MIN vs. SPHY
Compare and contrast key facts about MFS Intermediate Income Trust (MIN) and SPDR Portfolio High Yield Bond ETF (SPHY).
SPHY is a passively managed fund by State Street that tracks the performance of the ICE BofAML US High Yield Index. It was launched on Jun 18, 2012.
Performance
MIN vs. SPHY - Performance Comparison
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MIN vs. SPHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIN MFS Intermediate Income Trust | -1.66% | 6.92% | 8.59% | 6.33% | -15.68% | 2.79% | 9.71% | 13.42% | -2.99% | 2.36% |
SPHY SPDR Portfolio High Yield Bond ETF | -0.32% | 8.59% | 8.54% | 12.81% | -10.57% | 5.61% | 6.65% | 13.16% | -3.35% | 7.35% |
Returns By Period
In the year-to-date period, MIN achieves a -1.66% return, which is significantly lower than SPHY's -0.32% return. Over the past 10 years, MIN has underperformed SPHY with an annualized return of 2.92%, while SPHY has yielded a comparatively higher 5.29% annualized return.
MIN
- 1D
- 2.03%
- 1M
- -2.73%
- YTD
- -1.66%
- 6M
- -2.08%
- 1Y
- 1.71%
- 3Y*
- 5.75%
- 5Y*
- 1.11%
- 10Y*
- 2.92%
SPHY
- 1D
- 1.00%
- 1M
- -1.02%
- YTD
- -0.32%
- 6M
- 0.94%
- 1Y
- 7.11%
- 3Y*
- 8.40%
- 5Y*
- 4.31%
- 10Y*
- 5.29%
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Return for Risk
MIN vs. SPHY — Risk / Return Rank
MIN
SPHY
MIN vs. SPHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Intermediate Income Trust (MIN) and SPDR Portfolio High Yield Bond ETF (SPHY). 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.
| MIN | SPHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 1.30 | -1.13 |
Sortino ratioReturn per unit of downside risk | 0.33 | 1.92 | -1.60 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.31 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 1.76 | -1.54 |
Martin ratioReturn relative to average drawdown | 0.74 | 9.23 | -8.49 |
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
| MIN | SPHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.30 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.61 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.67 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.62 | -0.44 |
Correlation
The correlation between MIN and SPHY is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MIN vs. SPHY - Dividend Comparison
MIN's dividend yield for the trailing twelve months is around 9.08%, more than SPHY's 7.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIN MFS Intermediate Income Trust | 9.08% | 8.78% | 9.11% | 9.36% | 10.04% | 8.97% | 8.90% | 9.04% | 9.70% | 9.37% | 9.39% | 9.71% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.39% | 7.38% | 7.80% | 7.30% | 6.47% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% |
Drawdowns
MIN vs. SPHY - Drawdown Comparison
The maximum MIN drawdown since its inception was -31.15%, which is greater than SPHY's maximum drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for MIN and SPHY.
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Drawdown Indicators
| MIN | SPHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.15% | -21.97% | -9.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -4.07% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -15.29% | -4.02% |
Max Drawdown (10Y)Largest decline over 10 years | -19.31% | -21.97% | +2.66% |
Current DrawdownCurrent decline from peak | -3.51% | -1.31% | -2.20% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -2.32% | -6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 0.78% | +1.03% |
Volatility
MIN vs. SPHY - Volatility Comparison
MFS Intermediate Income Trust (MIN) has a higher volatility of 3.93% compared to SPDR Portfolio High Yield Bond ETF (SPHY) at 2.23%. This indicates that MIN's price experiences larger fluctuations and is considered to be riskier than SPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIN | SPHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 2.23% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 6.94% | 2.87% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 5.49% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.85% | 7.15% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.29% | 7.97% | +2.32% |