BKTSX vs. MFRFX
BKTSX (iShares Total U.S. Stock Market Index Fund Class K) and MFRFX (MFS Research Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BKTSX returned 14.50%/yr vs 12.65%/yr for MFRFX. Their 0.97 correlation means they have historically moved very closely together. BKTSX charges 0.02%/yr vs 0.78%/yr for MFRFX.
Performance
BKTSX vs. MFRFX - Performance Comparison
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Returns By Period
In the year-to-date period, BKTSX achieves a 9.74% return, which is significantly higher than MFRFX's 5.95% return. Over the past 10 years, BKTSX has outperformed MFRFX with an annualized return of 14.50%, while MFRFX has yielded a comparatively lower 12.65% annualized return.
BKTSX
- 1D
- 1.62%
- 1M
- -0.77%
- 6M
- 8.04%
- YTD
- 9.74%
- 1Y
- 20.92%
- 3Y*
- 18.58%
- 5Y*
- 11.73%
- 10Y*
- 14.50%
- ALL TIME*
- 14.67%
MFRFX
- 1D
- 1.83%
- 1M
- -0.07%
- 6M
- 4.41%
- YTD
- 5.95%
- 1Y
- 12.99%
- 3Y*
- 14.27%
- 5Y*
- 8.79%
- 10Y*
- 12.65%
- ALL TIME*
- 8.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
MFRFX MFS Research Fund | $0.00 | $0.00 | $0.00 |
BKTSX vs. MFRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 9.74% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
MFRFX MFS Research Fund | 5.95% | 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 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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
BKTSX
MFRFX
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.
| BKTSX | MFRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.15 | +0.95 |
| Martin ratioReturn relative to average drawdown | 9.05 | 4.75 | +4.30 |
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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
| BKTSX | MFRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.78% | -1.64% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -14.41% | +9.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.33% | -0.28% |
Volatility
BKTSX vs. MFRFX - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund Class K (BKTSX) is 3.40%, while MFS Research Fund (MFRFX) has a volatility of 3.60%. This indicates that BKTSX experiences smaller price fluctuations and is considered to be less risky than MFRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKTSX | MFRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.60% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 10.02% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 12.70% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 16.70% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 17.61% | +0.80% |
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 1.08%, less than MFRFX's 15.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.08% | 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 | 15.18% | 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.
MFRFX has higher volatility (3.60%) compared to BKTSX (3.40%). In terms of maximum drawdown, BKTSX dropped -34.97% vs MFRFX's -56.15%.
BKTSX currently has the higher Sharpe Ratio (1.42 vs 0.87), 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.
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