MITTX vs. ACUSX

Last updated Jul 14, 2026

MITTX (MFS Massachusetts Investors Trust) and ACUSX (Advisors Capital US Dividend Fund) are both Large Cap Blend Equities funds. Over the past 5 years, MITTX returned 9.73%/yr vs 6.84%/yr for ACUSX. Their correlation of 0.94 suggests significant overlap in exposure. MITTX charges 0.70%/yr vs 1.95%/yr for ACUSX.

Performance

MITTX vs. ACUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Massachusetts Investors Trust (MITTX) and Advisors Capital US Dividend Fund (ACUSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with MITTX having a 8.81% return and ACUSX slightly lower at 8.51%.

MITTX

• 1D: 0.62%
• 1M: 2.33%
• 6M: 6.21%
• YTD: 8.81%
• 1Y: 16.20%
• 3Y*: 16.86%
• 5Y*: 9.73%
• 10Y*: 13.48%

ACUSX

• 1D: 0.26%
• 1M: 1.34%
• 6M: 6.38%
• YTD: 8.51%
• 1Y: 15.63%
• 3Y*: 14.87%
• 5Y*: 6.84%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MITTX vs. ACUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MITTX MFS Massachusetts Investors Trust	8.81%	13.67%	19.69%	19.26%	-16.27%	20.83%
ACUSX Advisors Capital US Dividend Fund	8.51%	13.11%	15.45%	17.27%	-21.05%	15.90%

Correlation

The correlation between MITTX and ACUSX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 19, 2021	0.94

The correlation between MITTX and ACUSX has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

Return for Risk

MITTX vs. ACUSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MITTX

MITTX Risk / Return Rank: 36
MITTX Sharpe Ratio Rank: 37
MITTX Sortino Ratio Rank: 35
MITTX Omega Ratio Rank: 36
MITTX Calmar Ratio Rank: 31
MITTX Martin Ratio Rank: 40

ACUSX

ACUSX Risk / Return Rank: 45
ACUSX Sharpe Ratio Rank: 43
ACUSX Sortino Ratio Rank: 40
ACUSX Omega Ratio Rank: 42
ACUSX Calmar Ratio Rank: 53
ACUSX Martin Ratio Rank: 49

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MITTX vs. ACUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and Advisors Capital US Dividend Fund (ACUSX). 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.

	MITTX	ACUSX	Difference
Sharpe ratio: Return per unit of total volatility	1.34	1.46	-0.12
Sortino ratio: Return per unit of downside risk	1.88	2.04	-0.16
Omega ratio: Gain probability vs. loss probability	1.24	1.26	-0.02
Calmar ratio: Return relative to maximum drawdown	1.62	2.24	-0.62
Martin ratio: Return relative to average drawdown	6.82	8.06	-1.24

MITTX vs. ACUSX - Sharpe Ratio Comparison

The current MITTX Sharpe Ratio is 1.34, which is comparable to the ACUSX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of MITTX and ACUSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MITTX vs. ACUSX - Drawdown Comparison

The maximum MITTX drawdown since its inception was -49.54%, smaller than the maximum ACUSX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for MITTX and ACUSX.

Drawdown Indicators

	MITTX	ACUSX	Difference
Max Drawdown Largest peak-to-trough decline	-49.54%	-96.85%	+47.31%
Max Drawdown (1Y) Largest decline over 1 year	-9.76%	-6.82%	-2.94%
Max Drawdown (3Y) Largest decline over 3 years	-16.10%	-96.85%	+80.75%
Max Drawdown (5Y) Largest decline over 5 years	-23.27%	-96.85%	+73.58%
Max Drawdown (10Y) Largest decline over 10 years	-33.45%	—	—
Current Drawdown Current decline from peak	0.00%	-95.62%	+95.62%
Average Drawdown Average peak-to-trough decline	-10.52%	-32.96%	+22.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	1.89%	+0.42%

Volatility

MITTX vs. ACUSX - Volatility Comparison

MFS Massachusetts Investors Trust (MITTX) has a higher volatility of 4.11% compared to Advisors Capital US Dividend Fund (ACUSX) at 2.85%. This indicates that MITTX's price experiences larger fluctuations and is considered to be riskier than ACUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MITTX	ACUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	2.85%	+1.26%
Volatility (6M) Calculated over the trailing 6-month period	9.36%	8.00%	+1.36%
Volatility (1Y) Calculated over the trailing 1-year period	11.80%	10.47%	+1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.77%	1,173.45%	-1,157.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	1,138.65%	-1,121.49%

MITTX vs. ACUSX - Expense Ratio Comparison

MITTX has a 0.70% expense ratio, which is lower than ACUSX's 1.95% expense ratio.

Dividends

MITTX vs. ACUSX - Dividend Comparison

MITTX's dividend yield for the trailing twelve months is around 13.17%, while ACUSX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACUSX Advisors Capital US Dividend Fund	0.00%	0.00%	0.04%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MITTX MFS Massachusetts Investors Trust	13.17%	14.33%	14.47%	10.96%	9.35%	8.66%	8.14%	7.58%	13.49%	7.27%	5.55%	6.02%

Frequently Asked Questions

Can I hold both MITTX and ACUSX in my portfolio?

MITTX and ACUSX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MITTX or ACUSX?

MITTX has higher volatility (4.11%) compared to ACUSX (2.85%). In terms of maximum drawdown, MITTX dropped -49.54% vs ACUSX's -96.85%.

Which has better risk-adjusted returns?

ACUSX currently has the higher Sharpe Ratio (1.46 vs 1.34), 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.