MFIOX vs. VGSBX
Compare and contrast key facts about MFS Income Fund (MFIOX) and VY BrandywineGLOBAL - Bond Portfolio (VGSBX).
MFIOX is managed by MFS. It was launched on Oct 29, 1987. VGSBX is managed by Voya. It was launched on Feb 20, 2015.
Performance
MFIOX vs. VGSBX - Performance Comparison
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MFIOX vs. VGSBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFIOX MFS Income Fund | -0.75% | 7.37% | 2.66% | 7.46% | -14.14% | -0.28% | 9.47% | 11.36% | -2.38% | 5.73% |
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 0.21% | 6.12% | 0.68% | 5.65% | -11.86% | 1.15% | 17.48% | 10.01% | -1.55% | 2.93% |
Returns By Period
In the year-to-date period, MFIOX achieves a -0.75% return, which is significantly lower than VGSBX's 0.21% return. Both investments have delivered pretty close results over the past 10 years, with MFIOX having a 2.86% annualized return and VGSBX not far ahead at 2.87%.
MFIOX
- 1D
- 0.51%
- 1M
- -2.32%
- YTD
- -0.75%
- 6M
- 0.23%
- 1Y
- 4.02%
- 3Y*
- 4.39%
- 5Y*
- 0.72%
- 10Y*
- 2.86%
VGSBX
- 1D
- 0.21%
- 1M
- -0.53%
- YTD
- 0.21%
- 6M
- 1.07%
- 1Y
- 4.09%
- 3Y*
- 2.46%
- 5Y*
- 0.14%
- 10Y*
- 2.87%
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MFIOX vs. VGSBX - Expense Ratio Comparison
MFIOX has a 0.73% expense ratio, which is higher than VGSBX's 0.55% expense ratio.
Return for Risk
MFIOX vs. VGSBX — Risk / Return Rank
MFIOX
VGSBX
MFIOX vs. VGSBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Income Fund (MFIOX) and VY BrandywineGLOBAL - Bond Portfolio (VGSBX). 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.
| MFIOX | VGSBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.12 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.73 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.12 | -0.38 |
Martin ratioReturn relative to average drawdown | 5.58 | 6.58 | -1.00 |
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
| MFIOX | VGSBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.12 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.02 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.47 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.49 | +0.86 |
Correlation
The correlation between MFIOX and VGSBX is 0.78, 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
MFIOX vs. VGSBX - Dividend Comparison
MFIOX's dividend yield for the trailing twelve months is around 4.32%, more than VGSBX's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFIOX MFS Income Fund | 4.32% | 4.70% | 5.04% | 4.72% | 2.24% | 3.29% | 2.80% | 3.04% | 3.07% | 3.26% | 3.61% | 4.35% |
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 3.92% | 3.93% | 4.56% | 2.18% | 6.85% | 8.48% | 2.48% | 1.89% | 2.29% | 2.31% | 2.34% | 0.00% |
Drawdowns
MFIOX vs. VGSBX - Drawdown Comparison
The maximum MFIOX drawdown since its inception was -19.07%, roughly equal to the maximum VGSBX drawdown of -18.20%. Use the drawdown chart below to compare losses from any high point for MFIOX and VGSBX.
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Drawdown Indicators
| MFIOX | VGSBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.07% | -18.20% | -0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -2.73% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -19.07% | -18.20% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -19.07% | -18.20% | -0.87% |
Current DrawdownCurrent decline from peak | -2.32% | -0.74% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -3.50% | +1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.88% | +0.01% |
Volatility
MFIOX vs. VGSBX - Volatility Comparison
MFS Income Fund (MFIOX) has a higher volatility of 1.39% compared to VY BrandywineGLOBAL - Bond Portfolio (VGSBX) at 0.72%. This indicates that MFIOX's price experiences larger fluctuations and is considered to be riskier than VGSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFIOX | VGSBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 0.72% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 2.02% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.10% | 4.91% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.48% | 7.86% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.86% | 6.20% | -1.34% |