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MFBFX vs. FCBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFBFX vs. FCBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Corporate Bond Fund (MFBFX) and Fidelity Corporate Bond Fund (FCBFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFBFX achieves a 0.70% return, which is significantly higher than FCBFX's 0.46% return. Over the past 10 years, MFBFX has underperformed FCBFX with an annualized return of 2.40%, while FCBFX has yielded a comparatively higher 2.75% annualized return.


MFBFX

1D
0.24%
1M
1.02%
YTD
0.70%
6M
1.08%
1Y
5.37%
3Y*
4.90%
5Y*
-0.25%
10Y*
2.40%

FCBFX

1D
0.19%
1M
0.85%
YTD
0.46%
6M
0.91%
1Y
5.29%
3Y*
5.55%
5Y*
0.15%
10Y*
2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFBFX vs. FCBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFBFX
MFS Corporate Bond Fund
0.70%7.35%2.03%8.09%-17.27%-1.47%11.01%14.43%-3.19%6.08%
FCBFX
Fidelity Corporate Bond Fund
0.46%7.86%2.82%8.82%-17.11%-1.59%10.59%14.48%-2.56%6.83%

Correlation

The correlation between MFBFX and FCBFX 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

0.98

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

0.98

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

0.96

Correlation (All Time)
Calculated using the full available price history since May 5, 2010

0.93

The correlation between MFBFX and FCBFX has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

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Return for Risk

MFBFX vs. FCBFX — Risk / Return Rank

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

MFBFX
MFBFX Risk / Return Rank: 2525
Overall Rank
MFBFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MFBFX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MFBFX Omega Ratio Rank: 2424
Omega Ratio Rank
MFBFX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MFBFX Martin Ratio Rank: 2525
Martin Ratio Rank

FCBFX
FCBFX Risk / Return Rank: 2222
Overall Rank
FCBFX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FCBFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FCBFX Omega Ratio Rank: 2121
Omega Ratio Rank
FCBFX Calmar Ratio Rank: 2222
Calmar Ratio Rank
FCBFX Martin Ratio Rank: 2222
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.

MFBFX vs. FCBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Corporate Bond Fund (MFBFX) and Fidelity Corporate Bond Fund (FCBFX). 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.


MFBFXFCBFXDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

1.73

1.63

+0.09

Martin ratioReturn relative to average drawdown

5.65

5.14

+0.51

MFBFX vs. FCBFX - Sharpe Ratio Comparison

The current MFBFX Sharpe Ratio is 1.34, which is comparable to the FCBFX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of MFBFX and FCBFX, 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

MFBFX vs. FCBFX - Drawdown Comparison

The maximum MFBFX drawdown since its inception was -29.78%, which is greater than FCBFX's maximum drawdown of -23.23%. Use the drawdown chart below to compare losses from any high point for MFBFX and FCBFX.


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Drawdown Indicators


MFBFXFCBFXDifference

Max Drawdown

Largest peak-to-trough decline

-29.78%

-23.23%

-6.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.31%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-6.83%

-6.57%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.44%

-23.21%

-0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-23.44%

-23.23%

-0.21%

Current Drawdown

Current decline from peak

-2.87%

-1.13%

-1.74%

Average Drawdown

Average peak-to-trough decline

-6.19%

-3.97%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.05%

-0.08%

Volatility

MFBFX vs. FCBFX - Volatility Comparison

The current volatility for MFS Corporate Bond Fund (MFBFX) is 1.21%, while Fidelity Corporate Bond Fund (FCBFX) has a volatility of 1.30%. This indicates that MFBFX experiences smaller price fluctuations and is considered to be less risky than FCBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFBFXFCBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.30%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

3.19%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

4.25%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

6.69%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

5.96%

-0.22%

MFBFX vs. FCBFX - Expense Ratio Comparison

MFBFX has a 0.76% expense ratio, which is higher than FCBFX's 0.44% expense ratio.


Dividends

MFBFX vs. FCBFX - Dividend Comparison

MFBFX's dividend yield for the trailing twelve months is around 4.53%, more than FCBFX's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
FCBFX
Fidelity Corporate Bond Fund
4.24%4.11%3.95%3.74%2.53%2.82%3.19%3.28%3.65%3.16%3.55%3.01%
MFBFX
MFS Corporate Bond Fund
4.53%4.54%3.74%3.16%2.46%5.61%3.47%3.01%3.15%3.07%3.27%4.16%

Frequently Asked Questions


With a correlation of 0.97, MFBFX and FCBFX 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.

FCBFX has higher volatility (1.30%) compared to MFBFX (1.21%). In terms of maximum drawdown, MFBFX dropped -29.78% vs FCBFX's -23.23%.

MFBFX currently has the higher Sharpe Ratio (1.34 vs 1.27), 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 MFBFX and FCBFX

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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