MITTX vs. VTI
MITTX (MFS Massachusetts Investors Trust) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. Over the past 10 years, MITTX returned 13.25%/yr vs 14.63%/yr for VTI. Their 0.97 correlation means they have historically moved very closely together. MITTX charges 0.70%/yr vs 0.03%/yr for VTI.
Performance
MITTX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, MITTX achieves a 8.24% return, which is significantly lower than VTI's 10.49% return. Over the past 10 years, MITTX has underperformed VTI with an annualized return of 13.25%, while VTI has yielded a comparatively higher 14.63% 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%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.06B | $1.16B | $1.24B |
MITTX vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between MITTX and VTI is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.97 |
The correlation between MITTX and VTI has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
MITTX vs. VTI — Risk / Return Rank
MITTX
VTI
MITTX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Massachusetts Investors Trust (MITTX) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.23 | -0.79 |
| Martin ratioReturn relative to average drawdown | 6.05 | 9.62 | -3.57 |
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Drawdowns
MITTX vs. VTI - Drawdown Comparison
The maximum MITTX drawdown since its inception was -49.54%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MITTX and VTI.
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Drawdown Indicators
| MITTX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -55.45% | +5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -8.92% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.10% | -19.30% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -25.36% | +2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.45% | -35.00% | +1.55% |
Current DrawdownCurrent decline from peak | -1.11% | -1.36% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -7.99% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.07% | +0.25% |
Volatility
MITTX vs. VTI - Volatility Comparison
The current volatility for MFS Massachusetts Investors Trust (MITTX) is 3.18%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.46%. This indicates that MITTX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITTX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 3.46% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 10.24% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 13.10% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 17.51% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 18.30% | -1.12% |
MITTX vs. VTI - Expense Ratio Comparison
MITTX has a 0.70% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
MITTX vs. VTI - Dividend Comparison
MITTX's dividend yield for the trailing twelve months is around 11.01%, more than VTI's 1.06% 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% |
VTI Vanguard Total Stock Market ETF | 1.06% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
With a correlation of 0.95, MITTX and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTI has higher volatility (3.46%) compared to MITTX (3.18%). In terms of maximum drawdown, MITTX dropped -49.54% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.52 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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