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MITTX vs. MIGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MITTX vs. MIGFX - Performance Comparison

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

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MITTX vs. MIGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
-11.94%9.97%27.25%24.13%-19.20%26.06%22.55%39.89%0.81%28.68%

Returns By Period

In the year-to-date period, MITTX achieves a -6.58% return, which is significantly higher than MIGFX's -11.94% return. Over the past 10 years, MITTX has underperformed MIGFX with an annualized return of 12.28%, while MIGFX has yielded a comparatively higher 13.37% 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%

MIGFX

1D
-0.22%
1M
-9.05%
YTD
-11.94%
6M
-10.77%
1Y
2.07%
3Y*
12.38%
5Y*
8.52%
10Y*
13.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MITTX vs. MIGFX - Expense Ratio Comparison

Both MITTX and MIGFX have an expense ratio of 0.70%.


Return for Risk

MITTX vs. MIGFX — Risk / Return Rank

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

MITTX
MITTX Risk / Return Rank: 2525
Overall Rank
MITTX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MITTX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MITTX Omega Ratio Rank: 2626
Omega Ratio Rank
MITTX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MITTX Martin Ratio Rank: 2727
Martin Ratio Rank

MIGFX
MIGFX Risk / Return Rank: 88
Overall Rank
MIGFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MIGFX Sortino Ratio Rank: 88
Sortino Ratio Rank
MIGFX Omega Ratio Rank: 88
Omega Ratio Rank
MIGFX Calmar Ratio Rank: 77
Calmar Ratio Rank
MIGFX Martin Ratio Rank: 77
Martin Ratio Rank
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. MIGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). 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.


MITTXMIGFXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.14

+0.45

Sortino ratio

Return per unit of downside risk

0.94

0.33

+0.61

Omega ratio

Gain probability vs. loss probability

1.14

1.05

+0.09

Calmar ratio

Return relative to maximum drawdown

0.70

0.04

+0.66

Martin ratio

Return relative to average drawdown

2.89

0.14

+2.74

MITTX vs. MIGFX - Sharpe Ratio Comparison

The current MITTX Sharpe Ratio is 0.59, which is higher than the MIGFX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of MITTX and MIGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MITTXMIGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.14

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.49

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.74

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.38

+0.04

Correlation

The correlation between MITTX and MIGFX is 0.91, 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. MIGFX - Dividend Comparison

MITTX's dividend yield for the trailing twelve months is around 15.33%, more than MIGFX's 12.93% yield.


TTM20252024202320222021202020192018201720162015
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%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
12.93%11.39%17.15%4.11%4.49%10.47%7.43%7.39%10.76%6.87%5.12%6.51%

Drawdowns

MITTX vs. MIGFX - Drawdown Comparison

The maximum MITTX drawdown since its inception was -49.54%, smaller than the maximum MIGFX drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for MITTX and MIGFX.


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Drawdown Indicators


MITTXMIGFXDifference

Max Drawdown

Largest peak-to-trough decline

-49.54%

-61.83%

+12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-13.77%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-26.67%

+3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.45%

-32.42%

-1.03%

Current Drawdown

Current decline from peak

-9.76%

-13.77%

+4.01%

Average Drawdown

Average peak-to-trough decline

-10.57%

-19.00%

+8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.77%

-1.17%

Volatility

MITTX vs. MIGFX - Volatility Comparison

The current volatility for MFS Massachusetts Investors Trust (MITTX) is 4.02%, while MFS Massachusetts Investors Growth Stock Fund (MIGFX) has a volatility of 4.36%. This indicates that MITTX experiences smaller price fluctuations and is considered to be less risky than MIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MITTXMIGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.36%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

9.37%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

17.64%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

17.45%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.19%

18.16%

-0.97%