ILCB vs. MITTX
Compare and contrast key facts about iShares Morningstar U.S. Equity ETF (ILCB) and MFS Massachusetts Investors Trust (MITTX).
ILCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Index. It was launched on Jun 28, 2004. MITTX is managed by MFS. It was launched on Jul 15, 1924.
Performance
ILCB vs. MITTX - Performance Comparison
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ILCB vs. MITTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | -4.57% | 17.70% | 24.96% | 26.91% | -19.48% | 24.07% | 19.40% | 32.68% | -8.51% | 22.09% |
MITTX MFS Massachusetts Investors Trust | -6.58% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
Returns By Period
In the year-to-date period, ILCB achieves a -4.57% return, which is significantly higher than MITTX's -6.58% return. Over the past 10 years, ILCB has outperformed MITTX with an annualized return of 13.49%, while MITTX has yielded a comparatively lower 12.28% annualized return.
ILCB
- 1D
- 2.92%
- 1M
- -4.96%
- YTD
- -4.57%
- 6M
- -2.23%
- 1Y
- 17.62%
- 3Y*
- 18.30%
- 5Y*
- 11.15%
- 10Y*
- 13.49%
MITTX
- 1D
- -0.15%
- 1M
- -8.19%
- YTD
- -6.58%
- 6M
- -4.84%
- 1Y
- 8.95%
- 3Y*
- 13.55%
- 5Y*
- 8.64%
- 10Y*
- 12.28%
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ILCB vs. MITTX - Expense Ratio Comparison
ILCB has a 0.03% expense ratio, which is lower than MITTX's 0.70% expense ratio.
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.
| ILCB | MITTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.59 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.47 | 0.94 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.70 | +0.82 |
Martin ratioReturn relative to average drawdown | 7.11 | 2.89 | +4.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ILCB | MITTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.59 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.56 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.72 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.42 | +0.18 |
Correlation
The correlation between ILCB and MITTX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ILCB vs. MITTX - Dividend Comparison
ILCB's dividend yield for the trailing twelve months is around 1.13%, less than MITTX's 15.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 1.13% | 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 | 15.33% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
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 | -12.07% | -10.76% | -1.31% |
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 | -6.44% | -9.76% | +3.32% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -10.57% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.60% | -0.03% |
Volatility
ILCB vs. MITTX - Volatility Comparison
iShares Morningstar U.S. Equity ETF (ILCB) has a higher volatility of 5.34% compared to MFS Massachusetts Investors Trust (MITTX) at 4.02%. 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 | 5.34% | 4.02% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 8.50% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 16.17% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 15.65% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 17.19% | +0.95% |