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MIN vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Intermediate Income Trust (MIN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIN achieves a -2.18% return, which is significantly lower than VOO's 13.74% return. Over the past 10 years, MIN has underperformed VOO with an annualized return of 2.57%, while VOO has yielded a comparatively higher 15.37% annualized return.


MIN

1D
0.41%
1M
-1.21%
6M
-1.77%
YTD
-2.18%
1Y
-1.92%
3Y*
4.87%
5Y*
0.37%
10Y*
2.57%
ALL TIME*
2.56%

VOO

1D
1.81%
1M
3.52%
6M
12.48%
YTD
13.74%
1Y
23.65%
3Y*
21.57%
5Y*
13.38%
10Y*
15.37%
ALL TIME*
15.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$437.83K$405.57K$437.56K
$4.15B$3.84B$5.49B

MIN vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIN
MFS Intermediate Income Trust
-2.18%6.92%8.59%6.33%-15.68%2.79%9.71%13.42%-2.99%2.36%
VOO
Vanguard S&P 500 ETF
13.74%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between MIN and VOO is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (3Y)
Balances recent behavior with more history.

0.18

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

0.17

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.12

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Return for Risk

MIN vs. VOO — Risk / Return Rank

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

MIN
MIN Risk / Return Rank: 3030
Overall Rank
MIN Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MIN Sortino Ratio Rank: 2727
Sortino Ratio Rank
MIN Omega Ratio Rank: 2727
Omega Ratio Rank
MIN Calmar Ratio Rank: 3232
Calmar Ratio Rank
MIN Martin Ratio Rank: 2929
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7272
Overall Rank
VOO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7171
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VOO Martin Ratio Rank: 7979
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.

MIN vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Intermediate Income Trust (MIN) and Vanguard S&P 500 ETF (VOO). 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.


MINVOODifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

0.98

1.33

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.31

2.67

-2.98

Martin ratioReturn relative to average drawdown

-0.65

11.40

-12.05

MIN vs. VOO - Sharpe Ratio Comparison

The current MIN Sharpe Ratio is -0.18, which is lower than the VOO Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of MIN and VOO, 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

MIN vs. VOO - Drawdown Comparison

The maximum MIN drawdown since its inception was -31.15%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MIN and VOO.


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Drawdown Indicators


MINVOODifference

Max Drawdown

Largest peak-to-trough decline

-31.15%

-33.99%

+2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-8.90%

+2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-7.08%

-18.69%

+11.61%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-24.52%

+5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-19.31%

-33.99%

+14.68%

Current Drawdown

Current decline from peak

-4.02%

0.00%

-4.02%

Average Drawdown

Average peak-to-trough decline

-8.83%

-3.67%

-5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.08%

+0.87%

Volatility

MIN vs. VOO - Volatility Comparison

The current volatility for MFS Intermediate Income Trust (MIN) is 2.69%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.11%. This indicates that MIN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MINVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

4.11%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.75%

10.31%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.79%

12.89%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.22%

16.96%

-5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.41%

18.03%

-7.62%

Dividends

MIN vs. VOO - Dividend Comparison

MIN's dividend yield for the trailing twelve months is around 9.55%, more than VOO's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
MIN
MFS Intermediate Income Trust
9.55%8.78%9.11%9.36%10.04%8.97%8.90%9.04%9.70%9.37%9.39%9.71%
VOO
Vanguard S&P 500 ETF
1.04%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


MIN and VOO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOO has higher volatility (4.11%) compared to MIN (2.69%). In terms of maximum drawdown, MIN dropped -31.15% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.86 vs -0.18), 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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