MFRFX vs. SPY
Compare and contrast key facts about MFS Research Fund (MFRFX) and SPDR S&P 500 ETF (SPY).
MFRFX is managed by MFS. It was launched on Oct 13, 1971. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFRFX or SPY.
Correlation
The correlation between MFRFX and SPY is 0.93, 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. SPY - Performance Comparison
Key characteristics
MFRFX:
0.49
SPY:
1.87
MFRFX:
0.68
SPY:
2.52
MFRFX:
1.12
SPY:
1.35
MFRFX:
0.57
SPY:
2.81
MFRFX:
1.53
SPY:
11.69
MFRFX:
4.85%
SPY:
2.02%
MFRFX:
15.06%
SPY:
12.65%
MFRFX:
-54.85%
SPY:
-55.19%
MFRFX:
-8.74%
SPY:
0.00%
Returns By Period
In the year-to-date period, MFRFX achieves a 4.24% return, which is significantly lower than SPY's 4.58% return. Over the past 10 years, MFRFX has underperformed SPY with an annualized return of 5.05%, while SPY has yielded a comparatively higher 13.23% annualized return.
MFRFX
4.24%
1.88%
-0.73%
8.46%
5.11%
5.05%
SPY
4.58%
2.57%
10.04%
24.97%
14.73%
13.23%
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MFRFX vs. SPY - Expense Ratio Comparison
MFRFX has a 0.78% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
MFRFX vs. SPY — Risk-Adjusted Performance Rank
MFRFX
SPY
MFRFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Research Fund (MFRFX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
MFRFX vs. SPY - Dividend Comparison
MFRFX's dividend yield for the trailing twelve months is around 0.50%, less than SPY's 1.15% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFRFX MFS Research Fund | 0.50% | 0.52% | 0.56% | 0.73% | 0.31% | 0.54% | 0.77% | 0.78% | 1.08% | 1.02% | 0.80% | 6.31% |
SPY SPDR S&P 500 ETF | 1.15% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
MFRFX vs. SPY - Drawdown Comparison
The maximum MFRFX drawdown since its inception was -54.85%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MFRFX and SPY. For additional features, visit the drawdowns tool.
Volatility
MFRFX vs. SPY - Volatility Comparison
The current volatility for MFS Research Fund (MFRFX) is 2.78%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.00%. This indicates that MFRFX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.