MLFIX vs. MITTX
Compare and contrast key facts about MFS Lifetime 2040 Fund (MLFIX) and MFS Massachusetts Investors Trust (MITTX).
MLFIX is managed by MFS. It was launched on Sep 28, 2005. MITTX is managed by MFS. It was launched on Jul 15, 1924.
Performance
MLFIX vs. MITTX - Performance Comparison
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MLFIX vs. MITTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MLFIX MFS Lifetime 2040 Fund | -2.51% | 15.08% | 12.35% | 16.29% | -15.32% | 18.94% | 13.13% | 26.08% | -7.51% | 20.79% |
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% |
Returns By Period
In the year-to-date period, MLFIX achieves a -2.51% return, which is significantly higher than MITTX's -6.58% return. Over the past 10 years, MLFIX has underperformed MITTX with an annualized return of 9.72%, while MITTX has yielded a comparatively higher 12.28% annualized return.
MLFIX
- 1D
- -0.20%
- 1M
- -6.99%
- YTD
- -2.51%
- 6M
- -0.96%
- 1Y
- 12.20%
- 3Y*
- 11.85%
- 5Y*
- 7.09%
- 10Y*
- 9.72%
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%
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MLFIX vs. MITTX - Expense Ratio Comparison
MLFIX has a 0.00% expense ratio, which is lower than MITTX's 0.70% expense ratio.
Return for Risk
MLFIX vs. MITTX — Risk / Return Rank
MLFIX
MITTX
MLFIX vs. MITTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Lifetime 2040 Fund (MLFIX) and MFS Massachusetts Investors Trust (MITTX). 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.
| MLFIX | MITTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.59 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.44 | 0.94 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.70 | +0.45 |
Martin ratioReturn relative to average drawdown | 5.38 | 2.89 | +2.49 |
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
| MLFIX | MITTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.59 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.72 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.42 | +0.03 |
Correlation
The correlation between MLFIX and MITTX is 0.94, 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
MLFIX vs. MITTX - Dividend Comparison
MLFIX's dividend yield for the trailing twelve months is around 7.99%, less than MITTX's 15.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MLFIX MFS Lifetime 2040 Fund | 7.99% | 7.79% | 5.41% | 3.58% | 6.61% | 8.92% | 3.07% | 5.79% | 6.06% | 3.56% | 6.91% | 2.20% |
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% |
Drawdowns
MLFIX vs. MITTX - Drawdown Comparison
The maximum MLFIX drawdown since its inception was -54.99%, which is greater than MITTX's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for MLFIX and MITTX.
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Drawdown Indicators
| MLFIX | MITTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.99% | -49.54% | -5.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -10.76% | +1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -23.27% | +0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -31.66% | -33.45% | +1.79% |
Current DrawdownCurrent decline from peak | -7.29% | -9.76% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -7.11% | -10.57% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.60% | -0.55% |
Volatility
MLFIX vs. MITTX - Volatility Comparison
The current volatility for MFS Lifetime 2040 Fund (MLFIX) is 3.51%, while MFS Massachusetts Investors Trust (MITTX) has a volatility of 4.02%. This indicates that MLFIX experiences smaller price fluctuations and is considered to be less risky than MITTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MLFIX | MITTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 4.02% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.81% | 8.50% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 16.17% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.61% | 15.65% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 17.19% | -3.27% |