MFBFX vs. VICSX
MFBFX (MFS Corporate Bond Fund) and VICSX (Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares) are both Corporate Bonds funds. Over the past 10 years, MFBFX returned 1.99%/yr vs 2.67%/yr for VICSX. Their correlation of 0.89 means they have usually moved in the same direction. MFBFX charges 0.76%/yr vs 0.06%/yr for VICSX.
Performance
MFBFX vs. VICSX - Performance Comparison
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Returns By Period
In the year-to-date period, MFBFX achieves a -1.06% return, which is significantly lower than VICSX's -0.69% return. Over the past 10 years, MFBFX has underperformed VICSX with an annualized return of 1.99%, while VICSX has yielded a comparatively higher 2.67% annualized return.
MFBFX
- 1D
- -0.16%
- 1M
- -1.86%
- 6M
- -1.36%
- YTD
- -1.06%
- 1Y
- 1.41%
- 3Y*
- 4.21%
- 5Y*
- -0.89%
- 10Y*
- 1.99%
- ALL TIME*
- 4.28%
VICSX
- 1D
- -0.18%
- 1M
- -1.22%
- 6M
- -0.77%
- YTD
- -0.69%
- 1Y
- 2.22%
- 3Y*
- 5.90%
- 5Y*
- 0.69%
- 10Y*
- 2.67%
- ALL TIME*
- 4.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MFBFX vs. VICSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFBFX MFS Corporate Bond Fund | -1.06% | 7.35% | 2.03% | 8.09% | -17.27% | -1.47% | 11.01% | 14.43% | -3.19% | 6.08% |
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | -0.69% | 9.36% | 3.66% | 8.88% | -14.09% | -1.56% | 9.52% | 13.99% | -1.73% | 5.47% |
Correlation
The correlation between MFBFX and VICSX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.89 |
The correlation between MFBFX and VICSX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
MFBFX vs. VICSX — Risk / Return Rank
MFBFX
VICSX
MFBFX vs. VICSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Corporate Bond Fund (MFBFX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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.
| MFBFX | VICSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.13 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 1.01 | -0.38 |
| Martin ratioReturn relative to average drawdown | 1.84 | 2.79 | -0.96 |
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Drawdowns
MFBFX vs. VICSX - Drawdown Comparison
The maximum MFBFX drawdown since its inception was -29.78%, which is greater than VICSX's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for MFBFX and VICSX.
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Drawdown Indicators
| MFBFX | VICSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.78% | -20.53% | -9.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -2.98% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -5.74% | -5.22% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -20.30% | -3.14% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -20.53% | -2.91% |
Current DrawdownCurrent decline from peak | -4.56% | -2.20% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -3.14% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.08% | 0.00% |
Volatility
MFBFX vs. VICSX - Volatility Comparison
The current volatility for MFS Corporate Bond Fund (MFBFX) is 0.94%, while Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) has a volatility of 1.03%. This indicates that MFBFX experiences smaller price fluctuations and is considered to be less risky than VICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFBFX | VICSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 1.03% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.15% | 3.11% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.01% | 3.90% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 6.17% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.74% | 5.34% | +0.40% |
MFBFX vs. VICSX - Expense Ratio Comparison
MFBFX has a 0.76% expense ratio, which is higher than VICSX's 0.06% expense ratio.
Dividends
MFBFX vs. VICSX - Dividend Comparison
MFBFX's dividend yield for the trailing twelve months is around 4.20%, less than VICSX's 4.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFBFX MFS Corporate Bond Fund | 4.20% | 4.54% | 3.74% | 3.16% | 2.46% | 5.61% | 3.47% | 3.01% | 3.15% | 3.07% | 3.27% | 4.16% |
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | 4.43% | 4.59% | 4.77% | 3.70% | 3.00% | 2.76% | 2.77% | 3.35% | 3.62% | 3.22% | 3.03% | 3.36% |
Frequently Asked Questions
With a correlation of 0.93, MFBFX and VICSX 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.
VICSX has higher volatility (1.03%) compared to MFBFX (0.94%). In terms of maximum drawdown, MFBFX dropped -29.78% vs VICSX's -20.53%.
VICSX currently has the higher Sharpe Ratio (0.77 vs 0.50), 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.
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