MITTX vs. ILCB
Compare and contrast key facts about MFS Massachusetts Investors Trust (MITTX) and iShares Morningstar U.S. Equity ETF (ILCB).
MITTX is managed by MFS. It was launched on Jul 15, 1924. ILCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Index. It was launched on Jun 28, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MITTX or ILCB.
Key characteristics
| MITTX | ILCB | |
|---|---|---|
| YTD Return | 23.11% | 26.94% |
| 1Y Return | 33.18% | 38.29% |
| 3Y Return (Ann) | 7.26% | 9.45% |
| 5Y Return (Ann) | 15.19% | 15.02% |
| 10Y Return (Ann) | 12.94% | 12.59% |
| Sharpe Ratio | 2.85 | 3.08 |
| Sortino Ratio | 3.84 | 4.10 |
| Omega Ratio | 1.54 | 1.58 |
| Calmar Ratio | 4.04 | 0.38 |
| Martin Ratio | 17.58 | 19.90 |
| Ulcer Index | 1.88% | 1.91% |
| Daily Std Dev | 11.56% | 12.35% |
| Max Drawdown | -48.88% | -100.00% |
| Current Drawdown | -0.02% | -99.99% |
Correlation
The correlation between MITTX and ILCB 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
MITTX vs. ILCB - Performance Comparison
In the year-to-date period, MITTX achieves a 23.11% return, which is significantly lower than ILCB's 26.94% return. Both investments have delivered pretty close results over the past 10 years, with MITTX having a 12.94% annualized return and ILCB not far behind at 12.59%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MITTX vs. ILCB - Expense Ratio Comparison
MITTX has a 0.70% expense ratio, which is higher than ILCB's 0.03% expense ratio.
Risk-Adjusted Performance
MITTX vs. ILCB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and iShares Morningstar U.S. Equity ETF (ILCB). 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
MITTX vs. ILCB - Dividend Comparison
MITTX's dividend yield for the trailing twelve months is around 0.69%, less than ILCB's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | 0.69% | 0.88% | 1.00% | 0.65% | 8.31% | 0.65% | 1.10% | 0.95% | 0.94% | 1.61% | 7.54% | 2.70% |
ILCB iShares Morningstar U.S. Equity ETF | 1.18% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% | 1.86% | 1.89% |
Drawdowns
MITTX vs. ILCB - Drawdown Comparison
The maximum MITTX drawdown since its inception was -48.88%, smaller than the maximum ILCB drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for MITTX and ILCB. For additional features, visit the drawdowns tool.
Volatility
MITTX vs. ILCB - Volatility Comparison
The current volatility for MFS Massachusetts Investors Trust (MITTX) is 3.21%, while iShares Morningstar U.S. Equity ETF (ILCB) has a volatility of 3.87%. This indicates that MITTX experiences smaller price fluctuations and is considered to be less risky than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.