ILCB vs. MITTX
ILCB (iShares Morningstar U.S. Equity ETF) and MITTX (MFS Massachusetts Investors Trust) are both funds - ILCB is a Large Cap Growth Equities fund tracking the Morningstar US Large-Mid Cap Index, while MITTX is a Large Cap Blend Equities fund managed by MFS. Over the past 10 years, ILCB returned 14.77%/yr vs 13.54%/yr for MITTX. Their correlation of 0.94 suggests significant overlap in exposure. ILCB charges 0.03%/yr vs 0.70%/yr for MITTX.
Performance
ILCB vs. MITTX - Performance Comparison
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Returns By Period
In the year-to-date period, ILCB achieves a 10.02% return, which is significantly higher than MITTX's 6.72% return. Over the past 10 years, ILCB has outperformed MITTX with an annualized return of 14.77%, while MITTX has yielded a comparatively lower 13.54% annualized return.
ILCB
- 1D
- -0.09%
- 1M
- -1.66%
- 6M
- 10.02%
- YTD
- 10.02%
- 1Y
- 21.36%
- 3Y*
- 20.60%
- 5Y*
- 12.48%
- 10Y*
- 14.77%
MITTX
- 1D
- 0.03%
- 1M
- -1.28%
- 6M
- 6.72%
- YTD
- 6.72%
- 1Y
- 14.42%
- 3Y*
- 15.83%
- 5Y*
- 9.34%
- 10Y*
- 13.54%
ILCB vs. MITTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 10.02% | 17.70% | 24.96% | 26.91% | -19.48% | 24.07% | 19.40% | 32.68% | -8.51% | 22.09% |
MITTX MFS Massachusetts Investors Trust | 6.72% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
Correlation
The correlation between ILCB and MITTX is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2004 | 0.94 |
The correlation between ILCB and MITTX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
ILCB vs. MITTX — Risk / Return Rank
ILCB
MITTX
ILCB vs. MITTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar U.S. Equity ETF (ILCB) 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.
| ILCB | MITTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.52 | +0.84 |
| Martin ratioReturn relative to average drawdown | 10.24 | 6.39 | +3.85 |
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Drawdowns
ILCB vs. MITTX - Drawdown Comparison
The maximum ILCB drawdown since its inception was -51.53%, roughly equal to the maximum MITTX drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for ILCB and MITTX.
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Drawdown Indicators
| ILCB | MITTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.53% | -49.54% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -9.76% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -16.10% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.47% | -23.27% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | -33.45% | -1.85% |
Current DrawdownCurrent decline from peak | -1.66% | -1.35% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -10.53% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 2.31% | -0.22% |
Volatility
ILCB vs. MITTX - Volatility Comparison
iShares Morningstar U.S. Equity ETF (ILCB) has a higher volatility of 4.98% compared to MFS Massachusetts Investors Trust (MITTX) at 4.71%. This indicates that ILCB's price experiences larger fluctuations and is considered to be riskier than MITTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ILCB | MITTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.71% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 9.45% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 11.81% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 15.79% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 17.17% | +0.99% |
ILCB vs. MITTX - Expense Ratio Comparison
ILCB has a 0.03% expense ratio, which is lower than MITTX's 0.70% expense ratio.
Dividends
ILCB vs. MITTX - Dividend Comparison
ILCB's dividend yield for the trailing twelve months is around 0.98%, less than MITTX's 13.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 0.98% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
MITTX MFS Massachusetts Investors Trust | 13.42% | 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
With a correlation of 0.95, ILCB and MITTX 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.
ILCB has higher volatility (4.98%) compared to MITTX (4.71%). In terms of maximum drawdown, ILCB dropped -51.53% vs MITTX's -49.54%.
ILCB currently has the higher Sharpe Ratio (1.70 vs 1.25), 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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