MITTX vs. MSFRX
MITTX (MFS Massachusetts Investors Trust) and MSFRX (MFS Total Return Fund) are both mutual funds - MITTX is a Large Cap Blend Equities fund managed by MFS, while MSFRX is a Diversified Portfolio fund managed by MFS. Over the past 10 years, MITTX returned 13.25%/yr vs 8.05%/yr for MSFRX. Their correlation of 0.88 means they have usually moved in the same direction. MITTX charges 0.70%/yr vs 0.72%/yr for MSFRX.
Performance
MITTX vs. MSFRX - Performance Comparison
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Returns By Period
In the year-to-date period, MITTX achieves a 8.24% return, which is significantly higher than MSFRX's 6.34% return. Over the past 10 years, MITTX has outperformed MSFRX with an annualized return of 13.25%, while MSFRX has yielded a comparatively lower 8.05% annualized return.
MITTX
- 1D
- 1.66%
- 1M
- 1.10%
- 6M
- 5.46%
- YTD
- 8.24%
- 1Y
- 15.92%
- 3Y*
- 15.27%
- 5Y*
- 9.15%
- 10Y*
- 13.25%
- ALL TIME*
- 7.50%
MSFRX
- 1D
- -0.15%
- 1M
- 1.25%
- 6M
- 3.43%
- YTD
- 6.34%
- 1Y
- 12.42%
- 3Y*
- 11.88%
- 5Y*
- 6.84%
- 10Y*
- 8.05%
- ALL TIME*
- 6.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MITTX vs. MSFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | 8.24% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
MSFRX MFS Total Return Fund | 6.34% | 10.98% | 14.73% | 10.34% | -9.70% | 14.00% | 9.72% | 20.20% | -5.80% | 12.18% |
Correlation
The correlation between MITTX and MSFRX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 3, 1973 | 0.88 |
Over the past year, the correlation between MITTX and MSFRX has dropped to 0.56 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
MITTX vs. MSFRX — Risk / Return Rank
MITTX
MSFRX
MITTX vs. MSFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and MFS Total Return Fund (MSFRX). 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 | MSFRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.34 | -0.90 |
| Martin ratioReturn relative to average drawdown | 6.05 | 6.73 | -0.68 |
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Drawdowns
MITTX vs. MSFRX - Drawdown Comparison
The maximum MITTX drawdown since its inception was -49.54%, which is greater than MSFRX's maximum drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for MITTX and MSFRX.
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Drawdown Indicators
| MITTX | MSFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -37.28% | -12.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -4.96% | -4.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.10% | -8.35% | -7.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -17.02% | -6.25% |
Max Drawdown (10Y)Largest decline over 10 years | -33.45% | -24.70% | -8.75% |
Current DrawdownCurrent decline from peak | -1.11% | -0.88% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -4.99% | -5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 1.72% | +0.60% |
Volatility
MITTX vs. MSFRX - Volatility Comparison
MFS Massachusetts Investors Trust (MITTX) has a higher volatility of 3.18% compared to MFS Total Return Fund (MSFRX) at 2.54%. This indicates that MITTX's price experiences larger fluctuations and is considered to be riskier than MSFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITTX | MSFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 2.54% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 5.30% | +4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 7.06% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 9.78% | +6.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 10.45% | +6.73% |
MITTX vs. MSFRX - Expense Ratio Comparison
MITTX has a 0.70% expense ratio, which is lower than MSFRX's 0.72% expense ratio.
Dividends
MITTX vs. MSFRX - Dividend Comparison
MITTX's dividend yield for the trailing twelve months is around 11.01%, more than MSFRX's 8.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | 11.01% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
MSFRX MFS Total Return Fund | 8.33% | 8.93% | 14.87% | 6.19% | 5.38% | 8.33% | 6.93% | 3.22% | 4.99% | 5.67% | 3.54% | 5.55% |
Frequently Asked Questions
MITTX and MSFRX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MITTX has higher volatility (3.18%) compared to MSFRX (2.54%). In terms of maximum drawdown, MITTX dropped -49.54% vs MSFRX's -37.28%.
MSFRX currently has the higher Sharpe Ratio (1.65 vs 1.16), 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.
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