MFRFX vs. SPHQ
Compare and contrast key facts about MFS Research Fund (MFRFX) and Invesco S&P 500® Quality ETF (SPHQ).
MFRFX is managed by MFS. It was launched on Oct 13, 1971. SPHQ is a passively managed fund by Invesco that tracks the performance of the S&P 500 High Quality Rankings Index. It was launched on Dec 6, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFRFX or SPHQ.
Correlation
The correlation between MFRFX and SPHQ is 0.90, 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.
Performance
MFRFX vs. SPHQ - Performance Comparison
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Key characteristics
MFRFX:
0.00
SPHQ:
0.94
MFRFX:
0.14
SPHQ:
1.47
MFRFX:
1.02
SPHQ:
1.21
MFRFX:
-0.00
SPHQ:
1.03
MFRFX:
-0.01
SPHQ:
4.24
MFRFX:
9.50%
SPHQ:
4.02%
MFRFX:
20.97%
SPHQ:
17.47%
MFRFX:
-54.85%
SPHQ:
-57.83%
MFRFX:
-12.28%
SPHQ:
-2.43%
Returns By Period
In the year-to-date period, MFRFX achieves a 0.19% return, which is significantly lower than SPHQ's 3.67% return. Over the past 10 years, MFRFX has underperformed SPHQ with an annualized return of 4.51%, while SPHQ has yielded a comparatively higher 13.20% annualized return.
MFRFX
0.19%
10.71%
-10.54%
0.05%
7.43%
4.51%
SPHQ
3.67%
9.46%
1.93%
16.40%
17.54%
13.20%
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MFRFX vs. SPHQ - Expense Ratio Comparison
MFRFX has a 0.78% expense ratio, which is higher than SPHQ's 0.15% expense ratio.
Risk-Adjusted Performance
MFRFX vs. SPHQ — Risk-Adjusted Performance Rank
MFRFX
SPHQ
MFRFX vs. SPHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Research Fund (MFRFX) and Invesco S&P 500® Quality ETF (SPHQ). 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.
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Dividends
MFRFX vs. SPHQ - Dividend Comparison
MFRFX's dividend yield for the trailing twelve months is around 0.52%, less than SPHQ's 1.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFRFX MFS Research Fund | 0.52% | 0.52% | 0.56% | 0.73% | 0.31% | 0.54% | 0.77% | 0.78% | 1.08% | 1.02% | 0.80% | 6.31% |
SPHQ Invesco S&P 500® Quality ETF | 1.11% | 1.15% | 1.43% | 1.85% | 1.19% | 1.56% | 1.50% | 1.86% | 1.57% | 1.68% | 2.29% | 1.66% |
Drawdowns
MFRFX vs. SPHQ - Drawdown Comparison
The maximum MFRFX drawdown since its inception was -54.85%, smaller than the maximum SPHQ drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for MFRFX and SPHQ. For additional features, visit the drawdowns tool.
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Volatility
MFRFX vs. SPHQ - Volatility Comparison
MFS Research Fund (MFRFX) has a higher volatility of 6.03% compared to Invesco S&P 500® Quality ETF (SPHQ) at 5.33%. This indicates that MFRFX's price experiences larger fluctuations and is considered to be riskier than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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