MITTX vs. VFIAX
Compare and contrast key facts about MFS Massachusetts Investors Trust (MITTX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
MITTX is managed by MFS. It was launched on Jul 15, 1924. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MITTX or VFIAX.
Key characteristics
| MITTX | VFIAX | |
|---|---|---|
| YTD Return | 16.30% | 18.95% |
| 1Y Return | 25.10% | 28.24% |
| 3Y Return (Ann) | 6.82% | 9.89% |
| 5Y Return (Ann) | 14.24% | 15.27% |
| 10Y Return (Ann) | 12.40% | 12.85% |
| Sharpe Ratio | 2.05 | 2.20 |
| Daily Std Dev | 12.16% | 12.70% |
| Max Drawdown | -48.88% | -55.20% |
| Current Drawdown | -1.74% | -0.62% |
Correlation
The correlation between MITTX and VFIAX is 0.98, 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. VFIAX - Performance Comparison
In the year-to-date period, MITTX achieves a 16.30% return, which is significantly lower than VFIAX's 18.95% return. Both investments have delivered pretty close results over the past 10 years, with MITTX having a 12.40% annualized return and VFIAX not far ahead at 12.85%. 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. VFIAX - Expense Ratio Comparison
MITTX has a 0.70% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
MITTX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
MITTX's dividend yield for the trailing twelve months is around 9.75%, more than VFIAX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITTX MFS Massachusetts Investors Trust | 9.75% | 10.96% | 9.35% | 8.66% | 11.94% | 7.58% | 13.82% | 7.27% | 6.14% | 6.30% | 7.54% | 2.70% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.27% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MITTX vs. VFIAX - Drawdown Comparison
The maximum MITTX drawdown since its inception was -48.88%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for MITTX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
MITTX vs. VFIAX - Volatility Comparison
The current volatility for MFS Massachusetts Investors Trust (MITTX) is 3.71%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 3.99%. This indicates that MITTX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.