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.
Performance
MITTX vs. ILCB - Performance Comparison
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MITTX vs. ILCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | -6.58% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
ILCB iShares Morningstar U.S. Equity ETF | -4.57% | 17.70% | 24.96% | 26.91% | -19.48% | 24.07% | 19.40% | 32.68% | -8.51% | 22.09% |
Returns By Period
In the year-to-date period, MITTX achieves a -6.58% return, which is significantly lower than ILCB's -4.57% return. Over the past 10 years, MITTX has underperformed ILCB with an annualized return of 12.28%, while ILCB has yielded a comparatively higher 13.49% annualized return.
MITTX
- 1D
- -0.15%
- 1M
- -8.19%
- YTD
- -6.58%
- 6M
- -4.84%
- 1Y
- 8.95%
- 3Y*
- 13.55%
- 5Y*
- 8.64%
- 10Y*
- 12.28%
ILCB
- 1D
- 2.92%
- 1M
- -4.96%
- YTD
- -4.57%
- 6M
- -2.23%
- 1Y
- 17.62%
- 3Y*
- 18.30%
- 5Y*
- 11.15%
- 10Y*
- 13.49%
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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.
Return for Risk
MITTX vs. ILCB — Risk / Return Rank
MITTX
ILCB
MITTX vs. ILCB - Risk-Adjusted Trends 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.
| MITTX | ILCB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.96 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.47 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.51 | -0.82 |
Martin ratioReturn relative to average drawdown | 2.89 | 7.11 | -4.23 |
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
| MITTX | ILCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.96 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.65 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.75 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.60 | -0.18 |
Correlation
The correlation between MITTX and ILCB is 0.94, 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.
Dividends
MITTX vs. ILCB - Dividend Comparison
MITTX's dividend yield for the trailing twelve months is around 15.33%, more than ILCB's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | 15.33% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
ILCB iShares Morningstar U.S. Equity ETF | 1.13% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
Drawdowns
MITTX vs. ILCB - Drawdown Comparison
The maximum MITTX drawdown since its inception was -49.54%, roughly equal to the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for MITTX and ILCB.
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Drawdown Indicators
| MITTX | ILCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -51.53% | +1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -12.07% | +1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -25.47% | +2.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.45% | -35.30% | +1.85% |
Current DrawdownCurrent decline from peak | -9.76% | -6.44% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -6.28% | -4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.57% | +0.03% |
Volatility
MITTX vs. ILCB - Volatility Comparison
The current volatility for MFS Massachusetts Investors Trust (MITTX) is 4.02%, while iShares Morningstar U.S. Equity ETF (ILCB) has a volatility of 5.34%. 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.
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Volatility by Period
| MITTX | ILCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 5.34% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 9.62% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 18.41% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 17.13% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 18.14% | -0.95% |