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MIAIX vs. SWRSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIAIX vs. SWRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Inflation-Adjusted Bond Fund (MIAIX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIAIX achieves a 0.12% return, which is significantly lower than SWRSX's 0.70% return. Over the past 10 years, MIAIX has underperformed SWRSX with an annualized return of 1.81%, while SWRSX has yielded a comparatively higher 2.40% annualized return.


MIAIX

1D
0.00%
1M
-0.56%
6M
-0.32%
YTD
0.12%
1Y
1.11%
3Y*
2.92%
5Y*
-0.39%
10Y*
1.81%
ALL TIME*
2.79%

SWRSX

1D
0.00%
1M
-0.49%
6M
0.22%
YTD
0.70%
1Y
2.04%
3Y*
3.69%
5Y*
0.31%
10Y*
2.40%
ALL TIME*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MIAIX vs. SWRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIAIX
MFS Inflation-Adjusted Bond Fund
0.12%5.89%1.66%2.15%-11.87%4.64%10.56%8.03%-1.83%2.56%
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
0.70%6.84%1.95%3.80%-12.01%5.83%10.88%8.38%-1.32%2.69%

Correlation

The correlation between MIAIX and SWRSX 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.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2006

0.96

The correlation between MIAIX and SWRSX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

MIAIX vs. SWRSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MIAIX
MIAIX Risk / Return Rank: 1212
Overall Rank
MIAIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MIAIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
MIAIX Omega Ratio Rank: 1010
Omega Ratio Rank
MIAIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
MIAIX Martin Ratio Rank: 1313
Martin Ratio Rank

SWRSX
SWRSX Risk / Return Rank: 2525
Overall Rank
SWRSX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SWRSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
SWRSX Omega Ratio Rank: 2222
Omega Ratio Rank
SWRSX Calmar Ratio Rank: 3131
Calmar Ratio Rank
SWRSX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MIAIX vs. SWRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Inflation-Adjusted Bond Fund (MIAIX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.


MIAIXSWRSXDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.08

1.14

-0.06

Calmar ratioReturn relative to maximum drawdown

0.77

1.34

-0.57

Martin ratioReturn relative to average drawdown

1.93

3.65

-1.72

MIAIX vs. SWRSX - Sharpe Ratio Comparison

The current MIAIX Sharpe Ratio is 0.48, which is lower than the SWRSX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MIAIX and SWRSX, 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

MIAIX vs. SWRSX - Drawdown Comparison

The maximum MIAIX drawdown since its inception was -15.99%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for MIAIX and SWRSX.


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Drawdown Indicators


MIAIXSWRSXDifference

Max Drawdown

Largest peak-to-trough decline

-15.99%

-14.29%

-1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.18%

-1.90%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-4.70%

-3.96%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

-14.29%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-15.99%

-14.29%

-1.70%

Current Drawdown

Current decline from peak

-3.49%

-1.09%

-2.40%

Average Drawdown

Average peak-to-trough decline

-4.24%

-3.70%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.70%

+0.16%

Volatility

MIAIX vs. SWRSX - Volatility Comparison

MFS Inflation-Adjusted Bond Fund (MIAIX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) have volatilities of 0.75% and 0.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIAIXSWRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.77%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

2.38%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

3.18%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.17%

6.01%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.48%

5.36%

+0.12%

MIAIX vs. SWRSX - Expense Ratio Comparison

MIAIX has a 0.49% expense ratio, which is higher than SWRSX's 0.05% expense ratio.


Dividends

MIAIX vs. SWRSX - Dividend Comparison

MIAIX's dividend yield for the trailing twelve months is around 4.43%, which matches SWRSX's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
MIAIX
MFS Inflation-Adjusted Bond Fund
4.43%4.10%4.10%4.00%7.96%5.10%1.45%2.18%2.85%2.14%1.82%0.67%
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
4.44%4.20%3.68%3.11%7.95%4.45%1.33%2.20%2.87%1.75%1.81%1.06%

Frequently Asked Questions


With a correlation of 0.93, MIAIX and SWRSX 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.

SWRSX has higher volatility (0.77%) compared to MIAIX (0.75%). In terms of maximum drawdown, MIAIX dropped -15.99% vs SWRSX's -14.29%.

SWRSX currently has the higher Sharpe Ratio (0.80 vs 0.48), 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

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