MITTX vs. MFSSX
Compare and contrast key facts about MFS Massachusetts Investors Trust (MITTX) and MFS Massachusetts Municipal Bond Fund (MFSSX).
MITTX is managed by MFS. It was launched on Jul 15, 1924. MFSSX is managed by MFS. It was launched on Apr 8, 1985.
Performance
MITTX vs. MFSSX - Performance Comparison
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MITTX vs. MFSSX - 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% |
MFSSX MFS Massachusetts Municipal Bond Fund | -0.66% | 4.04% | 1.94% | 5.59% | -10.79% | 2.02% | 3.71% | 7.56% | 0.77% | 4.86% |
Returns By Period
In the year-to-date period, MITTX achieves a -6.58% return, which is significantly lower than MFSSX's -0.66% return. Over the past 10 years, MITTX has outperformed MFSSX with an annualized return of 12.28%, while MFSSX has yielded a comparatively lower 1.66% 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%
MFSSX
- 1D
- 0.20%
- 1M
- -2.52%
- YTD
- -0.66%
- 6M
- 0.95%
- 1Y
- 3.30%
- 3Y*
- 2.72%
- 5Y*
- 0.29%
- 10Y*
- 1.66%
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MITTX vs. MFSSX - Expense Ratio Comparison
MITTX has a 0.70% expense ratio, which is lower than MFSSX's 0.83% expense ratio.
Return for Risk
MITTX vs. MFSSX — Risk / Return Rank
MITTX
MFSSX
MITTX vs. MFSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and MFS Massachusetts Municipal Bond Fund (MFSSX). 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 | MFSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.79 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.09 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.86 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.89 | 2.71 | +0.18 |
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 | MFSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.79 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.07 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.38 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.10 | -0.68 |
Correlation
The correlation between MITTX and MFSSX is 0.02, 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
MITTX vs. MFSSX - Dividend Comparison
MITTX's dividend yield for the trailing twelve months is around 15.33%, more than MFSSX's 3.23% 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% |
MFSSX MFS Massachusetts Municipal Bond Fund | 3.23% | 4.20% | 2.81% | 2.43% | 1.84% | 1.91% | 2.44% | 3.27% | 3.42% | 3.74% | 3.64% | 3.70% |
Drawdowns
MITTX vs. MFSSX - Drawdown Comparison
The maximum MITTX drawdown since its inception was -49.54%, which is greater than MFSSX's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for MITTX and MFSSX.
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Drawdown Indicators
| MITTX | MFSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -17.05% | -32.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -5.22% | -5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -16.13% | -7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.45% | -16.13% | -17.32% |
Current DrawdownCurrent decline from peak | -9.76% | -2.52% | -7.24% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -2.41% | -8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.65% | +0.95% |
Volatility
MITTX vs. MFSSX - Volatility Comparison
MFS Massachusetts Investors Trust (MITTX) has a higher volatility of 4.02% compared to MFS Massachusetts Municipal Bond Fund (MFSSX) at 1.13%. This indicates that MITTX's price experiences larger fluctuations and is considered to be riskier than MFSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITTX | MFSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 1.13% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 1.74% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 5.33% | +10.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 4.19% | +11.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 4.33% | +12.86% |