTSX vs. MFRFX - Drawdown Comparison

The maximum BKTSX drawdown since its inception was -34.97%, smaller than the maximum MFRFX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for BKTSX and MFRFX.


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Drawdown Indicators


BKTSXMFRFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-56.15%

+21.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-9.63%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.29%

-19.19%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-23.37%

-1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-33.52%

-1.45%

Current Drawdown

Current decline from peak

-1.47%

-1.25%

-0.22%

Average Drawdown

Average peak-to-trough decline

-4.51%

-14.44%

+9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.27%

-0.29%

Volatility

BKTSX vs. MFRFX - Volatility Comparison

iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and MFS Research Fund (MFRFX) have volatilities of 4.70% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKTSXMFRFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

4.65%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

9.75%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

12.31%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

16.66%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

17.65%

+0.81%

BKTSX vs. MFRFX - Expense Ratio Comparison

BKTSX has a 0.02% expense ratio, which is lower than MFRFX's 0.78% expense ratio.


Dividends

BKTSX vs. MFRFX - Dividend Comparison

BKTSX's dividend yield for the trailing twelve months is around 1.06%, less than MFRFX's 15.20% yield.


PositionTTM20252024202320222021202020192018201720162015
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
1.06%1.14%1.27%1.46%1.64%1.58%1.51%2.15%2.49%2.17%1.54%0.00%
MFRFX
MFS Research Fund
15.20%16.09%10.04%6.68%7.56%5.43%5.09%3.68%12.52%8.80%4.63%6.98%

Frequently Asked Questions


With a correlation of 0.97, BKTSX and MFRFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BKTSX has higher volatility (4.70%) compared to MFRFX (4.65%). In terms of maximum drawdown, BKTSX dropped -34.97% vs MFRFX's -56.15%.

BKTSX currently has the higher Sharpe Ratio (2.11 vs 1.50), 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.

Portfolio Optimizer

Find the right allocation for BKTSX and MFRFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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